%0 Journal Article %1 Kalev2004 %A Kalev, Petko S. %A Liu, Wai-Man %A Pham, Peter K. %A Jarnecic, Elvis %D 2004 %J Journal of Banking & Finance %K ARCH %N 6 %P 1441--1467 %T Public information arrival and volatility of intraday stock returns %U http://www.sciencedirect.com/science/article/B6VCY-493PBWF-2/1/fdc751e64ba4d10e3f8e7e9b337e14d3 %V 28

@article{Kalev2004, added-at = {2008-04-22T13:53:19.000+0200}, author = {Kalev, Petko S. and Liu, Wai-Man and Pham, Peter K. and Jarnecic, Elvis}, biburl = {https://www.bibsonomy.org/bibtex/2100a374d597f84bc828d9c00eb11e456/smicha}, description = {Journal of Banking & Finance}, interhash = {1bf4c01a7899bb43d271ca54534a0a6a}, intrahash = {100a374d597f84bc828d9c00eb11e456}, journal = {Journal of Banking \& Finance}, keywords = {ARCH}, month = Jun, number = 6, pages = {1441--1467}, timestamp = {2008-04-22T13:57:38.000+0200}, title = {Public information arrival and volatility of intraday stock returns}, url = {http://www.sciencedirect.com/science/article/B6VCY-493PBWF-2/1/fdc751e64ba4d10e3f8e7e9b337e14d3}, volume = 28, year = 2004 }