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Market resilience
Daníelsson, Jón; Panayi, Efstathios; Peters, Gareth; … - 2018
Persistent link: https://www.econbiz.de/10012213912
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An empirical analysis of exchange rates using high-frequency data
Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10001436960
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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
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Microstructural dynamics in a foreign exchange electronic broking system
Goodhart, Charles A. E. - In: Journal of international money and finance 15 (1996) 6, pp. 829-852
Persistent link: https://www.econbiz.de/10001216676
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Dealer liquidity in an auction market : evidence from the London Stock Exchange
Friederich, Sylvain; Payne, Richard - 2002
Persistent link: https://www.econbiz.de/10001722634
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Centralized Trading, Transparency and Interest Rate Swap Market Liquidity : Evidence from the Implementation of the Dodd-Frank Act
Benos, Evangelos - 2017
We use transactional data from the USD and EUR segments of the plain vanilla interest rate swap market to assess the impact of the Dodd-Frank mandate that US persons must trade certain swap contracts on Swap Execution Facilities (SEFs). We find that, as a result of SEF trading, activity...
Persistent link: https://www.econbiz.de/10012970288
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Order-to-trade ratios and market liquidity
Friederich, Sylvain; Payne, Richard - In: Journal of banking & finance 50 (2015), pp. 214-223
Persistent link: https://www.econbiz.de/10010509557
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Dealer liquidity in an auction market : evidence from the London Stock Exchange
Friederich, Sylvain; Payne, Richard - In: The economic journal : the journal of the Royal … 117 (2007), pp. 1168-1191
Persistent link: https://www.econbiz.de/10003492480
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Centralized trading, transparency and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos; Payne, Richard; Vasios, Michalis - 2016
Persistent link: https://www.econbiz.de/10011443334
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Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos; Payne, Richard; Vasios, Michalis - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10012195554