%0 Journal Article %A Owain ap Gwilym %A Mike Buckle %A Andrew D Clare %A Stephen H Thomas %T The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements %D 1998 %R 10.3905/jod.6.2.7 %J The Journal of Derivatives %P 7-17 %V 6 %N 2 %U https://jod.pm-research.com/content/iijderiv/6/2/7.full.pdf