Ingrid Lo

Bank of Canada

Senior Economist

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

730

TOTAL CITATIONS
Rank 33,201

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Top 33,201

in Total Papers Citations

38

Scholarly Papers (3)

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1.

Order Submission: The Choice between Limit and Market Orders

Number of pages: 45 Posted: 08 May 2004
Ingrid Lo and Stephen G. Sapp
Bank of Canada and University of Western Ontario - Richard Ivey School of Business
Downloads 426 (146,571)
Citation 5

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2.

Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market

Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 2, 2011
Number of pages: 26 Posted: 18 Mar 2008 Last Revised: 20 Feb 2013
George J. Jiang, Ingrid Lo, Adrien Verdelhan and Adrien Verdelhan
Washington State University, Bank of Canada and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 199 (323,695)
Citation 30

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Information Shocks, Jumps, Price Discovery

3.

Private Information Flow and Price Discovery in the U.S. Treasury Market

Number of pages: 43 Posted: 01 Sep 2012 Last Revised: 29 Dec 2016
George J. Jiang and Ingrid Lo
Washington State University and Bank of Canada
Downloads 105 (547,788)
Citation 3

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Private information flow; Public information shocks; Price discovery; Order flow impact; Bond return volatility; Depth of limit order book