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ONE DAY IN JUNE, 1993: A STUDY...
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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.
;
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1995
Persistent link: https://www.econbiz.de/10000935050
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2
Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
Goodhart, Charles A. E.
- In:
Journal of international money and finance
16
(
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,
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Persistent link: https://www.econbiz.de/10001337347
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3
The effects of macroeconomic news on high frequency exchange rate behavior
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- In:
Journal of financial and quantitative analysis : JFQA
33
(
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,
pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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4
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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5
Announcement effects and seasonality in the intra-day foreign exchange market
Payne, Richard
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1996
Persistent link: https://www.econbiz.de/10000932226
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6
What do stock markets tell us about exchange rates?
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- In:
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Persistent link: https://www.econbiz.de/10011590704
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7
What do stock markets tell us about exchange rates?
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2015
Persistent link: https://www.econbiz.de/10011317959
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8
What do stock markets tell us about exchange rates?
Cenedese, Gino
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Payne, Richard
;
Sarno, Lucio
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Valente, …
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2015
Persistent link: https://www.econbiz.de/10011327133
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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
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3
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pp. 1572-1616
Persistent link: https://www.econbiz.de/10012434851
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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
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pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
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