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Richard K. Lyons

Global rank #1666 98%

Institution: University of California-Berkeley

Primary Field: International (weighted toward more recent publications)

Homepage: http://faculty.haas.berkeley.edu/lyons/

First Publication: 1988

Most Recent: 2008

RePEc ID: ply9 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 2.68 12.74 10.72 0.00 46.92

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 26.25

Publications (20)

Year Article Journal Tier Authors
2008 How is macro news transmitted to exchange rates? Journal of Financial Economics A 2
2006 Fixed versus flexible: Lessons from EMS order flow Journal of International Money and Finance B 3
2005 Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting American Economic Review S 2
2005 Do currency markets absorb news quickly? Journal of International Money and Finance B 2
2004 Managers, investors, and crises: mutual fund strategies in emerging markets Journal of International Economics A 3
2002 Informational integration and FX trading Journal of International Money and Finance B 2
2002 Time-varying liquidity in foreign exchange Journal of Monetary Economics A 2
2002 Order Flow and Exchange Rate Dynamics Journal of Political Economy S 2
1998 Profits and position control: a week of FX dealing1 Journal of International Money and Finance B 1
1997 A simultaneous trade model of the foreign exchange hot potato Journal of International Economics A 1
1996 Optimal Transparency in a Dealer Market with an Application to Foreign Exchange Journal of Financial Intermediation B 1
1995 Tests of microstructural hypotheses in the foreign exchange market Journal of Financial Economics A 1
1995 Explaining Forward Exchange Bias . . . Intraday. Journal of Finance A 2
1994 Exchange rate hysteresis? Large versus small policy misalignments European Economic Review B 2
1994 Customer- and Supplier-Driven Externalities. American Economic Review S 3
1992 External effects in U.S. procyclical productivity Journal of Monetary Economics A 2
1992 Floating exchange rates in Peru, 1950-1954 Journal of Development Economics A 1
1990 Internal versus external economies in European industry European Economic Review B 2
1990 Whence exchange rate overshooting: Money stock or flow? Journal of International Economics A 1
1988 Tests of the foreign exchange risk premium using the expected second moments implied by option pricing Journal of International Money and Finance B 1