NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Richard K. Lyons

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

June 2007Exchange Rate Fundamentals and Order Flow
with Martin D. D. Evans: w13151
November 2005Understanding Order Flow
with Martin D. D. Evans: w11748

Published: Evans, Martin D. D. and Richard K. Lyons. "Understanding Order Flow," International Journal of Finance and Economics, 2006, v11(1,Jan), 3-23. citation courtesy of

March 2005An Information Approach to International Currencies
with Michael J. Moore: w11220

Published: Lyons, Richard K. & Moore, Michael J., 2009. "An information approach to international currencies," Journal of International Economics, Elsevier, vol. 79(2), pages 211-221, November. citation courtesy of

January 2005Do Currency Markets Absorb News Quickly?
with Martin D.D. Evans: w11041

Published: Evans, Martin D.D. & Lyons, Richard K., 2005. "Do currency markets absorb news quickly?," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 197-217, March. citation courtesy of

Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
with Martin D.D. Evans: w11042

Published: Evans, Martin D. D. and Richard K. Lyons. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, 2005, v95(2,May), 405-414. citation courtesy of

March 2004A New Micro Model of Exchange Rate Dynamics
with Martin D.D. Evans: w10379

Published: Evans, Martin D. D. and Richard K. Lyons. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, 2005, v95(2,May), 405-414.

August 2003Inventory Information
with H. Henry Cao, Martin D.D. Evans: w9893

Published: H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January. citation courtesy of

January 2003How is Macro News Transmitted to Exchange Rates?
with Martin D. D. Evans: w9433

Published: Evans, Martin D.D.,and Richard K. Lyons. "How is Macro News Transmitted to Exchange Rates?". Journal of Financial Economics, Volume 88, Issue 1, April 2008, Pages 26-50 citation courtesy of

September 2001Fixed versus Flexible: Lessons from EMS Order Flow
with William P. Killeen, Michael J. Moore: w8491

Published: Killeen, William P., Richard K. Lyons and Michael J. Moore. "Fixed Versus Flexible: Lessons From EMS Order Flow," Journal of International Money and Finance, 2006, v25(4,Jun), 551-579. citation courtesy of

July 2001Portfolio Balance, Price Impact, and Secret Intervention
with Martin D. D. Evans: w8356
August 2000Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets
with Graciela Kaminsky, Sergio Schmukler: w7855

Published: Kaminsky, Graciela, Richard K. Lyons and Sergio L. Schmukler. "Managers, Investors, Crises: Mutual Fund Strategies In Emerging Markets," Journal of International Economics, 2004, v64(1,Oct), 113-134. citation courtesy of

August 1999Order Flow and Exchange Rate Dynamics
with Martin D.D. Evans: w7317

Published: Evans, Martin D. D. and Richard K. Lyons. "Order Flow And Exchange Rate Dynamics," Journal of Political Economy, 2002, v110(1,Feb), 170-180. citation courtesy of

February 1997Is There Private Information in the FX Market? The Tokyo Experiment
with Takatoshi Ito, Michael T. Melvin: w5936

Published: Journal of Finance (June 1998): 1111-1130. citation courtesy of

January 1995Explaining Forward Exchange Bias..Intraday
with Andrew K. Rose: w4982

Published: Journal of Finance, vol. 50, no. 4, pp. 1321-1329, September 1995 citation courtesy of

Foreign Exchange Volume: Sound and Fury Signifying Nothing?
w4984

Published:

September 1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange
w4467

Published: Journal of Financial Intermediation, July 1996, vol. 5, pp. 225-254, withtitle change: "Optimal Transparency in a Dealer Market with an Applicationto Foreign Exchange."

Tests of Microstructural Hypotheses in the Foreign Exchange Market
w4471

Published:

  • Journal of Financial Economics, October 1995, vol. 39, pp. 321-351 citation courtesy of
  • Microstructure: The Organization of Trading and Short-Term Price Behavior, Stoll, E., ed.: Elgar Publishing, April 1999, pp. 409-439.

October 1991Private Beliefs and Information Externalities in the Foreign Exchange Market
w3889

Published: Journal of International Economics, new title," A Simultaneous Trade Model of the Foreign Exchange Hot Potato", February 1997vol. 36.

August 1991Short and Long Run Externalities
with Eric J. Bartelsman, Ricardo J. Caballero: w3810

Published: "Customer and Supplier Driven Externalities" American Economic Review, Sept 1994, vol 84, No 4, pp 1075-1084

July 1991Floating Exchange Rates in Peru, 1950-54
w3775

Published: Journal of Development Economics, Vol. 36, No. 1, January 1992

July 1989The Role of External Economies in U.S. Manufacturing
with Ricardo J. Caballero: w3033

Published: "External Effects in U.S. Procyclical Productivity", Journal of Monetary Economics, May 1992, Vol. 24, pp.209-225

1989Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments
with Richard Baldwin: w2828

Published: "Exchange Rate Hyteresis: Large nersus Small Policy Misalignments" European Economic Review, Jan 1994, vol 38, pp 1-22

August 1988The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices
with Richard Baldwin: w2677

Published: "The Mutual Amplification Effect of Unresponsive Trade Prices and Exchange Rate Volatility." Journal of International Financial Markets, Institutions & Money, Vol. 1, No. 2, pp. 1-20, Spring 1991

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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