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 4 6 17 420
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 3 3 5 224
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 2 4 6 92
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 2 4 8 229
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 1 157 1 3 6 406
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 7 12 19 729
Order Submission: The Choice between Limit and Market Orders 0 0 0 271 2 6 9 1,173
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 0 0 83 3 4 6 406
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 2 2 2 116
Total Working Papers 0 0 1 986 26 44 78 3,795

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 2 2 54 3 8 13 191
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 2 6 17 8 14 22 69
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 6 7 10 137
Portfolio formations can affect asset pricing tests 0 0 0 0 1 2 4 5
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 2 5 8 88
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 2 2 166
Total Journal Articles 0 4 8 138 21 38 59 656

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Statistics updated 2026-02-12