City Research Online

Items where City Author is "Payne, Richard"

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Publication Type | No Grouping
Jump to: Article | Monograph | Report
Number of items: 9.


Payne, R., Vasios, M. and Benos, E. (2018). Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act. Journal of Financial and Quantitative Analysis,

Cenedese, G., Payne, R., Sarno, L. and Valente, G. (2016). What Do Stock Markets Tell Us about Exchange Rates?. Review of Finance, 20(3), pp. 1045-1080. doi: 10.1093/rof/rfv032

Friederich, S. and Payne, R. (2015). Order-to-trade ratios and market liquidity. Journal of Banking & Finance, 50, pp. 214-223. doi: 10.1016/j.jbankfin.2014.10.005

Friederich, S. and Payne, R. (2014). Trading anonymity and order anticipation. Journal of Financial Markets, 21, pp. 1-24. doi: 10.1016/j.finmar.2014.07.002

Marsh, I. W. and Payne, R. (2012). Banning short sales and market quality: The UK's experience. Journal of Banking and Finance, 36(7), pp. 1975-1986. doi: 10.1016/j.jbankfin.2012.03.005


Benos, E., Payne, R. and Vasios, M. (2016). Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. UK: Bank of England, ISSN 1749-9135.

Clare, A., Motson, N., Payne, R. and Thomas, S. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?. London: Cass Business School, City University, London.


Payne, R. and Friederich, S. (2012). Computer-based trading and market abuse. Foresight - Government Office for Science.

Payne, R. and Friederich, S. (2011). Computer based trading, liquidity and trading costs. Foresight - Government Office for Science.

This list was generated on Mon Sep 24 04:39:12 2018 UTC.