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Information about:
Richard K. Lyons

Personal Details | Affiliation | Works
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Personal Details

First Name: Richard
Middle Name: K.
Last Name: Lyons
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RePEc Short-ID: ply9

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Homepage: http://faculty.haas.berkeley.edu/lyons/
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h, where author has written h papers that have each been cited at least h times.
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages
  24. Number of Journal Pages, Weighted by Simple Impact Factor
  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Downloads through RePEc Services over the past 12 months
  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Wu-Index

Works

| Working papers | Articles | Chapters | Books | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Martin D. D. Evans & Richard K. Lyons, 2007. "Exchange Rate Fundamentals and Order Flow," NBER Working Papers 13151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Martin D.D. Evans & Richard K. Lyons, 2005. "Do Currency Markets Absorb News Quickly?," NBER Working Papers 11041, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. Martin D.D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," NBER Working Papers 11042, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Martin D. D. Evans & Richard K. Lyons, 2005. "Understanding Order Flow," NBER Working Papers 11748, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Richard K. Lyons & Michael J. Moore, 2005. "An Information Approach to International Currencies," NBER Working Papers 11220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Martin D. D. Evans & Richard K. Lyons, 2003. "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  8. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. William P. Killeen & Richard K. Lyons & Michael J. Moore, 2001. "Fixed versus Flexible: Lessons from EMS Order Flow," NBER Working Papers 8491, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 01-10, Federal Reserve Bank of San Francisco. [Downloadable!]
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  12. Martin D. D. Evans & Richard K. Lyons, 2001. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers 8356, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  13. Kaminsky, Graciela & Lyons, Richard & Schmukler, Sergio, 2001. "Mutual fund investment in emerging markets - an overview," Policy Research Working Paper Series 2529, The World Bank. [Downloadable!]

  14. Graciela Kaminsky & Richard K. Lyons & Sergio Schmukler, 2000. "Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets," NBER Working Papers 7855, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. Mark D. Flood Ronald Huisman Kees G. Koedijk and Richard Lyons., 1998. "Search Costs: The Neglected Spread Component," Research Program in Finance Working Papers RPF-285, University of California at Berkeley. [Downloadable!]

  17. Ito, T. & Lyons, R. & Melvin, M.T., 1997. "Is There Private Information on the FX Market? The Tokyo Experiment," Papers 97-04, Economisch Institut voor het Midden en Kleinbedrijf-.
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  18. Richard K. Lyons., 1997. "Profits and Position Control: A Week of FX Dealing," Research Program in Finance Working Papers RPF-273, University of California at Berkeley. [Downloadable!]
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  19. Richard K. Lyons & Andrew K. Rose, 1995. "Explaining Forward Exchange Bias..Intraday," NBER Working Papers 4982, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  20. Richard K. Lyons, 1995. "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," NBER Working Papers 4984, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  21. Richard K. Lyons, 1995. "Options and the Currency Risk Premium," Working Papers _003, University of California at Berkeley, Haas School of Business. [Downloadable!]

  22. Richard K. Lyons, 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," NBER Working Papers 4471, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  23. Richard K. Lyons, 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," NBER Working Papers 4467, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  24. Bartelsman, E.J. & Caballero, R.J. & Lyons, R.K., 1991. "Short and Long Run Externalities," Papers 91-18, Columbia - Graduate School of Business.
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  25. Baldwin, R.E. & Lyons, R.K., 1991. "Exchange Rate Hysteresis : Large Versus Small Policy Misalignments," Papers fb-28, Columbia - Graduate School of Business.
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  26. Caballero, R.J. & Lyons, R.K., 1991. "Some Evidence of Productivity Linkages in Manufacturing," Papers fb-27, Columbia - Graduate School of Business.

  27. Richard K. Lyons, 1991. "Floating Exchange Rates in Peru, 1950-54," NBER Working Papers 3775, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  28. Caballero, R.J. & Lyons, R.K., 1991. "External Effects in U.S. Procyclical Productivity," Papers 91-19, Columbia - Graduate School of Business.
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  29. Lyons, R.K., 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," Papers 91-17, Columbia - Graduate School of Business.
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  30. Eric J. Bartelsman & Ricardo J. Caballero & Richard K. Lyons, 1991. "Sourcing externalities," Finance and Economics Discussion Series 153, Board of Governors of the Federal Reserve System (U.S.).
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  31. Caballero, R.J. & Lyons, R.K., 1990. "Externalities And Cyclical Factor Productivity," Discussion Papers 1990_17, Columbia University, Department of Economics.

  32. Baldwin, Richard & Lyons, Richard K, 1990. "External Economies and European Integration: The Potential for Self-fulfilling Expectations," CEPR Discussion Papers 471, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  33. Caballero, R.J. & Lyons, R.K., 1990. "External Effects And Europe'S Integration," Discussion Papers 1990_05, Columbia University, Department of Economics.

  34. Caballero, R.J. & Lyons, R.K., 1989. "Internal Versus External Economies In European Industry," Discussion Papers 1989_10, Columbia University, Department of Economics.
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  35. Ricardo J. Caballero & Richard K. Lyons, 1989. "The Role of External Economies in U.S. Manufacturing," NBER Working Papers 3033, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  36. Richard Baldwin & Richard Lyons, 1989. "Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments," NBER Working Papers 2828, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  37. Richard Baldwin & Richard K. Lyons, 1988. "The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices," NBER Working Papers 2677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  38. Richard K. Lyons, 1986. "Tests of the foreign exchange risk premium using the expected second moments implied by option pricing," International Finance Discussion Papers 290, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  39. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics. [Downloadable!]

  40. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "Exchange Rate Fundamentals and Order Flow (July 2004)," Working Papers gueconwpa~05-05-03, Georgetown University, Department of Economics. [Downloadable!]

  41. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics. [Downloadable!]

Articles

  1. Evans, Martin D.D. & Lyons, Richard K., 2008. "How is macro news transmitted to exchange rates?," Journal of Financial Economics, Elsevier, vol. 88(1), pages 26-50, April. [Downloadable!] (restricted)
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  2. Martin D. D. Evans & Richard K. Lyons, 2006. "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 3-23. [Downloadable!]
    Other versions:

  3. H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January. [Downloadable!]
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  4. Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006. "Fixed versus flexible: Lessons from EMS order flow," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 551-579, June. [Downloadable!] (restricted)
    Other versions:

  5. Martin D. D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, American Economic Association, vol. 95(2), pages 405-414, May. [Downloadable!]
    Other versions:

  6. Evans, Martin D.D. & Lyons, Richard K., 2005. "Do currency markets absorb news quickly?," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 197-217, March. [Downloadable!] (restricted)
    Other versions:

  7. Kaminsky, Graciela & Lyons, Richard K. & Schmukler, Sergio L., 2004. "Managers, investors, and crises: mutual fund strategies in emerging markets," Journal of International Economics, Elsevier, vol. 64(1), pages 113-134, October. [Downloadable!] (restricted)
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  8. Richard K. Lyons, 2003. "Explaining and Forecasting Exchange Rates with Order Flows," Economie Internationale, CEPII research center, issue 4Q, pages 107-127. [Downloadable!]

  9. Evans, Martin D. D. & Lyons, Richard K., 2002. "Time-varying liquidity in foreign exchange," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 1025-1051, July. [Downloadable!] (restricted)

  10. Evans, Martin D. D. & Lyons, Richard K., 2002. "Informational integration and FX trading," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 807-831, November. [Downloadable!] (restricted)

  11. Martin D. D. Evans & Richard K. Lyons, 2002. "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 170-180, February. [Downloadable!] (restricted)
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  12. Richard K. Lyons, 2002. "Theoretical perspective on euro liquidity," Economic Policy, CEPR, CES, MSH, vol. 17(35), pages 571-597, October. [Downloadable!] (restricted)

  13. Richard K. Lyons, 2002. "Foreign exchange: macro puzzles, micro tools," Economic Review, Federal Reserve Bank of San Francisco, pages 51-69. [Downloadable!]
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  14. Lyons, Richard K, 2001. "New Perspective on FX Markets: Order-Flow Analysis," International Finance, Blackwell Publishing, vol. 4(2), pages 303-20, Summer. [Downloadable!] (restricted)

  15. Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1998. "Is There Private Information in the FX Market? The Tokyo Experiment," Journal of Finance, American Finance Association, vol. 53(3), pages 1111-1130, 06. [Downloadable!] (restricted)
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  16. Lyons, Richard K., 1998. "Introduction to the international market microstructure issue," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 219-223, December. [Downloadable!] (restricted)

  17. Lyons, Richard K., 1998. "Profits and position control: a week of FX dealing1," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 97-115, February. [Downloadable!] (restricted)
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  18. Richard K. Lyons, 1997. "Explaining trading volume in foreign exchange: lessons from Tokyo," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Dec. 26. [Downloadable!]

  19. Lyons, Richard K., 1997. "A simultaneous trade model of the foreign exchange hot potato," Journal of International Economics, Elsevier, vol. 42(3-4), pages 275-298, May. [Downloadable!] (restricted)

  20. Lyons, Richard K., 1996. "Optimal Transparency in a Dealer Market with an Application to Foreign Exchange," Journal of Financial Intermediation, Elsevier, vol. 5(3), pages 225-254, July. [Downloadable!] (restricted)

  21. Lyons, Richard K., 1995. "Tests of microstructural hypotheses in the foreign exchange market," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 321-351. [Downloadable!] (restricted)
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  22. Lyons, Richard K & Rose, Andrew K, 1995. " Explaining Forward Exchange Bias . . . Intraday," Journal of Finance, American Finance Association, vol. 50(4), pages 1321-29, September. [Downloadable!] (restricted)
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  23. Bartelsman, Eric J & Caballero, Ricardo J & Lyons, Richard K, 1994. "Customer- and Supplier-Driven Externalities," American Economic Review, American Economic Association, vol. 84(4), pages 1075-84, September. [Downloadable!] (restricted)

  24. Baldwin, Richard E. & Lyons, Richard K., 1994. "Exchange rate hysteresis? Large versus small policy misalignments," European Economic Review, Elsevier, vol. 38(1), pages 1-22, January. [Downloadable!] (restricted)
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  25. Lyons, Richard K., 1992. "Floating exchange rates in Peru, 1950-1954," Journal of Development Economics, Elsevier, vol. 38(1), pages 99-118, January. [Downloadable!] (restricted)
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  26. Caballero, Ricardo J. & Lyons, Richard K., 1992. "External effects in U.S. procyclical productivity," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 209-225, April. [Downloadable!] (restricted)
    Other versions:

  27. Caballero, Ricardo J. & Lyons, Richard K., 1990. "Internal versus external economies in European industry," European Economic Review, Elsevier, vol. 34(4), pages 805-826, June. [Downloadable!] (restricted)
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  28. Lyons, Richard K., 1990. "Whence exchange rate overshooting: Money stock or flow?," Journal of International Economics, Elsevier, vol. 29(3-4), pages 369-384, November. [Downloadable!] (restricted)

  29. Lyons, Richard K., 1988. "Tests of the foreign exchange risk premium using the expected second moments implied by option pricing," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 91-108, March. [Downloadable!] (restricted)
    Other versions:

Chapters

  1. Richard K. Lyons, 1996. "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 183-208 National Bureau of Economic Research, Inc. [Downloadable!]
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Books

  1. Richard K. Lyons, 2006. "The Microstructure Approach to Exchange Rates," MIT Press Books, The MIT Press, edition 1, volume 1, number 026262205x.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-06-02
  2. NEP-BEC: Business Economics (3) 2005-01-23 2005-04-03 2005-11-12
  3. NEP-CBA: Central Banking (2) 2002-03-14 2007-06-11
  4. NEP-CFN: Corporate Finance (1) 2003-08-17
  5. NEP-ECM: Econometrics (1) 2005-01-16
  6. NEP-EEC: European Economics (1) 2001-10-01
  7. NEP-ETS: Econometric Time Series (2) 2005-01-16 2005-01-23
  8. NEP-FIN: Finance (5) 2004-08-31 2005-01-23 2005-01-23 2005-04-03 2005-11-12 Author is listed
  9. NEP-FMK: Financial Markets (5) 2001-07-13 2005-01-23 2005-01-23 2005-04-03 2005-11-12 Author is listed
  10. NEP-FOR: Forecasting (2) 2005-11-12 2007-06-11
  11. NEP-IFN: International Finance (15) 1999-09-17 2000-01-17 2001-07-13 2001-10-01 2002-03-14 2003-01-12 2003-08-17 2004-08-09 2004-08-31 2005-01-16 2005-01-23 2005-01-23 2005-01-23 2005-01-23 2007-06-11 Author is listed
  12. NEP-MON: Monetary Economics (1) 2007-06-11
  13. NEP-MST: Market Microstructure (1) 2007-06-11
  14. NEP-RMG: Risk Management (2) 2003-01-12 2005-01-23
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This page was last updated on 2009-11-18.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.