An Ordered Probit Analysis of Transaction Stock Prices
收藏NBER1991-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3888
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资源简介：
We estimate the conditional distribution of trade-to-trade price changes using ordered probit, a statistical model for discrete random variables. Such an approach takes into account the fact that transaction price changes occur in discrete increments, typically eighths of a dollar, and occur at
提供机构：
美国国家经济研究局
创建时间：
1991-10-01
