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 0 18 424
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 0 12 231
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 1 2 11 97
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 3 6 19 244
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 0 157 0 2 15 416
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 1 2 29 742
Order Submission: The Choice between Limit and Market Orders 1 2 2 273 1 7 21 1,187
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 1 2 85 0 1 7 409
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 0 1 6 120
Total Working Papers 1 3 4 990 6 21 138 3,870


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 1 14 194
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 0 4 18 1 3 29 81
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 1 1 12 141
Portfolio formations can affect asset pricing tests 0 0 0 0 0 0 6 9
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 0 3 10 93
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 8 172
Total Journal Articles 0 0 6 139 3 8 79 690


Statistics updated 2026-08-07