efficiency and serial correlations in returns, Journal of Financial Economics 25,
51-74.
Bremer, M. and R. J. Sweeney, 1991, The …
32, 345-365.
Brown, S. J. and J. B. Warner, 1980, Measuring security price information, Journal of
Financial Economics 8 … Economics 14, 3-31.
Brown, K. C., W. V. Harlow and S. M. Tinic, 1988, Risk aversion, uncertain information, and
market …