Author Page for Richard Payne

Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?

Number of pages: 55 Posted: 17 Nov 2014

Andrew Clare, Nick Motson, Richard Payne and Steve Thomas

City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

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Citation 1

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What Do Stock Markets Tell Us About Exchange Rates?

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Citation 11

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What Do Stock Markets Tell Us About Exchange Rates?

Number of pages: 75 Posted: 19 Jul 2014 Last Revised: 04 Jul 2015

Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente

Fulcrum Asset Management, City University London - Sir John Cass Business School, University of Cambridge - Judge Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)

Downloads 636 (41,421)

Citation 1

Abstract:

What Do Stock Markets Tell Us About Exchange Rates?

Bank of England Working Paper No. 537

Number of pages: 55 Posted: 25 Jul 2015

Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente

Fulcrum Asset Management, City University London - Sir John Cass Business School, University of Cambridge - Judge Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)

Downloads 83 (310,289)

Citation 6

Abstract:

What Do Stock Markets Tell Us About Exchange Rates?

CEPR Discussion Paper No. DP10685

Number of pages: 76 Posted: 08 Jul 2015

Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente

Fulcrum Asset Management, City University London - Sir John Cass Business School, University of Cambridge - Judge Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)

Downloads 1 (703,156)

Citation 2

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Ultra-Fast Activity and Intraday Market Quality

Journal of Banking and Finance, Forthcoming

Number of pages: 61 Posted: 11 Jun 2015 Last Revised: 11 Dec 2018

Álvaro Cartea, Richard Payne, José Penalva and Mikel Tapia

University of Oxford, City University London - Sir John Cass Business School, Universidad Carlos III, Madrid - Business Economics Department and Universidad Carlos III de Madrid - Department of Business Administration

Downloads 599 (45,503)

Citation 3

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Measuring and Explaining Liquidity on an Electronic Limit Order Book: Evidence from Reuters D2000-2

EFA 2001 Barcelona Meetings

Number of pages: 37 Posted: 11 Jul 2001

Jon Danielsson and Richard Payne

London School of Economics - Systemic Risk Centre and City University London - Sir John Cass Business School

Downloads 502 (57,020)

Citation 13

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Banning Short Sales and Market Quality: The U.K.'s Experience

Number of pages: 36 Posted: 20 Jul 2010

Ian W. Marsh and Richard Payne

City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 448 (65,558)

Citation 6

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Macroeconomic News, Order Flows and Exchange Rates

Number of pages: 47 Posted: 22 Jun 2007

Ryan Love and Richard Payne

London School of Economics & Political Science (LSE) and City University London - Sir John Cass Business School

Downloads 433 (68,319)

Citation 12

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Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

Downloads 349 ( 88,050)

Citation 4

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Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

WBS Finance Group Research Paper No. 218

Number of pages: 51 Posted: 02 Mar 2014 Last Revised: 26 Dec 2019

Roman Kozhan, Michael Moore and Richard Payne

University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School

Downloads 248 (126,599)

Citation 2

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Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

Number of pages: 51 Posted: 27 Nov 2015 Last Revised: 01 Apr 2018

Roman Kozhan, Michael Moore and Richard Payne

University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School

Downloads 101 (273,086)

Citation 3

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Fast Aggressive Trading

Number of pages: 43 Posted: 24 Dec 2014

Torben Latza, Ian W. Marsh and Richard Payne

BlackRock, Inc - San Francisco, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 332 (93,106)

Citation 4

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Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange

Number of pages: 36 Posted: 20 Dec 2002

Sylvain Friederich and Richard Payne

London School of Economics & Political Science (LSE) - Financial Markets Group and City University London - Sir John Cass Business School

Downloads 323 (95,940)

Citation 7

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Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act

Bank of England Working Paper No. 580

Number of pages: 49 Posted: 15 Jan 2016 Last Revised: 17 Jul 2017

Evangelos Benos, Richard Payne and Michalis Vasios

Bank of England, City University London - Sir John Cass Business School and Norges Bank Investment Management (NBIM)

Downloads 246 (128,245)

Citation 22

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11.

Order-to-Trade Ratios and Market Liquidity

Forthcoming, Journal of Banking and Finance

Number of pages: 34 Posted: 16 Jul 2013 Last Revised: 16 Oct 2014

Sylvain J. Friederich and Richard Payne

University of Bristol and City University London - Sir John Cass Business School

Downloads 230 (137,085)

Citation 4

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Profiting from Mimicking Strategies in Non-Anonymous Markets

Number of pages: 44 Posted: 24 Apr 2011 Last Revised: 24 May 2013

Ingmar Nolte, Richard Payne and Michalis Vasios

Lancaster University - Department of Accounting and Finance, City University London - Sir John Cass Business School and Norges Bank Investment Management (NBIM)

Downloads 219 (143,736)

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The Skewness of the Stock Market at Long Horizons

Number of pages: 65 Posted: 18 May 2018 Last Revised: 22 Jul 2019

Anthony Neuberger and Richard Payne

City University London - Faculty of Finance and City University London - Sir John Cass Business School

Downloads 182 (170,670)

Citation 2

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On the Sources of Private Information in FX Markets

Journal of Banking and Finance, Vol. 35, 2011, WBS Finance Group Research Paper No. 163

Number of pages: 49 Posted: 10 Jun 2011

Michael Moore and Richard Payne

University of Warwick - Warwick Business School and City University London - Sir John Cass Business School

Downloads 169 (182,180)

Citation 1

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Trading Anonymity and Order Anticipation

Number of pages: 60 Posted: 18 Jul 2014

Sylvain J. Friederich and Richard Payne

University of Bristol and City University London - Sir John Cass Business School

Downloads 103 (267,695)

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One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

NBER Working Paper No. t0179

Number of pages: 133 Posted: 20 Sep 2000 Last Revised: 30 Jun 2010

Charles Goodhart, Takatoshi Ito and Richard Payne

London School of Economics & Political Science (LSE) - Financial Markets Group, University of Tokyo - Faculty of Economics and City University London - Sir John Cass Business School

Downloads 63 (358,641)

Citation 5

Abstract:

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Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity

Number of pages: 40 Posted: 10 Apr 2019 Last Revised: 14 Aug 2019

Hans Degryse, Rudy De Winne, Carole Gresse and Richard Payne

KU Leuven, Department Accounting, Finance and Insurance, UCLouvain - Louvain Finance, Université Paris-Dauphine, PSL and City University London - Sir John Cass Business School

Downloads 61 (364,610)

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A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates

CEPR Discussion Paper No. 3085

Number of pages: 45 Posted: 18 Dec 2001

Richard Payne and Paolo Vitale

City University London - Sir John Cass Business School and G. d'Annunzio University - Dipartimento di Economia

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Citation 5

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Abstract:

19.

Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange

Economic Journal, Vol. 117, No. 522, pp. 1168-1191, July 2007

Number of pages: 24 Posted: 08 Jul 2007

Sylvain J. Friederich and Richard Payne

University of Bristol and City University London - Sir John Cass Business School

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Abstract:

20.

Analysis of Spreads in the Dollar/Euro and Deutsche Mark/Dollar Foreign Exchange Markets

Economic Policy, Vol. 17, No. 35, 2002

Posted: 14 Jun 2007

Charles Goodhart, Ryan Love, Richard Payne and Dagfinn Rime

London School of Economics & Political Science (LSE) - Financial Markets Group, London School of Economics & Political Science (LSE), City University London - Sir John Cass Business School and BI Norwegian Business School

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The Effects of Macroeconomic 'News' on High Frequency Exchange Rate Behavior

Journal of Financial and Quantitative Analysis, September 1998

Posted: 15 Sep 1998

Richard Payne, Alvaro Almeida and Charles Goodhart

City University London - Sir John Cass Business School, London School of Economics & Political Science (LSE) - Financial Markets Group and London School of Economics & Political Science (LSE) - Financial Markets Group

Richard Payne

City University London - Sir John Cass Business School

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Scholarly Papers (21)

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What Do Stock Markets Tell Us About Exchange Rates?

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A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates

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Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange

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