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Our data says that the document:

Entorf, Horst ; Steiner , Christian. (2007) Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose / Announcement of Business Cycle Forecasts and the Reaction of the German Stock Market.
In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:227:y:2007:i:1:p:3-26:n:2.

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cites:

Patell, J.M., M.A. Wolfson (1984), The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements. Journal of Financial Economics 13: 223-252.

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