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 3 18 424
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 7 12 231
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 1 4 10 96
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 1 8 14 239
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 1 157 2 10 16 416
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 0 171 1 11 29 741
Order Submission: The Choice between Limit and Market Orders 0 0 0 271 3 8 18 1,183
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 1 1 84 0 2 7 408
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 0 53 0 3 5 119
Total Working Papers 0 1 2 987 8 56 129 3,857


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 0 1 13 193
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 1 6 18 0 7 28 78
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 0 24 0 3 11 140
Portfolio formations can affect asset pricing tests 0 0 0 0 0 4 6 9
Private information flow and price discovery in the U.S. treasury market 0 0 0 11 3 5 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 4 8 172
Total Journal Articles 0 1 8 139 3 24 76 685


Statistics updated 2026-06-04