LSE creators

Number of items: 12.
None
  • Danielsson, Jon, Luo, Jinhui, Payne, Richard (2012). Exchange rate determination and inter–market order flow effects. European Journal of Finance, 18(9), 823-840. https://doi.org/10.1080/1351847X.2011.601655
  • Danielsson, Jon, Luo, Jinhui, Payne, Richard (2011). Exchange rate determination and inter–market order flow effects. Jon Danielsson.
  • Payne, Richard, Vitale, Paolo (2003). A transaction level study of the effects of central bank intervention on exchange rates. Journal of International Economics, 61(2), 331-352. https://doi.org/10.1016 /S0022-1996(03)00012-6
  • Goodhart, Charles, Payne, Richard (2000). The foreign exchange market: empirical studies with high-frequency data. Palgrave Macmillan.
    • Public
  • Love, Ryan, Payne, Richard (2003). Macroeconomic news, order flows and exchange rates. (Financial Markets Group Discussion Papers 475). Financial Markets Group, The London School of Economics and Political Science.
  • Friederich, Sylvain, Payne, Richard (2002). Dealer liquidity in an auction market: evidence fom the London Stock Exchange. (Financial Markets Group Discussion Papers 427). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Love, Ryan, Payne, Richard, Rime, Dagfinn (2002). Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets. (Financial Markets Group Discussion Papers 467). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Payne, Richard (1999). Real trading patterns and prices in spot foreign exchange markets. (Financial Markets Group Discussion Papers 320). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Payne, Richard (1998). An empirical analysis of exchange rates using high-frequency data [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Henry, Marc, Payne, Richard (1997). An investigation of long range dependence in intra-day foreign exchange rate volatility. (Financial Markets Group Discussion Papers 264). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Almeida, Alvaro, Goodhart, Charles, Payne, Richard (1997). The effects of macroeconomic 'news' on high frequency exchange rate behaviour. (Financial Markets Group Discussion Papers 258). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Payne, Richard (1996). Announcement effects and seasonality in the intra-day foreign exchange market. (Financial Markets Group Discussion Papers 238). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf