@article{583781b4ff9d4b3385bbe16d80ed66dd,
title = "Intraday Seasonalities and Macroeconomic News Announcements",
keywords = "conditional mean, conditional volatility, information spillover, intraday seasonality, Flexible Fourier Form, macroeconomic surprises, G14, G15, STOCK RETURNS, VOLATILITY, EXCHANGE, PATTERNS, MARKET, US, 511 Economics, KOTA2011",
author = "Harju, {Kari Kristian} and Hussain, {Syed Mujahid}",
year = "2011",
doi = "10.1111/j.1468-036X.2009.00512.x",
language = "English",
volume = "17",
pages = "367--390",
journal = "European Financial Management",
issn = "1354-7798",
publisher = "Wiley-Blackwell",
number = "2",
}