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Richard K. Lyons

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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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(in no particular order)
Location: Berkeley, California (United States)
Homepage: http://www.haas.berkeley.edu/
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Postal: 545 Student Services Building # 1900, Berkeley, CA 94720-1900
Handle: RePEc:edi:habrkus (more details at EDIRC)
Location: Berkeley, California (United States)
Homepage: http://haas.berkeley.edu/~eap/
Email:
Phone: 510-643-9823
Fax: (510) 643-1420
Postal: 545 Student Services Building # 1900, Berkeley, CA 94720-1900
Handle: RePEc:edi:eabrkus (more details at EDIRC)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
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Phone: 617-868-3900
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Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)
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  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.
  2. Richard K. Lyons & Michael J. Moore, 2005. "An Information Approach to International Currencies," NBER Working Papers 11220, National Bureau of Economic Research, Inc.
  3. Martin D. D. Evans & Richard K. Lyons, 2005. "Understanding Order Flow," NBER Working Papers 11748, National Bureau of Economic Research, Inc.
  4. 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.
  5. Martin D.D. Evans & Richard K. Lyons, 2005. "Do Currency Markets Absorb News Quickly?," NBER Working Papers 11041, National Bureau of Economic Research, Inc.
  6. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "Exchange Rate Fundamentals and Order Flow (July 2004)," Working Papers gueconwpa~05-05-03, Georgetown University, Department of Economics.
  7. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
  8. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics.
  9. 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.
  10. H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc.
  11. 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.
  12. Martin D. D. Evans & Richard K. Lyons, 2003. "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series 978, CESifo Group Munich.
  13. 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.
  14. Kaminsky, Graciela & Lyons, Richard & Schmukler, Sergio, 2001. "Mutual fund investment in emerging markets - an overview," Policy Research Working Paper Series 2529, The World Bank.
  15. 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.
  16. 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.
  17. Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc.
  18. 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.
  19. 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.
  20. 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-.
  21. Richard K. Lyons, 1995. "Options and the Currency Risk Premium," Working Papers _003, University of California at Berkeley, Haas School of Business.
  22. Richard K. Lyons, 1995. "Foreign Exchange Volume: Sound and Fury Signifying Nothing?," NBER Working Papers 4984, National Bureau of Economic Research, Inc.
  23. Richard K. Lyons & Andrew K. Rose, 1995. "Explaining Forward Exchange Bias..Intraday," NBER Working Papers 4982, National Bureau of Economic Research, Inc.
  24. Richard K. Lyons, 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," NBER Working Papers 4471, National Bureau of Economic Research, Inc.
  25. 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.
  26. 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.).
  27. Richard K. Lyons, 1991. "Floating Exchange Rates in Peru, 1950-54," NBER Working Papers 3775, National Bureau of Economic Research, Inc.
  28. Caballero, R.J. & Lyons, R.K., 1991. "Some Evidence of Productivity Linkages in Manufacturing," Papers fb-27, Columbia - Graduate School of Business.
  29. Bartelsman, E.J. & Caballero, R.J. & Lyons, R.K., 1991. "Short and Long Run Externalities," Papers 91-18, Columbia - Graduate School of Business.
  30. Baldwin, R.E. & Lyons, R.K., 1991. "Exchange Rate Hysteresis : Large Versus Small Policy Misalignments," Papers fb-28, Columbia - Graduate School of Business.
  31. Lyons, R.K., 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," Papers 91-17, Columbia - Graduate School of Business.
  32. Bartlesman, E. & Caballero, R.J. & Lyons, R.K., 1991. "Sourcing Externalities," Discussion Papers 1991_33, Columbia University, Department of Economics.
  33. Caballero, R.J. & Lyons, R.K., 1991. "External Effects in U.S. Procyclical Productivity," Papers 91-19, Columbia - Graduate School of Business.
  34. 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.
  35. Caballero, R.J. & Lyons, R.K., 1990. "Externalities And Cyclical Factor Productivity," Discussion Papers 1990_17, Columbia University, Department of Economics.
  36. Caballero, R.J. & Lyons, R.K., 1990. "External Effects And Europe'S Integration," Discussion Papers 1990_05, Columbia University, Department of Economics.
  37. 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.
  38. Caballero, R.J. & Lyons, R.K., 1989. "The Role Of External Economies In U.S. Manufacturing," Discussion Papers 1989_14, Columbia University, Department of Economics.
  39. Caballero, R.J. & Lyons, R.K., 1989. "Internal Versus External Economies In European Industry," Discussion Papers 1989_10, Columbia University, Department of Economics.
  40. 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.
  41. 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.
  42. 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.).
  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.
  2. 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.
  3. H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," The Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January.
  4. 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.
  5. 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.
  6. 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.
  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.
  8. Richard K. Lyons, 2003. "Explaining and Forecasting Exchange Rates with Order Flows," Economie Internationale, CEPII research center, issue 96, pages 107-127.
  9. 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.
  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.
  11. Richard K. Lyons, 2002. "Theoretical perspective on euro liquidity," Economic Policy, CEPR;CES;MSH, vol. 17(35), pages 571-597, October.
  12. Richard K. Lyons, 2002. "Foreign exchange: macro puzzles, micro tools," Economic Review, Federal Reserve Bank of San Francisco, pages 51-69.
  13. 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.
  14. Lyons, Richard K, 2001. "New Perspective on FX Markets: Order-Flow Analysis," International Finance, Wiley Blackwell, vol. 4(2), pages 303-20, Summer.
  15. 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.
  16. 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.
  17. 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.
  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.
  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.
  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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. Lyons, Richard K., 1992. "Floating exchange rates in Peru, 1950-1954," Journal of Development Economics, Elsevier, vol. 38(1), pages 99-118, January.
  27. 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.
  28. 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.
  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.
  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.
  1. Richard K. Lyons, 2006. "The Microstructure Approach to Exchange Rates," MIT Press Books, The MIT Press, edition 1, volume 1, number 026262205x, June.
17 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 (1) 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 (14) 1999-09-17 2000-01-17 2001-07-13 2001-10-01 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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