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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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Optimal informed trading in the foreign exchange market
Vitale, Paolo - In: The European journal of finance 18 (2012) 9/10, pp. 989-1013
Persistent link: https://www.econbiz.de/10009691771
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The impact of FX intervention on FX markets : a market microstructure analysis
Vitale, Paolo - In: International journal of finance & economics : IJFE 16 (2011) 1, pp. 41-62
Persistent link: https://www.econbiz.de/10009159825
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A critical appraisal of recent developments in the analysis of foreign exchange intervention
Vitale, Paolo - 2006
Persistent link: https://www.econbiz.de/10003353004
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The effects of macroeconomic "news" on high frequency exchange rate behaviour
Almeida, Alvaro; Goodhart, Charles A. E.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000955138
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Announcement effects and seasonality in the intra-day foreign exchange market
Payne, Richard - 1996
Persistent link: https://www.econbiz.de/10000932226
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Trading activity, volatility and transactions costs in spot FX markets
Payne, Richard - 2003
Persistent link: https://www.econbiz.de/10001769520
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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
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The foreign exchange market : empirical studies with high-frequency data
Goodhart, Charles A. E. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10013486756
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Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376