Ingrid Ka Man Lo
Names
first: |
Ingrid |
middle: |
Ka Man |
last: |
Lo |
Contact
email: |
|
Affiliations
-
Victoria University of Wellington
→ Wellington School of Business and Government
→ School of Economics and Finance
- website
- location: Wellington, New Zealand
Research profile
author of:
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High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market
by George Jiang & Ingrid Lo & Giorgio Valente
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Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market
by Ingrid Lo & Stephen Sapp
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Order Submission: The Choice between Limit and Market Orders
by Ingrid Lo & Stephen Sapp
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Price Formation and Liquidity Provision in Short-Term Fixed Income Markets
by Chris D'Souza & Ingrid Lo & Stephen Sapp
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A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
by Ingrid Lo & Stephen Sapp
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Private Information Flow and Price Discovery in the U.S. Treasury Market
by George Jiang & Ingrid Lo
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Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
by Jiang, George J. & Lo, Ingrid & Verdelhan, Adrien
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An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate
by Ingrid Lo
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Order aggressiveness and quantity: How are they determined in a limit order market?
by Lo, Ingrid & Sapp, Stephen G.
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Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?
by Ingrid Lo & Stephen Sapp
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Private information flow and price discovery in the U.S. treasury market
by Jiang, George J. & Lo, Ingrid
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Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market
by George Jiang & Ingrid Lo & Adrien Verdelhan
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The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system
by Lo, Ingrid & Sapp, Stephen G.