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Ingrid Ka Man Lo

Personal Details

First Name:Ingrid
Middle Name:Ka Man
Last Name:Lo
Suffix:
RePEc Short-ID:plo401
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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

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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

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