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 0 0 1 365 1 2 10 959
A New Micro Model of Exchange Rate Dynamics 0 0 0 370 0 0 2 918
A New Micro Model of Exchange Rate Dynamics (March 2004) 0 1 3 92 0 3 6 263
An Information Approach to International Currencies 0 0 0 100 0 1 5 336
Are Different-Currency Assets Imperfect Substitutes? 0 0 0 113 0 0 2 577
Do Currency Markets Absorb News Quickly? 0 0 1 288 0 1 6 742
Exchange Rate Fundamentals and Order Flow 0 0 4 402 0 3 22 891
Exchange Rate Fundamentals and Order Flow (July 2004) 0 1 3 169 2 5 9 570
Exchange Rate Hysteresis: Large Versus Small Policy Misalignments 0 0 0 0 0 0 2 288
Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments 0 0 1 68 1 2 6 316
Explaining Forward Exchange Bias.... Intra-day 0 0 0 59 0 0 1 441
Explaining Forward Exchange Bias...Intraday 0 0 0 1 0 0 1 233
Explaining Forward Exchange Bias..Intraday 0 0 0 152 0 0 1 855
External Economies and European Integration: The Potential for Self-fulfilling Expectations 0 1 2 49 0 1 3 242
External Effects in U.S. Procyclical Productivity 0 0 0 2 0 0 2 363
Fixed versus Flexible: Lessons from EMS Order Flow 0 0 1 212 0 0 5 1,067
Floating Exchange Rates in Peru, 1950-54 0 0 0 22 0 1 1 581
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 0 0 0 290 0 0 1 1,689
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 0 0 0 2 0 0 3 386
How is Macro News Transmitted to Exchange Rates? 0 0 3 418 1 3 14 1,109
How is Macro News Transmitted to Exchange Rates? (December 2003) 0 0 2 80 0 2 7 243
Inventory Information 0 0 0 139 0 1 2 562
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 0 165 1 1 4 931
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 1 116 0 1 4 561
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 0 202 0 4 6 852
Is There Private Information on the FX Market? The Tokyo Experiment 0 0 0 1 0 0 5 712
Is there private information in the FX market? the Tokyo experiment 0 0 2 200 0 0 6 879
Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets 0 0 1 466 0 1 3 1,673
Managers, investors, and crises: mutual fund strategies in emerging markets 0 0 1 525 0 1 9 1,714
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 0 0 3 344 1 1 9 914
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 0 1 4 248 0 1 5 733
Mutual fund investment in emerging markets - an overview 0 0 1 1,034 0 0 8 3,468
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange 0 0 0 0 0 0 2 280
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange 0 0 1 78 0 1 3 600
Options and the Currency Risk Premium 0 0 3 417 0 3 8 1,131
Order Flow and Exchange Rate Dynamics 0 0 4 570 1 4 16 1,438
Order Flow and Exchange Rate Dynamics 0 0 6 577 2 3 20 1,887
Portfolio Balance, Price Impact, and Secret Intervention 0 4 33 301 0 8 54 958
Private Beliefs and Information Externalities in the Foreign Exchange Market 0 0 0 93 0 0 1 467
Private Beliefs and Information Externalities in the Foreign Exchange Market 0 0 0 0 0 0 0 130
Profits and Position Control: A Week of FX Dealing 0 0 0 474 0 1 2 1,196
Search Costs: The Neglected Spread Component 0 0 0 61 0 0 4 338
Short and Long Run Externalities 0 0 0 87 7 8 16 597
Short and Long Run Externalities 0 0 0 0 0 0 3 224
Some Evidence of Productivity Linkages in Manufacturing 0 0 0 0 0 0 0 234
Sourcing externalities 0 0 0 1 0 0 0 202
Tests of Microstructural Hypotheses in the Foreign Exchange Market 0 0 0 504 1 1 9 1,405
Tests of Microstructural Hypotheses in the Foreign Exchange Market 0 0 0 1 1 2 10 451
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 0 0 0 44 0 0 1 291
The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices 0 0 0 48 0 0 1 300
The Role of External Economies in U.S. Manufacturing 0 0 0 111 0 0 1 501
Understanding Order Flow 0 0 1 581 1 1 7 1,335
Total Working Papers 0 8 82 10,642 20 67 328 40,033


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 3 8 14 488 6 20 39 1,056
Customer- and Supplier-Driven Externalities 0 0 5 197 1 1 10 606
Do currency markets absorb news quickly? 0 0 2 147 1 1 9 516
Exchange rate hysteresis? Large versus small policy misalignments 0 0 0 39 0 0 3 164
Explaining Forward Exchange Bias... Intraday 0 0 0 33 2 5 9 202
Explaining and Forecasting Exchange Rates with Order Flows 0 0 0 52 0 0 11 155
Explaining trading volume in foreign exchange: lessons from Tokyo 0 0 0 61 0 0 0 217
External effects in U.S. procyclical productivity 0 2 3 180 1 3 11 408
Fixed versus flexible: Lessons from EMS order flow 0 0 2 101 0 1 10 348
Floating exchange rates in Peru, 1950-1954 0 0 0 16 2 3 4 157
Foreign exchange: macro puzzles, micro tools 0 0 3 182 0 0 10 633
How is macro news transmitted to exchange rates? 1 2 11 288 4 10 41 800
Informational integration and FX trading 0 0 0 174 1 2 4 390
Internal versus external economies in European industry 0 0 3 193 0 2 8 559
Introduction to the international market microstructure issue 0 0 0 64 0 0 0 155
Inventory Information 0 0 0 76 2 4 9 379
Is There Private Information in the FX Market? The Tokyo Experiment 1 1 1 91 4 8 20 444
Managers, investors, and crises: mutual fund strategies in emerging markets 0 0 1 158 1 3 10 564
Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting 1 1 4 207 1 1 16 657
New Perspective on FX Markets: Order-Flow Analysis 0 0 1 323 1 1 5 839
Optimal Transparency in a Dealer Market with an Application to Foreign Exchange 0 0 0 46 0 0 1 167
Order Flow and Exchange Rate Dynamics 1 5 15 1,533 5 28 84 3,664
Profits and position control: a week of FX dealing1 0 0 1 97 0 0 3 286
Tests of microstructural hypotheses in the foreign exchange market 1 1 9 284 1 8 29 686
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 0 0 0 34 0 0 2 110
Theoretical perspective on euro liquidity 0 0 0 31 0 0 5 150
Time-varying liquidity in foreign exchange 1 1 4 108 1 1 10 312
Understanding order flow 1 1 5 228 2 3 19 567
Whence exchange rate overshooting: Money stock or flow? 0 0 0 32 0 0 1 169
Total Journal Articles 10 22 84 5,463 36 105 383 15,360


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 3 3 20 383
Total Books 0 0 0 0 3 3 20 383


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? 0 0 1 39 1 1 3 136
Total Chapters 0 0 1 39 1 1 3 136


Statistics updated 2018-12-03