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 0 120 0 0 1 364
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 0 1 215
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 0 0 4 74
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 1 2 2 42 3 6 18 166
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 0 151 1 1 5 387
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 1 3 6 168 3 5 24 682
Order Submission: The Choice between Limit and Market Orders 0 1 1 267 2 9 20 1,072
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 0 0 81 0 1 4 395
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 49 1 1 5 98
Total Working Papers 2 6 9 950 10 23 82 3,453


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 0 52 0 0 7 154
Order aggressiveness and quantity: How are they determined in a limit order market? 0 1 2 20 1 5 13 108
Private information flow and price discovery in the U.S. treasury market 0 0 1 9 0 0 9 63
The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system 0 0 0 32 2 3 6 157
Total Journal Articles 0 1 3 113 3 8 35 482


Statistics updated 2020-09-04