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Items where City Author is "Payne, Richard"

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Number of items: 10.

Article

Cartea, A., Payne, R., Penalva, J. and Tapia, M. (2018). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, doi: 10.1016/j.jbankfin.2018.12.003

Benos, E., Payne, R. and Vasios, M. (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, doi: 10.1017/S0022109018001527

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

Monograph

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.

Report

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 Sun Dec 16 04:33:04 2018 UTC.