@inbook{publication-5929,
	address={Hoboken, NJ},
	author={Ranaldo, Angelo},
	booktitle={Stock Market Liquidity: Implications for Market Microstructure and Asset Prices},
	editor={Gregoriou, Greg N and Lhabitant, Francois-Serge},
	isbn={9780470181690},
	pages={187-225},
	publisher={Wiley},
	title={Intraday Market Dynamics Around Public Information Arrivals},
	year=2008,
}