Benny Mantin, David Gillen. The hidden information content of price movements. European Journal of Operational Research, 211(2):385-393, 2011. [doi]
@article{MantinG11,
title = {The hidden information content of price movements},
author = {Benny Mantin and David Gillen},
year = {2011},
doi = {10.1016/j.ejor.2010.12.017},
url = {http://dx.doi.org/10.1016/j.ejor.2010.12.017},
researchr = {https://researchr.org/publication/MantinG11},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {211},
number = {2},
pages = {385-393},
}