Ingrid Ka Man Lo

Names

Contact

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:

• High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market
  by George Jiang & Ingrid Lo & Giorgio Valente
• Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market
  by Ingrid Lo & Stephen Sapp
• Order Submission: The Choice between Limit and Market Orders
  by Ingrid Lo & Stephen Sapp
• Price Formation and Liquidity Provision in Short-Term Fixed Income Markets
  by Chris D'Souza & Ingrid Lo & Stephen Sapp
• A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
  by Ingrid Lo & Stephen Sapp
• Private Information Flow and Price Discovery in the U.S. Treasury Market
  by George Jiang & Ingrid Lo
• Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
  by Jiang, George J. & Lo, Ingrid & Verdelhan, Adrien
• An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate
  by Ingrid Lo
• Order aggressiveness and quantity: How are they determined in a limit order market?
  by Lo, Ingrid & Sapp, Stephen G.
• Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?
  by Ingrid Lo & Stephen Sapp
• Private information flow and price discovery in the U.S. treasury market
  by Jiang, George J. & Lo, Ingrid
• Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market
  by George Jiang & Ingrid Lo & Adrien Verdelhan
• 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.