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One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Payne, Richard; Goodhart, Charles; Ito, Takatoshi - National Bureau of Economic Research (NBER) - 1995
The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of the electronic broking system (Reuter D2000-2) on June 16, 1993. The bid and ask quotes, which are `firm' in this data set, are compared with the Reuters FXFX page, which...
Persistent link: https://www.econbiz.de/10005779032
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One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System
Payne, Richard; Goodhart, Charles; Ito, Takatoshi - In: The Microstructure of Foreign Exchange Markets
Persistent link: https://www.econbiz.de/10005072680
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Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
Goodhart, Charles; Chang, Yuanchen; Payne, Richard - In: Journal of International Money and Finance 16 (1997) 6, pp. 921-930
Persistent link: https://www.econbiz.de/10005339178
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Zoroastrian materialism : religion, empire, and their critics in Graeber's late Axial Age
Payne, Richard E. - In: Debt in the ancient Mediterranean and Near East : …, (pp. 120-131). 2023
Persistent link: https://www.econbiz.de/10014225921
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What do stock markets tell us about exchange rates?
Cenedese, Gino; Payne, Richard; Valente, Giorgio - 2015
Persistent link: https://www.econbiz.de/10011317959
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What do stock markets tell us about exchange rates?
Cenedese, Gino; Payne, Richard; Sarno, Lucio; Valente, … - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1045-1080
Persistent link: https://www.econbiz.de/10011590704
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Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos; Payne, Richard; Vasios, Michalis - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
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Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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The skewness of the stock market over long horizons
Neuberger, Anthony; Payne, Richard - In: The review of financial studies 34 (2021) 3, pp. 1572-1616
Persistent link: https://www.econbiz.de/10012434851
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Exchange rate determination and inter-market order flow effects
Daníelsson, Jón; Luo, Jinhui; Payne, Richard - In: The European Journal of Finance 18 (2012) 9, pp. 823-840
The dependence of foreign exchange rates on order flow is investigated for four major exchange rate pairs, EUR/USD, EUR/GBP, GBP/USD and USD/JPY, across sampling frequencies ranging from 5 min to 1 week. Strong explanatory power is discovered for all sampling frequencies. We also uncover...
Persistent link: https://www.econbiz.de/10010972057