Forum:Lyla priority?

I used Lyla Lightsworn Sorceress Effect to destroy one spell/trap on the field. My opponent flipped the card I selected (Call of the Haunted) and used it's effect. He said it had priority and Lyla's effect was negated and it remained in attack. Is this correct? I'm not sure if Lyla can be chained but if she can wouldn't her effect resolve last still removing the card?