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Richard Payne

Global rank #7481 91%

Institution: City University

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1996

Most Recent: 2016

RePEc ID: ppa734 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.50 0.00 0.50
All Time 0.00 3.02 7.88 0.00 13.91

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 10.94

Publications (11)

Year Article Journal Tier Authors
2016 What Do Stock Markets Tell Us about Exchange Rates? Review of Finance B 4
2015 Order-to-trade ratios and market liquidity Journal of Banking & Finance B 2
2012 Banning short sales and market quality: The UK’s experience Journal of Banking & Finance B 2
2011 On the sources of private information in FX markets Journal of Banking & Finance B 2
2008 Macroeconomic News, Order Flows, and Exchange Rates Journal of Financial and Quantitative Analysis B 2
2003 Informed trade in spot foreign exchange markets: an empirical investigation Journal of International Economics A 1
2003 A transaction level study of the effects of central bank intervention on exchange rates Journal of International Economics A 2
2002 Real trading patterns and prices in spot foreign exchange markets Journal of International Money and Finance B 2
1998 The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior Journal of Financial and Quantitative Analysis B 3
1997 Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes Journal of International Money and Finance B 3
1996 Microstructural dynamics in a foreign exchange electronic broking system Journal of International Money and Finance B 2