Access Statistics for Ingrid Ka Man Lo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market 0 0 0 123 0 0 17 424
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 0 12 231
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 1 2 11 98
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 1 6 20 245
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 0 157 0 0 15 416
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 0 1 28 742
Order Submission: The Choice between Limit and Market Orders 0 2 2 273 0 4 21 1,187
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 1 2 85 0 1 7 409
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 2 3 8 122
Total Working Papers 0 3 4 990 4 17 139 3,874


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 2 54 0 1 13 194
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 0 4 18 3 6 32 84
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 1 2 12 142
Portfolio formations can affect asset pricing tests 0 0 0 0 0 0 6 9
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 0 0 10 93
The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system 0 0 0 32 1 1 9 173
Total Journal Articles 0 0 6 139 5 10 82 695


Statistics updated 2026-09-10