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 3 13 406
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 0 0 219
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 0 0 0 86
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 1 3 7 225
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 2 156 0 0 3 400
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 1 2 5 712
Order Submission: The Choice between Limit and Market Orders 0 0 0 271 0 1 4 1,165
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 0 0 83 0 0 1 401
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 0 0 1 114
Total Working Papers 0 0 2 985 2 9 34 3,728

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 1 1 3 180
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 0 3 12 2 2 12 50
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 0 2 2 129
Portfolio formations can affect asset pricing tests 0 0 0 0 1 2 2 3
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 1 2 3 83
The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system 0 0 0 32 0 0 1 164
Total Journal Articles 0 0 3 131 5 9 23 609

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Statistics updated 2025-06-06