Access Statistics for Ingrid Ka Man Lo

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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 8 17 414
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 1 2 2 221
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 1 2 2 88
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 0 0 4 225
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 3 157 2 2 6 403
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 3 4 9 717
Order Submission: The Choice between Limit and Market Orders 0 0 0 271 1 1 6 1,167
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 0 0 83 0 0 2 402
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 3 986 8 19 48 3,751


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 2 3 5 183
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 1 1 4 15 3 3 12 55
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 0 1 3 130
Portfolio formations can affect asset pricing tests 0 0 0 0 0 0 2 3
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 0 0 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 0 164
Total Journal Articles 1 1 4 134 5 7 25 618


Statistics updated 2025-11-08