Richard K. Lyons : Citation Profile


Are you Richard K. Lyons?

University of California-Berkeley
University of California-Berkeley
National Bureau of Economic Research (NBER)

25

H index

32

i10 index

2944

Citations

RESEARCH PRODUCTION:

26

Articles

54

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 86
   Journals where Richard K. Lyons has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 38 (1.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ply9
   Updated: 2021-09-18    RAS profile: 2009-06-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard K. Lyons.

Is cited by:

Rime, Dagfinn (142)

Menkhoff, Lukas (102)

Evans, Martin (80)

Sarno, Lucio (61)

Reitz, Stefan (59)

Taylor, Mark (55)

Schmeling, Maik (46)

Ito, Takatoshi (43)

Gradojevic, Nikola (42)

Dominguez, Kathryn (38)

Vitale, Paolo (37)

Cites to:

Evans, Martin (67)

Bollerslev, Tim (19)

Meese, Richard (16)

Rogoff, Kenneth (16)

Ito, Takatoshi (14)

Rime, Dagfinn (14)

Madhavan, Ananth (13)

Frankel, Jeffrey (13)

Andersen, Torben (12)

Froot, Kenneth (12)

Diebold, Francis (12)

Main data


Where Richard K. Lyons has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
Journal of International Economics3
Journal of Financial Economics2
Journal of Monetary Economics2
European Economic Review2
American Economic Review2

Working Papers Series with more than one paper published# docs
Research Program in Finance Working Papers / University of California at Berkeley8
Working Papers / Georgetown University, Department of Economics4
Pacific Basin Working Paper Series / Federal Reserve Bank of San Francisco2
Policy Research Working Paper Series / The World Bank2

Recent works citing Richard K. Lyons (2021 and 2020)


YearTitle of citing document
2020The Portfolio Channel of Capital Flows and Foreign Exchange Intervention in A Small Open Economy. (2020). Ortiz, Marco ; Montoro, Carlos. In: Working Papers. RePEc:apc:wpaper:168.

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2020Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. (2020). Villamizar-Villegas, mauricio ; Onder, Yasin. In: Borradores de Economia. RePEc:bdr:borrec:1141.

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2020La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano. (2020). Julio, Juan ; Julio-Roman, Juan Manuel ; Moreno-Jimenez, William Ivan ; Bejarano-Salcedo, Valeria. In: Borradores de Economia. RePEc:bdr:borrec:1142.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2020Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets. (2020). Mallory, Mindy ; Hu, Zhepeng ; Garcia, Philip ; Serra, Teresa. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:825-840.

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2020Coups détat and the foreign exchange market. (2020). BALIMA, HIPPOLYTE. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1928-1950.

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2020Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: Bank of England working papers. RePEc:boe:boeewp:0871.

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2020Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2021Do IMF Reports Affect Market Expectations ? A Sentiment Analysis Approach. (2021). COUHARDE, Cécile ; Bennani, Hamza ; Wallois, Yoan. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-6.

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2021Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-11.

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2020Machine vision for natural gas methane emissions detection using an infrared camera. (2020). Zimmerle, Daniel ; Bell, Clay S ; McGuire, Mike ; Ravikumar, Arvind P ; Tchapmi, Lyne P ; Wang, Jingfan ; Brandt, Adam R ; Savarese, Silvio. In: Applied Energy. RePEc:eee:appene:v:257:y:2020:i:c:s030626191931685x.

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2021Heterogeneous effects of COVID-19 lockdown measures on air quality in Northern China. (2021). He, Pan ; Wang, Shimeng ; Xu, Xiaoya. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315828.

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2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage. (2020). Gradojevic, Nikola ; Genay, Ramazan ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73.

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2020Indeterminate equilibrium growth with product and R&D spillovers. (2020). Park, Hyun. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:286-298.

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2020The impact of product market regulation on productivity through firm churning: Evidence from European countries. (2020). Jarmulska, Barbara ; di Lupidio, Benedetta ; Anderton, Robert. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:487-501.

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2021Media effects matter: Macroeconomic announcements in the gold futures market. (2021). Yu, Fengyan ; Li, Wenyu ; Sun, Wenjia ; Liang, QI. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:1-12.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021Stochastic frontier models with time-varying conditional variances. (2021). Kumbhakar, Subal C ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:3:p:1115-1132.

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2020Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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2020Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions. (2020). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:96-120.

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2020News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

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2020Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas. (2020). Park, Cheolbeom. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303903.

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2020Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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2020Costly index investing in foreign markets. (2020). Pulga, Fredy ; Pedraza, Alvaro ; Vasquez, Jose. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119300485.

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2020Dynamic price discovery: Transparency vs. information design. (2020). Song, Fei ; Kakhbod, Ali. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:203-232.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2021Spoofing and pinging in foreign exchange markets. (2021). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301621.

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2020Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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2020Interest rate bands of inaction and play-hysteresis in domestic investment – Evidence for the Euro Area. (2020). Belke, Ansgar ; Gocke, Matthias ; Baudisch, Coletta Frenzel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:175:y:2020:i:c:p:19-39.

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2020Trading and arbitrage in cryptocurrency markets. (2020). Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:293-319.

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2021What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2020Capital controls and foreign exchange market intervention. (2020). Choi, Jae Hoon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560619301421.

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2021External debt composition and domestic credit cycles. (2021). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000267.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2020International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Xu, Nan ; Li, Songsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

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2021Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463.

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2021Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482.

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2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

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2021Conditional volatility persistence and volatility spillovers in the foreign exchange market. (2021). Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920301094.

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2021The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin. (2021). Strehle, Elias ; Fiedler, Ingo ; Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521002833.

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2020Trading and arbitrage in cryptocurrency markets. (2019). , Antoinetteschoar ; Schoar, Antoinette ; Makarov, Igor. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100409.

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2020Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:124748.

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2020Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination. (2020). Ndu, Ikechukwu ; Malindretos, John ; Arize, Augustine C ; Bianchi, Karen ; Kallianiotis, Ioannis N. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:3:p:3-30.

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2020The Evolution of Price Discovery in an Electronic Market. (2020). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-51.

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2020Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers. (2020). Puglia, Michael ; Harkrader, James Collin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-96.

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2021International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-01.

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2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C. In: Staff Reports. RePEc:fip:fednsr:87539.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2021The currency that came in from the cold - Capital controls and the information content of order flow. (2021). Pétursson, Thórarinn ; Breedon, Francis ; Vitale, Paolo. In: Economics. RePEc:ice:wpaper:wp86.

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2020Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17.

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2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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2020Productivity in Europe: Trends and drivers in a service-based economy. (2020). Sanchez-Martinez, Miguel ; Harasztosi, Péter ; Fedotenkov, Igor ; Bauer, Peter ; Rincon-Aznar, Ana ; Preziosi, Nadir ; Nguyen, David ; Turegano, David Martinez ; Hallak, Issam ; Genty, Aurelien. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc119785.

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2020Testing the ‘Fear of Floating’ Hypothesis: A Statistical Analysis for Eight African Countries. (2020). Pentecost, Eric ; Ahmad, Ahmad Hassan. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09557-3.

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2020The Yen Exchange Rate and the Hollowing Out of the Japanese Industry. (2020). Belke, Ansgar ; Volz, Ulrich. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09576-0.

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2020When Overconfident Traders Meet Feedback Traders - Updated from 2016. (2020). Rousseau, Fabrice ; Germain, Laurent ; Boco, Herve . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n270-16.pdf.

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2020Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. (2020). Ito, Takatoshi ; Yamada, Masahiro. In: NBER Working Papers. RePEc:nbr:nberwo:27036.

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2021Stealth Trading in FX Markets. (2021). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2021-02.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2020Global financial cycles and exchange rate forecast: A factor analysis. (2020). Raheem, Ibrahim. In: MPRA Paper. RePEc:pra:mprapa:105358.

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2021Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2021). Wagner, Martin ; Sogner, Leopold ; Reynolds, Julia. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:2:p:105-146.

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2020.

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2020Spillovers to exchange rates from monetary and macroeconomic communications events. (2020). Wolff, Vincent ; Rossi, Enzo. In: Working Papers. RePEc:snb:snbwpa:2020-18.

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2020Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). Garefalakis, Alexandros ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos ; Sariannidis, Nikolaos. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x.

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2020A marked point process model for intraday financial returns: modeling extreme risk. (2020). Herrera, Rodrigo ; Clements, Adam. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1600-y.

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2020The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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2021A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

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2020Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market. (2020). Pradhan, H K ; Banerjee, Ameet Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:4:d:10.1007_s40953-020-00198-9.

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2020Informational Channels of Financial Contagion. (2020). Trevino, Isabel. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:1:p:297-335.

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2021Price discovery in two?tier markets. (2021). Rime, Dagfinn ; Osler, Carol L ; Bjonnes, Geir H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3109-3133.

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2020Trading and information in futures markets. (2020). Llorente, Guillermo ; Wang, Jiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1231-1263.

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2020Macroeconomic determinants of foreign exchange rate exposure. (2020). Fuchs, Fabian U. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4220.

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Works by Richard K. Lyons:


YearTitleTypeCited
1994Customer- and Supplier-Driven Externalities. In: American Economic Review.
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article114
2005Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting In: American Economic Review.
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article113
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 113
paper
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
1995 Explaining Forward Exchange Bias . . . Intraday. In: Journal of Finance.
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article4
1994Explaining Forward Exchange Bias .... Intra-day.(1994) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1995Explaining Forward Exchange Bias..Intraday.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1995Explaining Forward Exchange Bias...Intraday..(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2003Are Different-Currency Assets Imperfect Substitutes? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper17
2003Explaining and Forecasting Exchange Rates with Order Flows In: Economie Internationale.
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article0
1990External Economies and European Integration: The Potential for Self-fulfilling Expectations In: CEPR Discussion Papers.
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paper1
2004A New Micro Model of Exchange Rate Dynamics In: Econometric Society 2004 North American Winter Meetings.
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paper48
2004A New Micro Model of Exchange Rate Dynamics.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
1992Floating exchange rates in Peru, 1950-1954 In: Journal of Development Economics.
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article8
1990Internal versus external economies in European industry In: European Economic Review.
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article104
1994Exchange rate hysteresis? Large versus small policy misalignments In: European Economic Review.
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article25
1991Exchange Rate Hysteresis : Large Versus Small Policy Misalignments..(1991) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 25
paper
1990Whence exchange rate overshooting: Money stock or flow? In: Journal of International Economics.
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article4
1997A simultaneous trade model of the foreign exchange hot potato In: Journal of International Economics.
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article146
2004Managers, investors, and crises: mutual fund strategies in emerging markets In: Journal of International Economics.
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article144
2000Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 144
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2000Managers, investors, and crises : mutual fund strategies in emerging markets.(2000) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
paper
1998Introduction to the international market microstructure issue In: Journal of International Financial Markets, Institutions and Money.
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article1
1995Tests of microstructural hypotheses in the foreign exchange market In: Journal of Financial Economics.
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article266
1993Tests of Microstructural Hypotheses in the Foreign Exchange Market.(1993) In: NBER Working Papers.
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This paper has another version. Agregated cites: 266
paper
1993Tests of Microstructural Hypotheses in the Foreign Exchange Market..(1993) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 266
paper
2008How is macro news transmitted to exchange rates? In: Journal of Financial Economics.
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article217
2003How is Macro News Transmitted to Exchange Rates?.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 217
paper
1996Optimal Transparency in a Dealer Market with an Application to Foreign Exchange In: Journal of Financial Intermediation.
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article24
1998Profits and position control: a week of FX dealing1 In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article23
2002Informational integration and FX trading In: Journal of International Money and Finance.
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2005Do currency markets absorb news quickly? In: Journal of International Money and Finance.
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2005Do Currency Markets Absorb News Quickly?.(2005) In: NBER Working Papers.
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2006Fixed versus flexible: Lessons from EMS order flow In: Journal of International Money and Finance.
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2001Fixed versus Flexible: Lessons from EMS Order Flow.(2001) In: NBER Working Papers.
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1988Tests of the foreign exchange risk premium using the expected second moments implied by option pricing In: Journal of International Money and Finance.
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1986Tests of the foreign exchange risk premium using the expected second moments implied by option pricing.(1986) In: International Finance Discussion Papers.
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1992External effects in U.S. procyclical productivity In: Journal of Monetary Economics.
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1991External Effects in U.S. Procyclical Productivity..(1991) In: Columbia - Graduate School of Business.
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2002Time-varying liquidity in foreign exchange In: Journal of Monetary Economics.
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2002Foreign exchange: macro puzzles, micro tools In: Economic Review.
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2001Foreign exchange: macro puzzles, micro tools.(2001) In: Pacific Basin Working Paper Series.
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1997Is there private information in the FX market? the Tokyo experiment In: Pacific Basin Working Paper Series.
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paper26
1997Is There Private Information on the FX Market? The Tokyo Experiment.(1997) In: Economisch Institut voor het Midden en Kleinbedrijf-.
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1997Is There Private Information in the FX Market? The Tokyo Experiment.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
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1997Is There Private Information in the FX Market? The Tokyo Experiment..(1997) In: Research Program in Finance Working Papers.
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1996Is There Private Information in the FX Market? The Tokyo Experiment.(1996) In: Working Papers.
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1991Sourcing externalities In: Finance and Economics Discussion Series.
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1991Private Beliefs and Information Externalities in the Foreign Exchange Market. In: Columbia - Graduate School of Business.
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1991Private Beliefs and Information Externalities in the Foreign Exchange Market.(1991) In: NBER Working Papers.
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1991Short and Long Run Externalities. In: Columbia - Graduate School of Business.
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1991Short and Long Run Externalities.(1991) In: NBER Working Papers.
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1991Some Evidence of Productivity Linkages in Manufacturing. In: Columbia - Graduate School of Business.
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2005A New Micro Model of Exchange Rate Dynamics (March 2004) In: Working Papers.
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2005How is Macro News Transmitted to Exchange Rates? (December 2003) In: Working Papers.
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2006Understanding order flow In: International Journal of Finance & Economics.
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2005Understanding Order Flow.(2005) In: NBER Working Papers.
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2006The Microstructure Approach to Exchange Rates In: MIT Press Books.
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1996Foreign Exchange Volume: Sound and Fury Signifying Nothing? In: NBER Chapters.
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1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?.(1995) In: NBER Working Papers.
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1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?.(1995) In: Research Program in Finance Working Papers.
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2005An Information Approach to International Currencies In: NBER Working Papers.
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2007Exchange Rate Fundamentals and Order Flow In: NBER Working Papers.
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1988The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices In: NBER Working Papers.
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2020What Keeps Stablecoins Stable? In: NBER Working Papers.
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1989Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments In: NBER Working Papers.
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1989The Role of External Economies in U.S. Manufacturing In: NBER Working Papers.
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1991Floating Exchange Rates in Peru, 1950-54 In: NBER Working Papers.
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1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange In: NBER Working Papers.
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1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange..(1993) In: Research Program in Finance Working Papers.
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1999Order Flow and Exchange Rate Dynamics In: NBER Working Papers.
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1999Order Flow and Exchange Rate Dynamics..(1999) In: Research Program in Finance Working Papers.
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2002Order Flow and Exchange Rate Dynamics.(2002) In: Journal of Political Economy.
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2001Portfolio Balance, Price Impact, and Secret Intervention In: NBER Working Papers.
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2003Inventory Information In: NBER Working Papers.
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2006Inventory Information.(2006) In: The Journal of Business.
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1997Profits and Position Control: A Week of FX Dealing. In: Research Program in Finance Working Papers.
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1998Search Costs: The Neglected Spread Component. In: Research Program in Finance Working Papers.
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2001Mutual fund investment in emerging markets - an overview In: Policy Research Working Paper Series.
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1995Options and the Currency Risk Premium In: Working Papers.
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