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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman, (1998)
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah, (1994)
Measuring the probability of informed trading : estimation error and trading frequency
Henke, Harald, (2004)
Economic growth and defense spending : Granger causality
Joerding, Wayne H., (1986)
Are stock prices excessively sensitive to current information?
Joerding, Wayne H., (1988)
Excess stock price volatility as a misspecified Euler equation