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2011
Hautsch, Nikolaus 
ORCID: 0000-0001-9702-3871, Hess, Dieter and Veredas, David
(2011).
The impact of macroeconomic news on quote adjustments, noise, and informational volatility.
J. Bank Financ., 35 (10).
S. 2733 - 2747.
AMSTERDAM:
ELSEVIER.
ISSN 1872-6372