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An empirical analysis of exchange rates using high-frequency data
Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10001436960
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Dealer liquidity in an auction market : evidence from the London Stock Exchange
Friederich, Sylvain; Payne, Richard - In: The economic journal : the journal of the Royal … 117 (2007), pp. 1168-1191
Persistent link: https://www.econbiz.de/10003492480
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Order-to-trade ratios and market liquidity
Friederich, Sylvain; Payne, Richard - In: Journal of banking & finance 50 (2015), pp. 214-223
Persistent link: https://www.econbiz.de/10010509557
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Dealer liquidity in an auction market : evidence from the London Stock Exchange
Friederich, Sylvain; Payne, Richard - 2002
Persistent link: https://www.econbiz.de/10001722634
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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
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Microstructural dynamics in a foreign exchange electronic broking system
Goodhart, Charles A. E. - In: Journal of international money and finance 15 (1996) 6, pp. 829-852
Persistent link: https://www.econbiz.de/10001216676
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One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Goodhart, Charles; Ito, Takatoshi; Payne, Richard - 2021
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/10013221545
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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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One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Goodhart, Charles - 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/10012473811