Browsing All of EconStor by Author Lo, Ingrid
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2007 | Order aggressiveness and quantity: How are they determinted in a limit order market? | Lo, Ingrid; Sapp, Stephen G. |
2007 | Price formation and liquidity provision in short-term fixed income markets | D'Souza, Chris; Lo, Ingrid; Sapp, Stephen |
2008 | Information shocks, jumps, and price discovery: Evidence from the US Treasury market | Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien |
2011 | Private information flow and price discovery in the U.S. treasury market | Jiang, George J.; Lo, Ingrid |
2011 | Belief dispersion and order submission strategies in the foreign exchange market | Lo, Ingrid; Sapp, Stephen |
2014 | High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market | Jiang, George J.; Lo, Ingrid; Valente, Giorgio |