Items where Author is "Payne, Richard"
Number of items: 11.
Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets.
Goodhart, Charles; Love, Ryan; Payne, Richard; Rime, Dagfinn
Announcement effects and seasonality in the intra-day foreign exchange market.
Payne, Richard
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Dealer liquidity in an auction market:evidence fom the London Stock Exchange.
Friederich, Sylvain; Payne, Richard
Exchange rate determination and inter–market order flow effects.
Danielsson, Jon; Luo, Jinhui; Payne, Richard
Exchange rate determination and inter–market order flow effects.
Danielsson, Jon; Luo, Jinhui; Payne, Richard
Macroeconomic news, order flows and exchange rates.
Love, Ryan; Payne, Richard
Real trading patterns and prices in spot foreign exchange markets.
Danielsson, Jon; Payne, Richard
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The effects of macroeconomic 'news' on high frequency exchange rate behaviour.
Almeida, Alvaro; Goodhart, Charles; Payne, Richard
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The foreign exchange market: empirical studies with high-frequency data.
Goodhart, Charles; Payne, Richard
An investigation of long range dependence in intra-day foreign exchange rate volatility.
Henry, Marc; Payne, Richard
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A transaction level study of the effects of central bank intervention on exchange rates.
Payne, Richard; Vitale, Paolo