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 1 122 2 2 7 385
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate 0 0 0 55 0 0 2 218
Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market 0 0 0 17 1 1 3 82
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 4 54 1 2 12 214
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 1 1 1 153 2 2 2 395
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? 0 0 1 171 1 2 6 702
Order Submission: The Choice between Limit and Market Orders 0 0 2 270 0 1 10 1,151
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets 0 0 0 82 0 0 1 399
Private Information Flow and Price Discovery in the U.S. Treasury Market 0 0 1 52 0 0 7 110
Total Working Papers 1 1 10 976 7 10 50 3,656


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 3 3 6 169
Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market 0 1 5 5 1 4 22 22
Order aggressiveness and quantity: How are they determined in a limit order market? 0 0 1 23 0 0 5 120
Portfolio formations can affect asset pricing tests 0 0 0 0 0 0 0 1
Private information flow and price discovery in the U.S. treasury market 0 0 0 10 0 0 1 74
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 1 162
Total Journal Articles 0 1 6 122 4 7 35 548


Statistics updated 2022-11-05