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 1 366 0 0 5 965
A New Micro Model of Exchange Rate Dynamics 0 0 1 371 0 0 10 928
A New Micro Model of Exchange Rate Dynamics (March 2004) 0 0 0 92 0 0 7 272
An Information Approach to International Currencies 0 0 2 102 0 0 11 351
Are Different-Currency Assets Imperfect Substitutes? 0 0 0 113 0 2 13 590
Do Currency Markets Absorb News Quickly? 0 0 0 288 0 2 11 755
Exchange Rate Fundamentals and Order Flow 0 1 2 407 1 5 20 923
Exchange Rate Fundamentals and Order Flow (July 2004) 0 0 1 171 1 2 13 588
Exchange Rate Hysteresis: Large Versus Small Policy Misalignments 0 0 0 0 0 0 4 294
Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments 0 0 0 68 0 1 6 322
Explaining Forward Exchange Bias.... Intra-day 0 0 0 59 0 1 4 446
Explaining Forward Exchange Bias...Intraday 0 0 0 1 0 0 1 234
Explaining Forward Exchange Bias..Intraday 0 0 0 152 0 0 10 865
External Economies and European Integration: The Potential for Self-fulfilling Expectations 0 0 2 52 0 0 7 250
External Effects in U.S. Procyclical Productivity 0 0 0 2 0 0 5 370
Fixed versus Flexible: Lessons from EMS Order Flow 1 1 1 213 2 2 9 1,078
Floating Exchange Rates in Peru, 1950-54 0 0 0 22 0 1 5 590
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 0 0 0 2 0 0 13 406
Foreign Exchange Volume: Sound and Fury Signifying Nothing? 0 0 0 290 0 0 14 1,709
Foreign exchange: macro puzzles, micro tools 0 0 2 5 0 0 6 31
How is Macro News Transmitted to Exchange Rates? 2 2 3 422 2 5 22 1,143
How is Macro News Transmitted to Exchange Rates? (December 2003) 0 0 0 80 2 3 15 261
Inventory Information 0 0 0 139 2 3 11 573
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 1 203 3 15 50 904
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 1 117 1 3 14 577
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 2 167 0 3 19 952
Is There Private Information on the FX Market? The Tokyo Experiment 0 0 0 1 0 4 14 730
Is there private information in the FX market? the Tokyo experiment 0 0 2 202 0 4 17 899
Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets 0 0 0 466 1 1 10 1,688
Managers, investors, and crises: mutual fund strategies in emerging markets 0 0 0 525 1 1 8 1,724
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 0 0 1 249 1 4 16 751
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 1 1 1 345 1 2 9 926
Mutual fund investment in emerging markets - an overview 0 0 1 1,035 0 1 17 3,487
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange 0 0 0 0 0 0 9 294
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange 1 1 1 79 1 1 4 604
Options and the Currency Risk Premium 0 0 3 420 2 12 40 1,172
Order Flow and Exchange Rate Dynamics 0 2 5 580 2 15 34 1,483
Order Flow and Exchange Rate Dynamics 0 0 5 585 3 15 39 1,946
Portfolio Balance, Price Impact, and Secret Intervention 0 0 2 306 0 0 16 980
Private Beliefs and Information Externalities in the Foreign Exchange Market 0 1 1 94 1 2 6 474
Private Beliefs and Information Externalities in the Foreign Exchange Market 0 0 0 0 1 1 5 137
Profits and Position Control: A Week of FX Dealing 0 2 4 480 0 2 10 1,211
Search Costs: The Neglected Spread Component 0 0 1 63 0 0 8 348
Short and Long Run Externalities 0 0 0 88 1 2 8 609
Short and Long Run Externalities 0 0 0 0 0 0 8 233
Some Evidence of Productivity Linkages in Manufacturing 0 0 0 0 0 0 5 240
Sourcing externalities 0 0 0 1 0 0 4 210
Tests of Microstructural Hypotheses in the Foreign Exchange Market 1 3 5 509 4 7 18 1,427
Tests of Microstructural Hypotheses in the Foreign Exchange Market 0 0 0 1 2 4 14 468
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 0 0 0 44 0 1 7 302
The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices 0 0 0 48 0 1 11 313
The Role of External Economies in U.S. Manufacturing 0 0 0 111 0 2 4 506
Understanding Order Flow 0 0 2 583 0 1 10 1,350
What Keeps Stablecoins Stable? 17 17 17 17 10 10 10 10
Total Working Papers 23 31 70 10,736 45 141 666 40,899


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 7 22 521 6 19 69 1,153
Customer- and Supplier-Driven Externalities 0 3 9 210 2 10 26 640
Do currency markets absorb news quickly? 0 0 2 151 0 4 22 544
Exchange rate hysteresis? Large versus small policy misalignments 0 0 0 39 0 2 5 171
Explaining Forward Exchange Bias... Intraday 0 0 0 33 1 1 9 213
Explaining and Forecasting Exchange Rates with Order Flows 0 0 0 52 0 1 3 158
Explaining trading volume in foreign exchange: lessons from Tokyo 0 0 1 62 0 0 2 221
External effects in U.S. procyclical productivity 0 1 3 184 0 2 12 425
Fixed versus flexible: Lessons from EMS order flow 0 1 2 104 2 5 20 372
Floating exchange rates in Peru, 1950-1954 0 0 1 17 0 0 4 162
Foreign exchange: macro puzzles, micro tools 0 1 1 184 0 1 7 644
How is macro news transmitted to exchange rates? 1 3 19 310 5 16 81 902
Informational integration and FX trading 0 0 1 175 2 2 8 399
Internal versus external economies in European industry 0 1 2 195 0 1 8 572
Introduction to the international market microstructure issue 0 0 2 66 0 0 7 163
Inventory Information 0 1 2 80 1 3 20 409
Managers, investors, and crises: mutual fund strategies in emerging markets 0 1 5 166 2 4 22 595
Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting 0 2 3 211 0 7 26 694
New Perspective on FX Markets: Order-Flow Analysis 0 0 1 324 0 0 4 844
Optimal Transparency in a Dealer Market with an Application to Foreign Exchange 1 1 1 47 1 1 4 172
Order Flow and Exchange Rate Dynamics 6 11 27 1,578 19 46 117 3,846
Profits and position control: a week of FX dealing1 0 0 0 97 0 2 9 295
Tests of microstructural hypotheses in the foreign exchange market 5 6 11 298 8 12 29 727
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 1 1 2 36 1 2 9 121
Theoretical perspective on euro liquidity 0 0 1 33 0 1 8 162
Time-varying liquidity in foreign exchange 0 0 2 111 1 1 9 326
Understanding order flow 0 0 5 234 0 3 15 588
Whence exchange rate overshooting: Money stock or flow? 0 0 2 34 0 0 3 175
Total Journal Articles 17 40 127 5,552 51 146 558 15,693


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 8 24 411
Total Books 0 0 0 0 4 8 24 411


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 1 4 43 2 4 30 178
Total Chapters 0 1 4 43 2 4 30 178


Statistics updated 2020-06-04