Richard K. Lyons
Rutgers, The State University of New Jersey(US)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Financial Markets and Investment Strategies, Global Financial Crisis and Policies, Economic theories and models, Market Dynamics and Volatility
Most-Cited Works
- → The Microstructure Approach to Exchange Rates(2001)1,064 cited
- → Order Flow and Exchange Rate Dynamics(2002)971 cited
- → Tests of microstructural hypotheses in the foreign exchange market(1995)541 cited
- → How is macro news transmitted to exchange rates?(2008)381 cited
- → A simultaneous trade model of the foreign exchange hot potato(1997)296 cited
- → External effects in U.S. procyclical productivity(1992)296 cited
- → Is There Private Information in the FX Market? The Tokyo Experiment(1998)294 cited