Francis Breedon

University of London, Queen Mary - School of Economics and Finance

Professor

Mile End Road

London, E1 4NS

United Kingdom

SCHOLARLY PAPERS

25

DOWNLOADS
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Top 13,507

in Total Papers Downloads

3,447

CITATIONS
Rank 7,651

SSRN RANKINGS

Top 7,651

in Total Papers Citations

61

Scholarly Papers (25)

1.

Intraday Patterns in FX Returns and Order Flow

Queen Mary, University of London, School of Economics and Finance WP 694
Number of pages: 19 Posted: 04 Jul 2012
Francis Breedon and Angelo Ranaldo
University of London, Queen Mary - School of Economics and Finance and University of St. Gallen
Downloads 697 (34,960)
Citation 1

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Foreign exchange, Microstructure, Order flow, Liquidity

2.

The Financial Market Impact of UK Quantitative Easing

BIS Paper No. 65p
Number of pages: 38 Posted: 20 Jun 2012 Last Revised: 28 Apr 2014
Francis Breedon, Jagjit S. Chadha and A. Waters
University of London, Queen Mary - School of Economics and Finance, University of St. Andrews - School of Management and affiliation not provided to SSRN
Downloads 379 (75,582)
Citation 1

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Term structure of interest rates, monetary policy, quantitative easing

An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates

ECB Working Paper No. 424
Number of pages: 45 Posted: 10 Jan 2005
Francis Breedon and Paolo Vitale
University of London, Queen Mary - School of Economics and Finance and G. d'Annunzio University - Dipartimento di Economia
Downloads 265 (111,832)
Citation 17

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Order Flow, Foreign Exchange Micro Structure, Exchange Rate Dynamics

An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates

CEPR Discussion Paper No. 4586
Number of pages: 35 Posted: 21 Oct 2004
Francis Breedon and Paolo Vitale
University of London, Queen Mary - School of Economics and Finance and G. d'Annunzio University - Dipartimento di Economia
Downloads 19 (533,300)
Citation 17
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Order flow, foreign exchange mirror structure, exchange rate dynamics

4.

Differences in Beliefs and Currency Risk Premia

Number of pages: 48 Posted: 27 Feb 2007 Last Revised: 15 Dec 2009
Alessandro Beber, Francis Breedon and Andrea Buraschi
Cass Business School, University of London, Queen Mary - School of Economics and Finance and University of Chicago - Booth School of Business
Downloads 282 (105,218)
Citation 12

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Option pricing, difference in beliefs, incomplete markets, foreign exchange

5.

Carry Trades, Order Flow and the Forward Bias Puzzle

Number of pages: 60 Posted: 15 Aug 2015
Francis Breedon, Dagfinn Rime and Paolo Vitale
University of London, Queen Mary - School of Economics and Finance, BI Norwegian Business School and G. d'Annunzio University - Dipartimento di Economia
Downloads 281 (105,590)

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Forward Premium Puzzle, FX Microstructure, Carry Trade, Survey Data

6.

Electronic Versus Open Outcry Markets: The Case of the Bund Futures Contract

Bank of England Working Paper No. 76
Number of pages: 34 Posted: 09 Feb 1998 Last Revised: 26 Jun 2012
Francis Breedon and Allison Holland
University of London, Queen Mary - School of Economics and Finance and Bank of England
Downloads 277 (107,247)
Citation 6

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7.

Testing the Predictive Power of Dividend Yields: Non-Parametric Evidence from the G5

Bank of England Working Paper No 60
Number of pages: 28 Posted: 01 Jun 1998
Francis Breedon, Marco Bianchi and Darren Sharma
University of London, Queen Mary - School of Economics and Finance, Citibank, N.A. - Asset Management Group, London and Bank of England
Downloads 231 (129,286)

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8.

The Information Content of the Inflation Term Structure

Bank of England Working Paper No. 75
Number of pages: 29 Posted: 23 Mar 1998
Francis Breedon and Jagjit S. Chadha
University of London, Queen Mary - School of Economics and Finance and University of St. Andrews - School of Management
Downloads 216 (137,942)
Citation 4

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9.

Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal

Bank of England Working Paper No. 711
Number of pages: 30 Posted: 21 Feb 2018
Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause
University of London, Queen Mary - School of Economics and Finance, University of Sussex, University of St. Gallen and Bank of England
Downloads 167 (174,559)

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Swiss franc, algorithmic trading, liquidity, volatility, price discovery, arbitrage opportunities

10.

The FX Impact of Cross-Border M&A

BIS Papers No. 2
Number of pages: 7 Posted: 17 Jul 2012 Last Revised: 04 Oct 2013
Francis Breedon and Francesca Fornasari
University of London, Queen Mary - School of Economics and Finance and affiliation not provided to SSRN
Downloads 119 (229,256)
Citation 2

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11.

On the Transactions Costs of Quantitative Easing

BIS Working Paper No. 571
Number of pages: 32 Posted: 22 Jul 2016
Francis Breedon and Philip Turner
University of London, Queen Mary - School of Economics and Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 88 (281,465)

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Quantitative Easing, auctions, bond interest rates, central bank balance sheets, exit strategy

12.

Valuation of Underwriting Agreements for UK Rights Issues: Evidence from the Traded Option Market

Bank of England Working Paper No. 39
Number of pages: 17 Posted: 01 Sep 1998 Last Revised: 26 Jun 2012
Francis Breedon and Ian Twinn
University of London, Queen Mary - School of Economics and Finance and Bank of England
Downloads 81 (296,177)

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13.

Market Liquidity Under Stress: Observations from the FX Market

BIS Paper No. 2
Number of pages: 3 Posted: 25 Jul 2012
Francis Breedon
University of London, Queen Mary - School of Economics and Finance
Downloads 57 (357,590)
Citation 7

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A Transaction Data Study of the Forward Bias Puzzle

Norges Bank Working Paper 2010/26
Number of pages: 37 Posted: 09 Jan 2011
Francis Breedon, Dagfinn Rime and Paolo Vitale
University of London, Queen Mary - School of Economics and Finance, BI Norwegian Business School and G. d'Annunzio University - Dipartimento di Economia
Downloads 53 (375,873)

Abstract:

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Forward Discount Puzzle, FX Microstructure, Carry Trade, Survey Data

A Transaction Data Study of the Forward Bias Puzzle

CEPR Discussion Paper No. DP7791
Number of pages: 40 Posted: 19 May 2010
Francis Breedon, Dagfinn Rime and Paolo Vitale
University of London, Queen Mary - School of Economics and Finance, BI Norwegian Business School and G. d'Annunzio University - Dipartimento di Economia
Downloads 3 (640,206)
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Carry Trade, Forward Discount Puzzle, FX Microstructure, Survey Data

15.

A Variance Decomposition of Index-Linked Bond Returns

Economics Letters, Vol. 116, No. 1, 2012, QMUL Working Paper No. 688
Number of pages: 7 Posted: 26 Jun 2012
Francis Breedon
University of London, Queen Mary - School of Economics and Finance
Downloads 50 (379,537)

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16.

House Prices, Arrears and Possessions: A Three Equation Model for the UK

Bank of England Working Paper No. 14
Number of pages: 19 Posted: 23 May 1998 Last Revised: 26 Jun 2012
Francis Breedon and Michael Joyce
University of London, Queen Mary - School of Economics and Finance and Bank of England - Monetary Analysis
Downloads 50 (379,537)
Citation 5

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17.

Exchange Rate Policy in Small Rich Economies

Queen Mary, University of London. School of Economics and Finance Working Paper Series Number 684
Number of pages: 39 Posted: 26 Jun 2012 Last Revised: 27 Jun 2012
University of London, Queen Mary - School of Economics and Finance, Central Bank of Iceland and University of California - Haas School of Business
Downloads 36 (430,704)

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18.

U.K. Asset Price Volatility Over the Last 50 Years

Journal of Risk Spring 2000, 2, 63-77, Bank of England Working Paper No. 51
Number of pages: 18 Posted: 02 Jun 1998 Last Revised: 16 Jul 2012
Nicola Anderson and Francis Breedon
Bank of England and University of London, Queen Mary - School of Economics and Finance
Downloads 23 (492,726)

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19.

Why Do the Liffe and Dtb Bund Futures Contracts Trade at Different Prices?

Bank of England Working Paper No. 57
Number of pages: 8 Posted: 01 Sep 1998 Last Revised: 26 Jun 2012
Francis Breedon
University of London, Queen Mary - School of Economics and Finance
Downloads 21 (503,951)
Citation 3

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Out in the Cold? Iceland's Trade Performance Outside the European Union and European Monetary Union

Central Bank of Iceland Working Paper No. 26
Number of pages: 29 Posted: 12 Jul 2012
Francis Breedon and Thórarinn G. Pétursson
University of London, Queen Mary - School of Economics and Finance and Central Bank of Iceland
Downloads 19 (533,300)

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currency unions, international trade, Iceland

Out in the Cold? Iceland's Trade Performance Outside the European Union and European Monetary Union

Cambridge Journal of Economics, September 2006, 30(5): 723-736
Posted: 29 Feb 2008 Last Revised: 12 Jul 2012
Francis Breedon and Thórarinn G. Pétursson
University of London, Queen Mary - School of Economics and Finance and Central Bank of Iceland

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Currency unions, international trade, Iceland

21.

On the Transactions Costs of UK Quantitative Easing

Journal of Banking and Finance, Forthcoming, QMUL School of Economics and Finance Working Paper 848
Number of pages: 30 Posted: 19 Mar 2018
Francis Breedon
University of London, Queen Mary - School of Economics and Finance
Downloads 17 (526,685)

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Quantitative Easing, Auctions, Government Bonds

22.

Bidding and Information: Evidence from Gilt-Edged Auctions

The Economic Journal, 2000, 110, 963-984, Bank of England Working Paper No 42
Number of pages: 18 Posted: 01 Jun 1998 Last Revised: 16 Jul 2012
Francis Breedon and Joe Ganley
University of London, Queen Mary - School of Economics and Finance and Bank of England
Downloads 12 (555,677)
Citation 3

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23.

The Impact of Euro Notes and Coins

CESifo Forum, pp. 49-51
Number of pages: 3 Posted: 25 Jul 2012
Francis Breedon and Francesca Fornasari
University of London, Queen Mary - School of Economics and Finance and affiliation not provided to SSRN
Downloads 4 (604,234)

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24.

Does the European Central Bank Have a Credibility Problem?

Economics Letters, Vol. 95, No. 3, 2007
Posted: 18 Jul 2012
Francis Breedon and Michael J. Hume
University of London, Queen Mary - School of Economics and Finance and MPC Unit, Bank of England

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Survey, Expectations, Credibility

25.

M0: Causes and Consequences

Bank of England Working Paper No. 20
Posted: 06 Nov 2003
Francis Breedon and Paul Fisher
University of London, Queen Mary - School of Economics and Finance and Bank of England

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