An ordered probit analysis of transaction stock prices:
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Bibliographic Details
Main Authors: Hausman, Jerry A. 1946- (Author), Lo, Andrew W. 1960- (Author), MacKinlay, Archie Craig 1955- (Author)
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 1991
Edition:Latest rev.: October 1991
Series:Working paper series / National Bureau of Economic Research 3888
Physical Description:41 S. graph. Darst.