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 2 4 18 424
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 7 7 12 231
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 3 3 9 95
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 5 9 14 238
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 1 157 3 8 14 414
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 2 11 29 740
Order Submission: The Choice between Limit and Market Orders 0 0 0 271 1 7 15 1,180
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 1 1 1 84 2 2 7 408
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 2 3 5 119
Total Working Papers 1 1 2 987 27 54 123 3,849


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 1 2 14 193
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 1 1 6 18 3 9 30 78
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 1 3 11 140
Portfolio formations can affect asset pricing tests 0 0 0 0 4 4 7 9
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 2 2 8 90
The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system 0 0 0 32 4 6 8 172
Total Journal Articles 1 1 8 139 15 26 78 682


Statistics updated 2026-05-06