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Applied Financial Economics Volume 13, 2003 - Issue 11
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Original Articles

GMM-based testing procedures of the mixture of distributions model

Ainhoa Zarraga Dpto. de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao (Spain) Tel: +34 94 6017033. Fax: +34 94 6013754. E-mail: [email protected]
Pages 841-848 | Published online: 07 Oct 2010

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Hisham Farag & Robert Cressy. (2012) Stock market regulation and news dissemination: evidence from an emerging market. The European Journal of Finance 18:3-4, pages 351-368.
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Colm Kearney & Margaret Lynch. (2007) Are international equity markets really asymmetric?. Applied Financial Economics 17:5, pages 399-411.
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Sheng-Kai Chang. (2005) The approximate slopes and the power of the GMM overidentifying restrictions test. Applied Economics Letters 12:13, pages 845-848.
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Yu-Sheng Kao, Kai Zhao, Hwei-Lin Chuang & Yu-Cheng Ku. (2024) The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. International Review of Economics & Finance 89, pages 524-542.
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Yu-Sheng Kao, Hwei-Lin Chuang & Yu-Cheng Ku. (2020) The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. The North American Journal of Economics and Finance 54, pages 100871.
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Foued Saâdaoui & Mouna Mrad. (2017) Stochastic modelling of the price‐volume relationship in electricity markets: Evidence from the Nordic energy exchange. International Transactions on Electrical Energy Systems 27:9.
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Hisham Farag & Robert Cressy. (2011) Do regulatory policies affect the flow of information in emerging markets?. Research in International Business and Finance 25:3, pages 238-254.
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Pratap Chandra Pati & Prabina Rajib. (2010) Volatility persistence and trading volume in an emerging futures market. The Journal of Risk Finance 11:3, pages 296-309.
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Eric Girard & Mohammed Omran. (2009) On the relationship between trading volume and stock price volatility in CASE. International Journal of Managerial Finance 5:1, pages 110-134.
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Eric Girard & Rita Biswas. (2007) Trading Volume and Market Volatility: Developed versus Emerging Stock Markets. The Financial Review 42:3, pages 429-459.
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