RT Journal Article SR Electronic T1 The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements JF The Journal of Derivatives FD Institutional Investor Journals SP 7 OP 17 DO 10.3905/jod.6.2.7 VO 6 IS 2 A1 Owain ap Gwilym A1 Mike Buckle A1 Andrew D Clare A1 Stephen H Thomas YR 1998 UL https://pm-research.com/content/6/2/7.abstract AB