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An ordered probit analysis of transaction stock prices

Journal of Financial Economics, 31(3): 319--379, 1992.
Authors: Jerry A. Hausman and Andrew W. Lo and A. Craig MacKinlay
URL: http://www.sciencedirect.com/science/article/B6VBX-45N4YWP-11/1/040a71364f33d5c263d2b2410bbcf3a9
Tags: imported
| URL | BibTeX  
@article{Hausman1992,
title = {An ordered probit analysis of transaction stock prices},
author = {Jerry A. Hausman and Andrew W. Lo and A. Craig MacKinlay},
journal = {Journal of Financial Economics},
month = {Jun},
number = {3},
pages = {319--379},
url = {http://www.sciencedirect.com/science/article/B6VBX-45N4YWP-11/1/040a71364f33d5c263d2b2410bbcf3a9},
volume = {31},
year = {1992},
keywords = {imported }
}