IDEAS home Printed from https://ideas.repec.org/f/plo401.html
   My authors  Follow this author

Ingrid Ka Man Lo

(We have lost contact with this author. Please ask them to update the entry or send us the correct address or status for this person. Thank you.)

Personal Details

First Name:Ingrid
Middle Name:Ka Man
Last Name:Lo
Suffix:
RePEc Short-ID:plo401
The above email address does not seem to be valid anymore. Please ask Ingrid Ka Man Lo to update the entry or send us the correct address or status for this person. Thank you.

Affiliation

School of Economics and Finance
Wellington School of Business and Government
Victoria University of Wellington

Wellington, New Zealand
https://www.wgtn.ac.nz/business/academic-areas/economics-and-finance
RePEc:edi:egvuwnz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. George Jiang & Ingrid Lo & Giorgio Valente, 2014. "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers 14-56, Bank of Canada.
  2. George Jiang & Ingrid Lo, 2011. "Private Information Flow and Price Discovery in the U.S. Treasury Market," Staff Working Papers 11-5, Bank of Canada.
  3. Ingrid Lo & Stephen Sapp, 2011. "Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market," Staff Working Papers 11-8, Bank of Canada.
  4. George Jiang & Ingrid Lo & Adrien Verdelhan, 2008. "Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market," Staff Working Papers 08-22, Bank of Canada.
  5. Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007. "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers 07-27, Bank of Canada.
  6. Ingrid Lo & Stephen Sapp, 2007. "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers 07-23, Bank of Canada.
  7. Ingrid Lo & Stephen Sapp, 2006. "A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market," Staff Working Papers 06-8, Bank of Canada.
  8. Ingrid Lo & Stephen Sapp, 2005. "Order Submission: The Choice between Limit and Market Orders," Staff Working Papers 05-42, Bank of Canada.
  9. Ingrid Lo, 2005. "An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate," Staff Working Papers 05-45, Bank of Canada.

Articles

  1. Lin, Hai & Lo, Ingrid & Qiao, Rui, 2021. "Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market," Journal of Banking & Finance, Elsevier, vol. 133(C).
  2. Jiang, George J. & Lo, Ingrid, 2014. "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 118-133.
  3. Jiang, George J. & Lo, Ingrid & Verdelhan, Adrien, 2011. "Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(2), pages 527-551, April.
  4. Lo, Ingrid & Sapp, Stephen G., 2010. "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
  5. Lo, Ingrid & Sapp, Stephen G., 2008. "The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1056-1073, November.
  6. Ingrid Lo, 2004. "Portfolio formations can affect asset pricing tests," Journal of Asset Management, Palgrave Macmillan, vol. 5(3), pages 203-216, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (7) 2006-06-24 2007-04-09 2007-04-21 2008-08-06 2011-02-26 2011-03-12 2015-01-03. Author is listed
  2. NEP-FMK: Financial Markets (5) 2006-01-01 2006-06-24 2007-04-21 2008-08-06 2011-02-26. Author is listed
  3. NEP-CBA: Central Banking (2) 2011-02-26 2011-03-12
  4. NEP-CFN: Corporate Finance (1) 2006-01-01
  5. NEP-CTA: Contract Theory and Applications (1) 2011-02-26
  6. NEP-DCM: Discrete Choice Models (1) 2007-04-09
  7. NEP-ECM: Econometrics (1) 2006-01-24
  8. NEP-FIN: Finance (1) 2006-01-01
  9. NEP-IFN: International Finance (1) 2006-06-24
  10. NEP-MIC: Microeconomics (1) 2006-01-01
  11. NEP-MON: Monetary Economics (1) 2011-03-12

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ingrid Ka Man Lo should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.