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Our data says that the document:

Balazs, Egert ; Balázs, Égert ; Evžen, Kočenda. (2007) Interdependence between Eastern and Western European stock markets: Evidence from intraday data.
In: Economic Systems. RePEc:eee:ecosys:v:31:y:2007:i:2:p:184-203.

Full description at Econpapers

cites:

Terzi, A.S. An introduction to high-frequency finance. 2003 Book Rev., Int. Rev. Econ. Fin.. 525-529

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