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 1 2 16 416
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 1 2 221
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 1 3 4 90
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 1 2 6 227
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 1 157 2 4 6 405
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 2 8 13 722
Order Submission: The Choice between Limit and Market Orders 0 0 0 271 1 5 7 1,171
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 0 0 83 0 1 3 403
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 0 0 0 114
Total Working Papers 0 0 1 986 8 26 57 3,769


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 1 2 2 54 3 7 10 188
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 3 6 17 2 9 15 61
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 1 1 4 131
Portfolio formations can affect asset pricing tests 0 0 0 0 1 1 3 4
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 0 3 6 86
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 1 1 165
Total Journal Articles 1 5 8 138 7 22 39 635


Statistics updated 2026-01-09