Dada uma estrutura de variáveis do tipo tabela, conforme aba...

SELECT [StockSymbol], [TransactionDate], [StockPrice], LAG([StockPrice]) OVER (PARTITION BY [StockSymbol]

ORDER BY [TransactionDate] ASC) AS [PreviousPrice]

FROM @StockTransactions

ORDER BY [StockSymbol], [TransactionDate] 

SELECT [StockSymbol], [TransactionDate], [StockPrice], LAG([StockPrice], 0, NULL) OVER (GROUP BY

[StockSymbol] ORDER BY [TransactionDate] ASC) AS [PreviousPrice]

FROM @StockTransactions

ORDER BY [StockSymbol], [TransactionDate] 

SELECT [StockSymbol], [TransactionDate], [StockPrice], LAG([StockPrice]) OVER (ORDER BY [TransactionDate]

ASC) AS [PreviousPrice]

FROM @StockTransactions

GROUP BY [StockSymbol]

ORDER BY [StockSymbol], [TransactionDate] 

SELECT [StockSymbol], [TransactionDate], [StockPrice], LAG([StockPrice], 0, NULL) OVER (PARTITION BY

[StockSymbol] ORDER BY [TransactionDate] ASC) AS [PreviousPrice]

FROM @StockTransactions

ORDER BY [StockSymbol], [TransactionDate]  

SELECT [StockSymbol], [TransactionDate], [StockPrice], LAG([StockPrice]) OVER (GROUP BY [StockSymbol]

ORDER BY [TransactionDate] ASC) AS [PreviousPrice]

FROM @StockTransactions

ORDER BY [StockSymbol], [TransactionDate]