Access Statistics for Richard K. Lyons

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Micro Model of Exchange Rate Dynamics 3 10 37 290 6 18 82 693
A New Micro Model of Exchange Rate Dynamics 0 2 23 306 2 9 63 662
A New Micro Model of Exchange Rate Dynamics (March 2004) 1 1 9 56 1 1 21 130
An Information Approach to International Currencies 0 0 7 71 3 4 21 220
Are Different-Currency Assets Imperfect Substitutes? 0 3 9 76 3 13 58 401
Do Currency Markets Absorb News Quickly? 1 6 25 189 5 19 65 463
EXTERNAL EFFECTS AND EUROPE'S INTEGRATION 0 0 0 0 3 3 8 11
EXTERNALITIES AND CYCLICAL FACTOR PRODUCTIVITY 0 0 0 0 0 1 4 8
Exchange Rate Fundamentals and Order Flow 5 21 63 175 11 51 144 346
Exchange Rate Fundamentals and Order Flow (July 2004) 0 2 10 134 1 9 30 408
Exchange Rate Hysteresis: Large Versus Small Policy Misalignments 0 0 0 0 1 5 17 210
Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments 0 1 5 32 3 11 31 186
Explaining Forward Exchange Bias.... Intra-day 1 3 6 50 3 7 27 368
Explaining Forward Exchange Bias...Intraday 0 0 0 1 2 3 11 206
Explaining Forward Exchange Bias..Intraday 3 10 16 125 7 18 35 767
External Economies and European Integration: The Potential for Self-fulfilling Expectations 0 0 0 27 1 3 7 161
External Effects in U.S. Procyclical Productivity 0 0 0 2 2 8 38 266
Fixed versus Flexible: Lessons from EMS Order Flow 0 2 14 174 3 10 61 835
Floating Exchange Rates in Peru, 1950-54 0 0 1 12 4 7 47 512
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 1 4 23 243 5 16 76 1,457
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 0 0 0 2 4 11 61 332
Foreign exchange: macro puzzles, micro tools 2 4 27 154 6 19 72 465
How is Macro News Transmitted to Exchange Rates? 5 10 37 321 15 29 122 804
How is Macro News Transmitted to Exchange Rates? (December 2003) 0 2 4 47 0 3 14 133
INTERNAL VERSUS EXTERNAL ECONOMIES IN EUROPEAN INDUSTRY 0 0 0 0 1 4 16 24
Inventory Information 0 0 6 99 2 3 34 359
Is There Private Information in the FX Market? The Tokyo Experiment 2 2 11 95 4 6 34 436
Is There Private Information in the FX Market? The Tokyo Experiment 1 1 10 129 4 7 36 760
Is There Private Information in the FX Market? The Tokyo Experiment 2 3 21 175 2 13 54 684
Is There Private Information on the FX Market? The Tokyo Experiment 0 0 0 1 2 9 37 579
Is there private information in the FX market? the Tokyo experiment 1 2 12 170 1 6 32 745
Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets 0 0 19 428 2 10 64 1,485
Managers, investors, and crises: mutual fund strategies in emerging markets 4 9 33 445 10 25 116 1,435
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 4 8 32 223 12 25 84 543
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 0 1 22 169 4 14 69 432
Mutual fund investment in emerging markets - an overview 7 16 60 856 19 53 209 2,863
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange 2 3 10 52 4 10 31 496
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange 0 0 0 0 2 6 26 184
Options and the Currency Risk Premium 5 7 22 376 13 21 75 962
Order Flow and Exchange Rate Dynamics 7 12 38 485 9 19 78 1,133
Order Flow and Exchange Rate Dynamics 0 1 9 204 3 7 40 604
Order Flow and Exchange Rate Dynamics 3 7 25 460 5 11 50 1,464
Portfolio Balance, Price Impact, and Secret Intervention 0 0 10 210 6 9 53 723
Private Beliefs and Information Externalities in the Foreign Exchange Market 0 0 0 0 1 1 6 98
Private Beliefs and Information Externalities in the Foreign Exchange Market 1 1 2 72 4 5 20 394
Profits and Position Control: A Week of FX Dealing 4 15 57 374 8 32 162 898
Search Costs: The Neglected Spread Component 0 0 2 53 0 2 11 282
Short and Long Run Externalities 0 0 0 0 1 2 8 166
Short and Long Run Externalities 0 4 12 52 1 7 28 385
Some Evidence of Productivity Linkages in Manufacturing 0 0 0 0 1 1 11 202
Sourcing Externalities 0 0 0 0 0 1 4 7
Sourcing externalities 0 0 0 1 1 1 7 164
THE ROLE OF EXTERNAL ECONOMIES IN U.S. MANUFACTURING 0 0 0 0 5 8 14 17
Tests of Microstructural Hypotheses in the Foreign Exchange Market 5 15 50 355 10 26 100 1,045
Tests of Microstructural Hypotheses in the Foreign Exchange Market 0 0 0 1 6 16 51 353
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 1 3 3 3 4 15 34 133
The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices 2 3 11 38 3 11 32 224
The Role of External Economies in U.S. Manufacturing 4 9 25 83 8 14 67 379
Understanding Order Flow 6 21 51 273 17 45 111 545
Total Working Papers 83 224 869 8,369 266 723 2,919 31,247


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simultaneous trade model of the foreign exchange hot potato 6 14 46 229 7 20 72 414
Customer- and Supplier-Driven Externalities 3 6 19 115 4 9 44 364
Do currency markets absorb news quickly? 0 1 5 63 1 4 23 218
Exchange rate hysteresis? Large versus small policy misalignments 0 0 2 25 0 1 8 87
Explaining Forward Exchange Bias... Intraday 1 3 4 23 1 3 10 87
Explaining and Forecasting Exchange Rates with Order Flows 0 0 5 30 0 1 17 86
Explaining trading volume in foreign exchange: lessons from Tokyo 1 1 3 53 1 1 11 188
External effects in U.S. procyclical productivity 2 4 17 82 3 7 25 187
Fixed versus flexible: Lessons from EMS order flow 0 0 4 34 0 5 30 107
Floating exchange rates in Peru, 1950-1954 0 0 0 12 2 2 12 92
Foreign exchange: macro puzzles, micro tools 2 5 17 148 2 7 54 488
How is macro news transmitted to exchange rates? 3 6 34 41 9 17 78 100
Informational integration and FX trading 2 6 22 120 2 6 38 242
Internal versus external economies in European industry 2 10 20 115 2 20 58 354
Introduction to the international market microstructure issue 0 0 2 56 0 0 12 119
Inventory Information 1 3 16 38 1 5 43 131
Is There Private Information in the FX Market? The Tokyo Experiment 0 1 8 52 1 6 28 166
Managers, investors, and crises: mutual fund strategies in emerging markets 0 1 14 103 5 9 42 312
Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting 2 3 28 106 3 5 70 299
New Perspective on FX Markets: Order-Flow Analysis 3 10 36 259 6 22 78 523
Optimal Transparency in a Dealer Market with an Application to Foreign Exchange 0 0 2 28 1 3 11 89
Order Flow and Exchange Rate Dynamics 10 25 139 1,001 23 53 297 2,119
Profits and position control: a week of FX dealing1 1 3 11 65 1 4 21 180
Tests of microstructural hypotheses in the foreign exchange market 3 7 29 188 8 19 58 361
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 1 3 5 25 1 5 18 55
Theoretical perspective on euro liquidity 1 1 7 21 1 1 26 78
Time-varying liquidity in foreign exchange 3 3 4 42 5 7 26 134
Understanding order flow 3 9 32 127 8 20 69 259
Whence exchange rate overshooting: Money stock or flow? 3 3 4 26 4 5 16 95
Total Journal Articles 53 128 535 3,227 102 267 1,295 7,934


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Microstructure Approach to Exchange Rates 0 0 0 0 4 18 25 25
Total Books 0 0 0 0 4 18 25 25


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 2 6 9 9 6 12 21 21
Total Chapters 2 6 9 9 6 12 21 21


Statistics updated 2009-11-04