A.Craig MacKinlay

• [2002 JFE] 挂单要等多久才成交？——别再用「股价碰一下」来糊弄自己Econometric Models of Limit-order ExecutionsJun 2026
• [1992 JFE] 价格只跳「八分之一」，但它背后藏着一条连续的影子An Ordered Probit Analysis of Transaction Stock PricesDec 1992