Professor Richard Payne
Professor of Finance; Module Leader – Foundations of Finance
Richard is Professor of Finance at The Business School (formerly Cass). He’s also Module Leader for the ‘Foundations of Finance’ course of our online MSc in Global Finance.
Richard has written on topics that include the determination of exchange rates, the links between exchange rates and equity index returns, algorithmic trading and market dynamics, the effects of transparency in equity markets, and the effects of short-selling on equity markets.
He has also worked in the asset management industry, and actively consults for banks, funds, regulators and government departments.
Areas of expertise
- Asset Pricing
- Financial Econometrics
- Financial Markets
- International Finance
- Capital Markets
- Hedge Funds
- Investment Banking
Neuberger, A. and Payne, R. (2020). The Skewness of the Stock Market over Long Horizons. The Review of Financial Studies. doi:10.1093/rfs/hhaa048.
Benos, E., Payne, R. and 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, Á., Payne, R., Penalva, J. and Tapia, M. (2019). Ultra-fast activity and intraday market quality. Journal of Banking and Finance, 99, pp. 157–181. doi:10.1016/j.jbankfin.2018.12.003.
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