Items where Author is "Payne, R."
Article
Benos, E., Payne, R. & Vasios, M. (2020). Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act. Journal of Financial and Quantitative Analysis, 55(1), pp. 159-192. doi: 10.1017/s0022109018001527
Cartea, A., Payne, R., Penalva, J. & Tapia, M. (2018). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, 99, pp. 157-181. doi: 10.1016/j.jbankfin.2018.12.003
Cenedese, G., Payne, R., Sarno, L. & 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. & 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. & Payne, R. (2014). Trading anonymity and order anticipation. Journal of Financial Markets, 21(Novemb), pp. 1-24. doi: 10.1016/j.finmar.2014.07.002
Marsh, I. W. & 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
Report
Payne, R. & Friederich, S. (2012). Computer-based trading and market abuse. Foresight - Government Office for Science.
Payne, R. & Friederich, S. (2011). Computer based trading, liquidity and trading costs. Foresight - Government Office for Science.
Working Paper
Degryse, H., De Winne, R., Gresse, C. & Payne, R. 
ORCID: 0000-0003-3123-5243 (2023).
Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets (10.2139/ssrn.3356695).
SSRN.
Benos, E., Payne, R. & 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. & 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.