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MacKinlay, Archie Craig
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Econometric models of limit-order executions
Lo, Andrew W.
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MacKinlay, Archie Craig
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Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
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pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
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pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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