Richard K. Lyons : Citation Profile

Are you Richard K. Lyons?

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

26

H index

33

i10 index

3321

Citations

RESEARCH PRODUCTION:

26

Articles

54

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 97
   Journals where Richard K. Lyons has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 39 (1.16 %)

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   Permalink: http://citec.repec.org/ply9
   Updated: 2023-03-25    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 (145)

Menkhoff, Lukas (105)

Evans, Martin (82)

Sarno, Lucio (66)

Reitz, Stefan (64)

Taylor, Mark (59)

Vitale, Paolo (47)

Schmeling, Maik (47)

Ito, Takatoshi (46)

Gradojevic, Nikola (45)

Dominguez, Kathryn (39)

Cites to:

Evans, Martin (72)

Bollerslev, Tim (19)

Meese, Richard (18)

Rogoff, Kenneth (16)

Frankel, Jeffrey (15)

Froot, Kenneth (14)

Madhavan, Ananth (14)

Ito, Takatoshi (14)

Rime, Dagfinn (14)

Rose, Andrew (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
American Economic Review2
Journal of Monetary Economics2
Journal of Financial Economics2
European Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc24
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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Policy Research Working Paper Series / The World Bank2

Recent works citing Richard K. Lyons (2022 and 2021)

YearTitle of citing document
2022The Coming Battle of Digital Currencies. (2022). Mayer, Simon ; Cong, Lin William. In: Applied Economics and Policy Working Paper Series. RePEc:ags:cuaepw:320020.

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2021An Investigation of Market Timing Ability of Mutual Fund Managers in Pakistan. (2021). Khan, Salleh ; Noor, Amna ; Ullah, Sana. In: iRASD Journal of Management. RePEc:ani:irdjom:v:3:y:2021:i:1:p:56-68.

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2021.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2022Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure. (2022). Mizrach, Bruce. In: Papers. RePEc:arx:papers:2201.01392.

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2022Stablecoins and Central Bank Digital Currencies: Policy and Regulatory Challenges. (2022). Eichengreen, Barry ; Viswanath-Natraj, Ganesh. In: Papers. RePEc:arx:papers:2202.07564.

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2023Effect of the COVID-19 Pandemic on CO2 Emissions in India. (2023). , Mangaiyarkarasi. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:69.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2022The global foreign exchange market in a higher-volatility environment. (2022). Sushko, Vladyslav ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:2212f.

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2021Industry momentum: an exchange?traded funds approach. (2021). Earea, Dean ; Hahn, Tobias ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024.

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2022Local versus foreign analysts forecast accuracy: does herding matter?. (2022). Taylor, Nicholas ; Mira, Svetlana ; Choi, Youngsoo. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1143-1188.

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2022Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923.

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2022Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2022The more we know, the less we agree: A test of the trading horizon heterogeneity theory. (2022). Winchester, Donald W ; Parwada, Jerry T ; Dai, Lili ; Zhang, Bohui. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:45-67.

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2022Clients Connections: Measuring the Role of Private Information in Decentralized Markets. (2022). Pinter, Gabor ; Kondor, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:505-544.

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2022Periodicity of trading activity in foreign exchange markets. (2022). Chen, Tao ; Chang, Haodong. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:445-465.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2021Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking. (2021). Mayer, Simon ; Li, YE. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9260.

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2022Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market. (2022). Melvin, Michael ; Giovanardi, Davide ; Franolic, Rob ; Barrios, Aldo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9921.

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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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2021On the empirical relations between producers expectations and economic growth. (2021). Rosich, Lucia I ; Lanzilotta, Bibiana ; Brida, Juan G. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00393.

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2022Medium-term investment responses to activity shocks: the role of corporate debt. (2022). Setzer, Ralph ; Lopez-Garcia, Paloma ; Barrela, Rodrigo. In: Working Paper Series. RePEc:ecb:ecbwps:20222751.

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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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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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2021Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625.

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2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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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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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2022Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns. (2022). Boovi, Milo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001231.

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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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2021The influence of stablecoin issuances on cryptocurrency markets. (2021). Fiedler, Ingo ; Ante, Lennart ; Strehle, Elias. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316810.

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2022LSTM forecasting foreign exchange rates using limit order book. (2022). Kitamura, Yoshihiro ; Iima, Hitoshi ; Ito, Katsuki. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004827.

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2022Sidedness in the interbank market. (2022). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000446.

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2022Global systemically important banks regulation: Blessing or curse?. (2022). Patsalidou, Elena ; Martzoukos, Spiridon ; Markoulis, Stelios. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302805.

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2021Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001215.

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2022Currency volatility and global technological innovation. (2022). HSU, Po-Hsuan ; Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393.

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2022The impact of global value chain participation on income inequality. (2022). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Carpa, Nur. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:269-290.

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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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2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2021The evolution of price discovery in an electronic market. (2021). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001308.

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2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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2022When does the fed care about stock prices?. (2022). Zaynutdinova, Gulnara R ; Olson, Eric ; Kurov, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001522.

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2022Changes in the global investor base and the stability of portfolio flows to emerging markets. (2022). Oura, Hiroko ; Ichiue, Hibiki ; Gelos, Gaston ; Brandao-Marques, Luis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622001959.

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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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2021Network structure and pricing in the FX market. (2021). Levich, Richard M ; Hasbrouck, Joel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:705-729.

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2021Hedging demand and market intraday momentum. (2021). Martens, Martin ; Lammers, Sten ; Da, Zhi ; Baltussen, Guido. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:377-403.

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2021Informed trading in government bond markets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1253-1274.

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2022Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Viswanath-Natraj, Ganesh ; Syrstad, Olav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142.

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2022Liquidity in the global currency market. (2022). de Magistris, Paolo Santucci ; Ranaldo, Angelo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883.

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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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2022Price discovery and liquidity recovery: Forex market reactions to macro announcements. (2022). Ito, Takatoshi ; Yamada, Masahiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001534.

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2022Exchange rates and information about future fundamentals. (2022). Gholampour, Vahid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000833.

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2022The flow-performance relationship of global investment funds. (2022). Morhs, Romuald ; Marchiori, Luca ; Ciccone, Julien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000936.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2021International business cycles: Information matters. (2021). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni. In: Journal of Monetary Economics. RePEc:eee:moneco:v:123:y:2021:i:c:p:19-34.

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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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2022Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102.

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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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2021Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

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2022Empirical research on smart city construction and public health under information and communications technology. (2022). Wu, Chia-Huei ; Liu, Wenyi ; Zhu, Dongyang. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:80:y:2022:i:c:s0038012120308314.

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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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2021Exchange rate disconnect in general equilibrium. (2021). Mukhin, Dmitry ; Itskhoki, Oleg. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112140.

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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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2022Stablecoins: Growth Potential and Impact on Banking. (2022). Liao, Gordon ; Caramichael, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1334.

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2021Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2021). Bianchi, Javier ; Engel, Charles ; Bigio, Saki. In: Working Papers. RePEc:fip:fedmwp:93468.

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2022Stablecoins As a New Word in the Cryptocurrency Market. (2022). Gorbacheva, Tatiana A. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220108:p:126-139.

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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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2022Environmental Regulation, Roundabout Production, and Industrial Structure Transformation and Upgrading: Evidence from China. (2022). Yao, Huiqin ; Wei, Hanxiao. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:3810-:d:778066.

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2023Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03.

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2022Enjeux et promesses des stablecoins décentralisés. (2022). Prat, Julien ; Choukroun, Sebastien ; Bertucci, Louis. In: Post-Print. RePEc:hal:journl:hal-03912747.

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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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2022Exchange-Rate Swings and Foreign Currency Intervention. (2022). Gelos, R G ; McGregor, Thomas ; Filardo, Andrew. In: IMF Working Papers. RePEc:imf:imfwpa:2022/158.

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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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2022Impact of US monetary policy uncertainty on Asian exchange rates. (2022). PARK, DONGHYUN ; Tian, Shu ; Qureshi, Irfan ; Villaruel, Mai Lin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09307-3.

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2022Technology Choice, Externalities in Production, and Chaotic Middle-Income Traps. (2022). Asano, Takao ; Yokoo, Masanori ; Shibata, Akihisa. In: KIER Working Papers. RePEc:kyo:wpaper:1075.

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2023Technology Choice, Externalities in Production, and a Chaotic Middle-Income Trap. (2023). Yokoo, Masanori ; Shibata, Akihisa ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1090.

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2022Bank of Russia regular communications and volatility short-term effects in financial markets. (2022). Telegin, O. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:54:p:130-155.

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2021Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2021). Sakellaris, Plutarchos ; Gortz, Christoph ; Botsis, Alex. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2021-14.

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2021.

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2022Portfolios for Long-Term Investors*. (2022). Cochrane, John H. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:1-42..

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2022Covered Interest Parity Arbitrage. (2022). Syrstad, Olav ; Schrimpf, Andreas ; Rime, Dagfinn. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5185-5227..

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2022Global Portfolio Rebalancing and Exchange Rates. (2022). Rey, Helene ; Hau, Harald ; Camanho, Nelson. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5228-5274..

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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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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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2021.

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2021.

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2022Second Thoughts About Central Bank Digital Currencies. (2022). Kovanen, Arto. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:1-18.

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2021Official Intervention and Exchange Rate Determination: Evidence from India. (2021). Sharma, Akhil ; Gupta, Sanjeev ; Rishad, Abdul. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:3:p:357-379.

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2022Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow. (2022). Rashid, Abdul ; Jabeen, Munazza. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:222-245.

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2021Predicting Indian Stock Market Using the Psycho-Linguistic Features of Financial News. (2021). Miglani, Rishabh ; Ravi, Vadlamani ; Kumar, Shravan B. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:3:d:10.1007_s40745-020-00272-2.

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2021The volatility of Bitcoin and its role as a medium of exchange and a store of value. (2021). Dimpfl, Thomas ; Baur, Dirk G. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01990-5.

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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.
[Full Text][Citation analysis]		article138
2005Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting In: American Economic Review.
[Full Text][Citation analysis]		article129
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 129		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: 129		paper
1995 Explaining Forward Exchange Bias . . . Intraday. In: Journal of Finance.
[Full Text][Citation analysis]		article7
1994Explaining Forward Exchange Bias .... Intra-day.(1994) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1995Explaining Forward Exchange Bias..Intraday.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1995Explaining Forward Exchange Bias...Intraday..(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2003Are Different-Currency Assets Imperfect Substitutes? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper20
2003Explaining and Forecasting Exchange Rates with Order Flows In: Economie Internationale.
[Full Text][Citation analysis]		article3
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]		paper50
2004A New Micro Model of Exchange Rate Dynamics.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		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]		article112
1994Exchange rate hysteresis? Large versus small policy misalignments In: European Economic Review.
[Full Text][Citation analysis]		article32
1991Exchange Rate Hysteresis : Large Versus Small Policy Misalignments..(1991) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 32		paper
1990Whence exchange rate overshooting: Money stock or flow? In: Journal of International Economics.
[Full Text][Citation analysis]		article4
1997A simultaneous trade model of the foreign exchange hot potato In: Journal of International Economics.
[Full Text][Citation analysis]		article162
2004Managers, investors, and crises: mutual fund strategies in emerging markets In: Journal of International Economics.
[Full Text][Citation analysis]		article158
2000Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158		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: 158		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.
[Full Text][Citation analysis]		article288
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: 288		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: 288		paper
2008How is macro news transmitted to exchange rates? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article257
2003How is Macro News Transmitted to Exchange Rates?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 257		paper
1996Optimal Transparency in a Dealer Market with an Application to Foreign Exchange In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article29
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]		article62
2005Do currency markets absorb news quickly? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article104
2005Do Currency Markets Absorb News Quickly?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		paper
2006Fixed versus flexible: Lessons from EMS order flow In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article104
2001Fixed versus Flexible: Lessons from EMS Order Flow.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		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]		article20
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: 20		paper
1992External effects in U.S. procyclical productivity In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article146
1991External Effects in U.S. Procyclical Productivity..(1991) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 146		paper
2002Time-varying liquidity in foreign exchange In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article54
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]		article9
2001Foreign exchange: macro puzzles, micro tools.(2001) In: Pacific Basin Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
1997Is there private information in the FX market? the Tokyo experiment In: Pacific Basin Working Paper Series.
[Full Text][Citation analysis]		paper26
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: 26		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: 26		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: 26		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: 26		paper
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]		paper16
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: 16		paper
1991Short and Long Run Externalities. In: Columbia - Graduate School of Business.
[Citation analysis]		paper19
1991Short and Long Run Externalities.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1991Some Evidence of Productivity Linkages in Manufacturing. In: Columbia - Graduate School of Business.
[Citation analysis]		paper2
2005Exchange Rate Fundamentals and Order Flow (July 2004) In: Working Papers.
[Full Text][Citation analysis]		paper7
2005A New Micro Model of Exchange Rate Dynamics (March 2004) In: Working Papers.
[Full Text][Citation analysis]		paper4
2005How is Macro News Transmitted to Exchange Rates? (December 2003) In: Working Papers.
[Full Text][Citation analysis]		paper2
2006Understanding order flow In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article60
2005Understanding Order Flow.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2006The Microstructure Approach to Exchange Rates In: MIT Press Books.
[Citation analysis]		book96
1996Foreign Exchange Volume: Sound and Fury Signifying Nothing? In: NBER Chapters.
[Full Text][Citation analysis]		chapter55
1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		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: 55		paper
2005An Information Approach to International Currencies In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2007Exchange Rate Fundamentals and Order Flow In: NBER Working Papers.
[Full Text][Citation analysis]		paper67
1988The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2020What Keeps Stablecoins Stable? In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
1989Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
1989The Role of External Economies in U.S. Manufacturing In: NBER Working Papers.
[Full Text][Citation analysis]		paper53
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]		paper707
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: 707		paper
2002Order Flow and Exchange Rate Dynamics.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 707		article
2001Portfolio Balance, Price Impact, and Secret Intervention In: NBER Working Papers.
[Full Text][Citation analysis]		paper65
2003Inventory Information In: NBER Working Papers.
[Full Text][Citation analysis]		paper46
2006Inventory Information.(2006) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		article
1997Profits and Position Control: A Week of FX Dealing. In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]		paper6
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]		paper83
1995Options and the Currency Risk Premium In: Working Papers.
[Full Text][Citation analysis]		paper0

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