Richard K. Lyons : Citation Profile


Are you Richard K. Lyons?

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

24

H index

31

i10 index

2820

Citations

RESEARCH PRODUCTION:

29

Articles

52

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   22 years (1986 - 2008). See details.
   Cites by year: 128
   Journals where Richard K. Lyons has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 37 (1.3 %)

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   Permalink: http://citec.repec.org/ply9
   Updated: 2019-10-15    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 (139)

Menkhoff, Lukas (103)

Evans, Martin (82)

Sarno, Lucio (63)

Reitz, Stefan (57)

Taylor, Mark (52)

Schmeling, Maik (51)

Ito, Takatoshi (40)

Dominguez, Kathryn (38)

Gradojevic, Nikola (36)

Osler, Carol (36)

Cites to:

Evans, Martin (70)

Bollerslev, Tim (18)

Rogoff, Kenneth (16)

Meese, Richard (15)

Andersen, Torben (14)

Frankel, Jeffrey (13)

Kyle, Albert (12)

Ito, Takatoshi (12)

Diebold, Francis (12)

Froot, Kenneth (12)

Madhavan, Ananth (11)

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 Finance2
Journal of Financial Economics2
European Economic Review2
American Economic Review2
Journal of Monetary Economics2

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
Policy Research Working Paper Series / The World Bank2

Recent works citing Richard K. Lyons (2018 and 2017)


YearTitle of citing document
2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Papers. RePEc:arx:papers:1704.08175.

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2018Estimating the contagion effect through the portfolio channel using a network approach. (2018). Schiavone, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_429_18.

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2018An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Pietro. In: Borradores de Economia. RePEc:bdr:borrec:1049.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2017Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2017An Empirical Study of Interaction-Based Aggregate Investment Fluctuations. (2017). Nirei, Makoto ; Guiso, Luigi ; Lai, Chaoqun . In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:137-157.

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2017Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa. (2017). ALAGIDEDE, PAUL ; Maserumule, Tseke. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:405-429.

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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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2017Dealer Trading at the Fix. (2017). Turnbull, Alasdair ; Osler, Carol . In: Working Papers. RePEc:brd:wpaper:101r.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2018The UK (and Western) Productivity Puzzle: Does Arthur Lewis Hold the Key?. (2018). Oulton, Nicholas. In: Discussion Papers. RePEc:cfm:wpaper:1809.

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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:1914.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016359.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2017The Exchange Rate Effects of Macro News after the Global Financial Crisis. (2000). Cheung, Yin-Wong ; Yamamoto, Yohei ; Fatum, Rasmus. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_007.

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2019Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields. (2000). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_006.

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2018Exchange rates, sunspots and cycles. (2018). Eugeni, Sara ; Bambi, Mauro. In: Working Papers. RePEc:dur:durham:2018_05.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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2018Trading Networks and Equilibrium Intermediation. (2018). Leister, Christian ; Kotowski, Maciej H. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-001.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Exploring unbalanced growth: Understanding the sectoral structure of the South African economy. (2018). Fedderke, Johannes. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:177-189.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2017Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

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2017On high frequency estimation of the frictionless price: The use of observed liquidity variables. (2017). Chaker, Selma . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:127-143.

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2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

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2018Local currency systemic risk. (2018). Borri, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

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2019The road to currency internationalization: Global perspectives and chinese experience. (2019). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:73-101.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2018A greener gas grid: What are the options. (2018). Speirs, Jamie ; Hawkes, Adam ; Brandon, Nigel ; Martin, Jeanne ; Johnson, Erin ; Balcombe, Paul. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:291-297.

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2019Potential impacts of residential PV and battery storage on Australias electricity networks under different tariffs. (2019). MacGill, Iain ; Bruce, Anna ; Young, Sharon. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:616-627.

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2018Impact of the phase out of French nuclear reactors on the Italian power sector. (2018). Bianco, Vincenzo ; Scarpa, Federico. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:722-734.

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2019Mapping between transmission constraint penalty factor and OPF solution in electricity markets: analysis and fast calculation. (2019). Lin, Jeremy ; Zhong, Haiwang ; Yang, Zhifang ; Zhang, Xuan ; Liu, Wentao ; Xia, Qing ; Chen, Yonghong . In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:1181-1191.

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2017FX technical trading rules can be profitable sometimes!. (2017). Snaith, Stuart ; Coakley, Jerry ; Zarrabi, Nima . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:113-127.

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2017Exchange rate volatility response to macroeconomic news during the global financial crisis. (2017). Savaser, Tanseli ; Savaer, Tanseli ; ben Omrane, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:130-143.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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2018Intraday patterns in foreign exchange returns and realized volatility. (2018). Zhang, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:99-104.

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2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision. (2018). Frömmel, Michael ; Lampaert, Kevin ; Frommel, Michael ; Elaut, Gert. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51.

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2018Funding constraints and liquidity in two-tiered OTC markets. (2018). Benos, Evangelos ; Ike, Filip. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:24-43.

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2018The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ. (2018). Dang, Viet Anh ; Pham, Thu Phuong ; Michayluk, David . In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:17-35.

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2019Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30.

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2018Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows. (2018). Garcia-Verdu, Santiago ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:172-191.

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2018How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2017Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing. (2017). Ito, Takatoshi ; Yamada, Masahiro . In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:214-234.

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2018Effective sterilized foreign exchange intervention? Evidence from a rule-based policy. (2018). Villamizar-Villegas, mauricio ; Phillips, David ; Kuersteiner, Guido. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:118-138.

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2019Information frictions and real exchange rate dynamics. (2019). Candian, Giacomo . In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:189-205.

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2018Decomposition of the uncovered equity parity correlation. (2018). Kunkler, Michael ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:44-58.

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2019The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2017Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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2017The economic impact of supply chain disruptions from the Great East-Japan earthquake. (2017). Tokui, Joji ; Miyagawa, Tsutomu ; Kawasaki, Kazuyasu . In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:59-70.

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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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2018Forex trading and the WMR Fix. (2018). Martin, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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2018Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

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2018Industry networks and IPO waves. (2018). Baxamusa, Mufaddal ; Jalal, Abu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:129-146.

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2018Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:209-224.

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2018Belief-free price formation. (2018). Horner, Johannes ; Tomala, Tristan ; Lovo, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:342-365.

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2019Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665.

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2018Changes in cropland area in the United States and the role of CRP. (2018). Hendricks, Nathan P ; Er, Emrah. In: Food Policy. RePEc:eee:jfpoli:v:75:y:2018:i:c:p:15-23.

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2017An exchange market pressure measure for cross country analysis. (2017). Shah, Ajay ; Patnaik, Ila ; Felman, Joshua . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:62-77.

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2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018Surges of international fund flows. (2018). de Haan, Jakob ; Scholtens, Bert ; Li, Suxiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:97-119.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2019Effects of capital controls on foreign exchange liquidity. (2019). Cantu, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:201-222.

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2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

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2018Designing retail spaces for inclusion. (2018). Edwards, Karen ; Hughes, Patrick ; Brosdahl, Deborah ; Rosenbaum, Mark S. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:44:y:2018:i:c:p:182-190.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017The contrasting effects of active and passive cooperation on innovation and productivity: Evidence from British local innovation networks. (2017). Giovannetti, Emanuele ; Piga, Claudio A. In: International Journal of Production Economics. RePEc:eee:proeco:v:187:y:2017:i:c:p:102-112.

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2017Effects of the shareholder base on firm behavior and firm value in China. (2017). Yung, Kenneth ; Jian, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:370-385.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2018Exchange rate hysteresis in the UK imports from the South Asian Countries. (2018). Aziz, Nusrate ; Ahmad, Ahmad Hassan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:159-178.

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2019The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215.

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2017The impact of macroeconomic variables on exchange rate volatility in Ghana: The Partial Least Squares Structural Equation Modelling approach. (2017). Adusei, Michael ; Gyapong, Eddie Yaw. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1428-1444.

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2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2018Cyclical behavior of international fund flows. (2018). Scholtens, Bert ; de Haan, Jakob ; Li, Suxiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:99-112.

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2018Investor attention to market categories and market volatility: The case of emerging markets. (2018). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:532-546.

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More than 100 citations found, this list is not complete...

Works by Richard K. Lyons:


YearTitleTypeCited
1994Customer- and Supplier-Driven Externalities. In: American Economic Review.
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article102
2005Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting In: American Economic Review.
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article106
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 106
paper
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 106
paper
2002Theoretical perspective on euro liquidity In: Economic Policy.
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article5
2001New Perspective on FX Markets: Order-Flow Analysis. In: International Finance.
[Full Text][Citation analysis]
article8
1995 Explaining Forward Exchange Bias . . . Intraday. In: Journal of Finance.
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article2
1994Explaining Forward Exchange Bias .... Intra-day.(1994) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
1995Explaining Forward Exchange Bias..Intraday.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
1995Explaining Forward Exchange Bias...Intraday..(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1998Is There Private Information in the FX Market? The Tokyo Experiment In: Journal of Finance.
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article131
1997Is there private information in the FX market? the Tokyo experiment.(1997) In: Pacific Basin Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
1997Is There Private Information on the FX Market? The Tokyo Experiment.(1997) In: Economisch Institut voor het Midden en Kleinbedrijf-.
[Citation analysis]
This paper has another version. Agregated cites: 131
paper
1997Is There Private Information in the FX Market? The Tokyo Experiment.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
1997Is There Private Information in the FX Market? The Tokyo Experiment..(1997) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
1996Is There Private Information in the FX Market? The Tokyo Experiment.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
2003Are Different-Currency Assets Imperfect Substitutes? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper14
2003Explaining and Forecasting Exchange Rates with Order Flows In: Economie Internationale.
[Full Text][Citation analysis]
article0
1990External Economies and European Integration: The Potential for Self-fulfilling Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2004A New Micro Model of Exchange Rate Dynamics In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
paper43
2004A New Micro Model of Exchange Rate Dynamics.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
1992Floating exchange rates in Peru, 1950-1954 In: Journal of Development Economics.
[Full Text][Citation analysis]
article8
1990Internal versus external economies in European industry In: European Economic Review.
[Full Text][Citation analysis]
article100
1994Exchange rate hysteresis? Large versus small policy misalignments In: European Economic Review.
[Full Text][Citation analysis]
article22
1991Exchange Rate Hysteresis : Large Versus Small Policy Misalignments..(1991) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 22
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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article133
2004Managers, investors, and crises: mutual fund strategies in emerging markets In: Journal of International Economics.
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article133
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: 133
paper
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: 133
paper
1998Introduction to the international market microstructure issue In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
1995Tests of microstructural hypotheses in the foreign exchange market In: Journal of Financial Economics.
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article252
1993Tests of Microstructural Hypotheses in the Foreign Exchange Market.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 252
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: 252
paper
2008How is macro news transmitted to exchange rates? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article190
2003How is Macro News Transmitted to Exchange Rates?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 190
paper
1996Optimal Transparency in a Dealer Market with an Application to Foreign Exchange In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article23
1998Profits and position control: a week of FX dealing1 In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article24
2002Informational integration and FX trading In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article57
2005Do currency markets absorb news quickly? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article71
2005Do Currency Markets Absorb News Quickly?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2006Fixed versus flexible: Lessons from EMS order flow In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article98
2001Fixed versus Flexible: Lessons from EMS Order Flow.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
1988Tests of the foreign exchange risk premium using the expected second moments implied by option pricing In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article18
1986Tests of the foreign exchange risk premium using the expected second moments implied by option pricing.(1986) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1992External effects in U.S. procyclical productivity In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article131
1991External Effects in U.S. Procyclical Productivity..(1991) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 131
paper
2002Time-varying liquidity in foreign exchange In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article48
1997Explaining trading volume in foreign exchange: lessons from Tokyo In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2002Foreign exchange: macro puzzles, micro tools In: Economic Review.
[Full Text][Citation analysis]
article3
1991Sourcing externalities In: Finance and Economics Discussion Series.
[Citation analysis]
paper1
1991Private Beliefs and Information Externalities in the Foreign Exchange Market. In: Columbia - Graduate School of Business.
[Citation analysis]
paper15
1991Private Beliefs and Information Externalities in the Foreign Exchange Market.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
1991Short and Long Run Externalities. In: Columbia - Graduate School of Business.
[Citation analysis]
paper17
1991Short and Long Run Externalities.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1991Some Evidence of Productivity Linkages in Manufacturing. In: Columbia - Graduate School of Business.
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paper2
2005Exchange Rate Fundamentals and Order Flow (July 2004) In: Working Papers.
[Full Text][Citation analysis]
paper5
2005A New Micro Model of Exchange Rate Dynamics (March 2004) In: Working Papers.
[Full Text][Citation analysis]
paper3
2005How is Macro News Transmitted to Exchange Rates? (December 2003) In: Working Papers.
[Full Text][Citation analysis]
paper1
2006Understanding order flow In: International Journal of Finance & Economics.
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article47
2005Understanding Order Flow.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2006The Microstructure Approach to Exchange Rates In: MIT Press Books.
[Citation analysis]
book86
1996Foreign Exchange Volume: Sound and Fury Signifying Nothing? In: NBER Chapters.
[Full Text][Citation analysis]
chapter39
1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?.(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
2005An Information Approach to International Currencies In: NBER Working Papers.
[Full Text][Citation analysis]
paper28
2007Exchange Rate Fundamentals and Order Flow In: NBER Working Papers.
[Full Text][Citation analysis]
paper47
1988The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
1989Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
1989The Role of External Economies in U.S. Manufacturing In: NBER Working Papers.
[Full Text][Citation analysis]
paper48
1991Floating Exchange Rates in Peru, 1950-54 In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange..(1993) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
1999Order Flow and Exchange Rate Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper568
1999Order Flow and Exchange Rate Dynamics..(1999) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 568
paper
2002Order Flow and Exchange Rate Dynamics.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 568
article
2001Portfolio Balance, Price Impact, and Secret Intervention In: NBER Working Papers.
[Full Text][Citation analysis]
paper52
2003Inventory Information In: NBER Working Papers.
[Full Text][Citation analysis]
paper41
2006Inventory Information.(2006) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
1997Profits and Position Control: A Week of FX Dealing. In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
paper5
1998Search Costs: The Neglected Spread Component. In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
paper8
2001Mutual fund investment in emerging markets - an overview In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper63
1995Options and the Currency Risk Premium In: Working Papers.
[Full Text][Citation analysis]
paper0

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