@misc{HautschHessVeredas2010,
  author    = {Nikolaus Hautsch and Dieter Hess and David Veredas},
  title     = {The impact of macroeconomic news on quote adjustments, noise, and informational volatility},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2010,01},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2010, 01},
  type      = {workingpaper},
  year        = {2010},
}