@article{Frino2001, title = {Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence}, author = {Alex Frino and Amelia Hill}, journal = {Journal of Banking \& Finance}, month = {Jul}, number = {7}, pages = {1319--1337}, url = {http://www.sciencedirect.com/science/article/B6VCY-435KGD7-5/1/d92e5fe368008c2f8513d3ddb97ad267}, volume = {25}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/2eea497c7ab92d1e6d4cd9c0632f4b2df/smicha}, description = {Journal of Banking & Finance}, keywords = {Information announcements } }