Items where Author is "Payne, Richard"

Article

Danielsson, Jon ORCID: 0009-0006-9844-7960, Luo, Jinhui and Payne, Richard (2012) Exchange rate determination and inter–market order flow effects. European Journal of Finance, 18 (9). pp. 823-840. ISSN 1351-847X

Payne, Richard and Vitale, Paolo (2003) A transaction level study of the effects of central bank intervention on exchange rates. Journal of International Economics, 61 (2). pp. 331-352. ISSN 0022-1996

Monograph

Danielsson, Jon ORCID: 0009-0006-9844-7960, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. . Jon Danielsson.

Love, Ryan and Payne, Richard (2003) Macroeconomic news, order flows and exchange rates. Financial Markets Group Discussion Papers (475). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Friederich, Sylvain and Payne, Richard (2002) Dealer liquidity in an auction market: evidence fom the London Stock Exchange. Financial Markets Group Discussion Papers (427). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Love, Ryan, Payne, Richard and Rime, Dagfinn (2002) Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. Financial Markets Group Discussion Papers (467). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Payne, Richard (1999) Real trading patterns and prices in spot foreign exchange markets. Financial Markets Group Discussion Papers (320). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Henry, Marc and Payne, Richard (1997) An investigation of long range dependence in intra-day foreign exchange rate volatility. Financial Markets Group Discussion Papers (264). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Almeida, Alvaro, Goodhart, Charles and Payne, Richard (1997) The effects of macroeconomic 'news' on high frequency exchange rate behaviour. Financial Markets Group Discussion Papers (258). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Payne, Richard (1996) Announcement effects and seasonality in the intra-day foreign exchange market. Financial Markets Group Discussion Papers (238). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Book

Goodhart, Charles and Payne, Richard (2000) The foreign exchange market: empirical studies with high-frequency data. Palgrave Macmillan. ISBN 9780312235642