PT  - JOURNAL ARTICLE
AU  - Owain ap Gwilym
AU  - Mike Buckle
AU  - Andrew D Clare
AU  - Stephen H Thomas
TI  - The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
AID  - 10.3905/jod.6.2.7
DP  - 1998 Nov 30
TA  - The Journal of Derivatives
PG  - 7--17
VI  - 6
IP  - 2
4099  - https://pm-research.com/content/6/2/7.short
4100  - https://pm-research.com/content/6/2/7.full