@article{publication-5923,
	author={Ranaldo, Angelo},
	doi={10.1016/j.jbankfin.2009.05.019},
	issn={0378-4266},
	journal={Journal of Banking and Finance},
	number=12,
	pages={2199-2206},
	publisher={Elsevier},
	title={Segmentation and time-of-day patterns in foreign exchange markets},
	volume=33,
	year=2009,
}