References
- Cornell , B. 1990 . Volume and R2: a first look . The Journal of Financial Research , 13 : 1 – 6 .
- Grossman , S. 1995 . Dynamic asset allocation and the informational efficiency of markets . The Journal of Finance , 50 : 773 – 788 .
- Mitchell , M. and Mulherin , H. 1994 . The impact of public information on the stock market . The Journal of Finance , 49 : 923 – 950 .
- Roll , R. 1986 . Orange juice and weather . American Economic Review , 741 : 861 – 880 .
- Roll , R. 1988 . R2 . The Journal of Finance , 43 : 541 – 566 .
- Romer , D. 1993 . Rational asset-price movements without news . American Economic Review , 83 : 1112 – 1130 .
- Seyhun , N. 1986 . Insiders' profits, costs of trading and market efficiency . Journal of Financial Economics , 16 : 189 – 212 .