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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What Do Stock Markets Tell Us About Exchange Rates?

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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, City University London - Sir John Cass Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)

Downloads 617 (40,610)

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, City University London - Sir John Cass Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)

Downloads 79 (303,406)

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, City University London - Sir John Cass Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)

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Abstract:

3.

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 557 (47,096)

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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 494 (54,824)

Citation 11

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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 446 (62,267)

Citation 5

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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 423 (66,375)

Citation 29

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7.

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

Downloads 331 ( 88,383)

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

Number of pages: 51 Posted: 02 Mar 2014 Last Revised: 02 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 238 (125,002)

Abstract:

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 93 (273,907)

Abstract:

8.

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 (90,856)

Citation 7

Abstract:

9.

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 315 (93,380)

Abstract:

10.

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 Bank of England

Downloads 231 (129,295)

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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 227 (131,517)

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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 Bank of England

Downloads 218 (136,764)

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On the Sources of Private Information in FX Markets

Journal of Banking and Finance, Vol. 35, 2011

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 166 (175,482)

Citation 2

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The Skewness of the Stock Market at Long Horizons

Number of pages: 51 Posted: 18 May 2018

Anthony Neuberger and Richard Payne

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

Downloads 138 (205,621)

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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 99 (261,051)

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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

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Citation 50

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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

Downloads 25 (481,823)

Citation 40

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Abstract:

18.

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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Citation 7

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Abstract:

19.

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 (20)

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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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