Items where Author is "Payne, Richard"

Number of items: 11.
Article
  • Exchange rate determination and inter–market order flow effects. Danielsson, Jon; Luo, Jinhui; Payne, Richard
  • A transaction level study of the effects of central bank intervention on exchange rates. Payne, Richard; Vitale, Paolo
    • Book
  • The foreign exchange market: empirical studies with high-frequency data. Goodhart, Charles; Payne, Richard
    • Working paper
  • 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 picture_as_pdf
  • 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
  • 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 picture_as_pdf
  • The effects of macroeconomic 'news' on high frequency exchange rate behaviour. Almeida, Alvaro; Goodhart, Charles; Payne, Richard picture_as_pdf
  • An investigation of long range dependence in intra-day foreign exchange rate volatility. Henry, Marc; Payne, Richard picture_as_pdf