One comment I found in Wikipedia is "Bierce has been criticized by his
contemporaries and later scholars for deliberately pursuing
improbability and for his penchant toward "trick endings".[34]
Evidently, Bierce and all his immediate family are buried in unmarked
graves, and his disappearance(s) in Mexico are macabre.
Maybe you could look at the characteristics of "newspaper comedians"
that flourished in the U.S. Far West during his time as a newspaper
man.
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