An ordered probit analysis of transaction stock prices
By: Jerry A. Hausman, Andrew W. Lo, MacKinlay A. Craig
Contributors: Lo, Andrew W. (Andrew Wen-Chuan); Craig, MacKinley A.; Massachusetts Institute of Technology. Dept. of Economics
Edition: Rev. ed.
Series: Working paper / Dept. of Economics -- no. 593; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 593.
Publisher: Dept. of Economics, Massachusetts Institute of Technology
Published: 1991
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 41
Notes: "Latest Revision: Oct. 1991."

Includes bibliographical references (p. 39-41).

Research supported by the Batterymarch Fellowship, the Geewax-Terker Investments Research Fund, the MIT International Financial Services Research Center, and the Q Group.

Supported by the National Science Foundation. SES-8618769 SES-8821583