@inbook{publication-20845, address={London}, author={Akyildirim, Erdinc and Altarovici, Albert and Ekinci, Cumhur}, booktitle={Handbook of High Frequency Trading}, doi={10.1016/B978-0-12-802205-4.02007-8}, editor={Gregoriou, Greg N}, isbn={978-0-12-802362-4}, pages={305-326}, publisher={Academic Press}, title={Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders}, year=2015, }