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Richard G. Payne · Study
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Author
Richard G. Payne
23 works
· latest 2020
· 5 institutions
cluster: provisional
ORCID 0000-0003-3123-5243
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23
Citations
2,034
Works here
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Most cited in this library
The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
1998 · 302 citations
Informed trade in spot foreign exchange markets: an empirical investigation
2003 · 274 citations
Macroeconomic News, Order Flows, and Exchange Rates
2008 · 166 citations
Real trading patterns and prices in spot foreign exchange markets
2002 · 138 citations
A transaction level study of the effects of central bank intervention on exchange rates
2003 · 136 citations
Works
23 shown
The Skewness of the Stock Market over Long Horizons
Review of Financial Studies
·
2020
·
2 authors
41
citations
Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act
Journal of Financial and Quantitative Analysis
·
2018
·
3 authors
·
Open access
57
citations
Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
52
citations
What Do Stock Markets Tell Us about Exchange Rates?
European Finance Review
·
2015
·
4 authors
·
Open access
70
citations
Order-to-trade ratios and market liquidity
Journal of Banking & Finance
·
2014
·
2 authors
·
Open access
60
citations
Banning short sales and market quality: The UK’s experience
Journal of Banking & Finance
·
2012
·
2 authors
·
Open access
104
citations
Exchange rate determination and inter-market order flow effects
European Journal of Finance
·
2011
·
3 authors
54
citations
Liquidity determination in an order-driven market
European Journal of Finance
·
2011
·
2 authors
40
citations
On the sources of private information in FX markets
Journal of Banking & Finance
·
2010
·
2 authors
·
Open access
44
citations
Macroeconomic News, Order Flows, and Exchange Rates
Journal of Financial and Quantitative Analysis
·
2008
·
2 authors
166
citations
Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange
The Economic Journal
·
2007
·
2 authors
·
Open access
36
citations
Informed trade in spot foreign exchange markets: an empirical investigation
Journal of International Economics
·
2003
·
1 author
274
citations
A transaction level study of the effects of central bank intervention on exchange rates
Journal of International Economics
·
2003
·
2 authors
·
Open access
136
citations
Real trading patterns and prices in spot foreign exchange markets
Journal of International Money and Finance
·
2002
·
2 authors
138
citations
Measuring and Explaining Liquidity on an Electronic Limit Order Book: Evidence from Reuters D2000-2
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
42
citations
The Effects of Macroeconomic 'News' on High Frequency Exchange Rate Behavior
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
38
citations
The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
Journal of Financial and Quantitative Analysis
·
1998
·
3 authors
302
citations
Do technical trading rules generate profits? Conclusions from the intra-day foreign exchange market
International Journal of Finance & Economics
·
1997
·
3 authors
72
citations
The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
·
1997
·
3 authors
·
book
40
citations
Microstructural dynamics in a foreign exchange electronic broking system
Journal of International Money and Finance
·
1996
·
2 authors
56
citations
Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
·
1996
·
1 author
·
book
·
Open access
44
citations
One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System
RePEc: Research Papers in Economics
·
1995
·
3 authors
·
preprint
94
citations
One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
National Bureau of Economic Research
·
1995
·
3 authors
·
report
·
Open access
74
citations