Ingrid Lo

Bank of Canada

Senior Economist

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

4

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622

SSRN CITATIONS
Rank 34,592

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Top 34,592

in Total Papers Citations

21

CROSSREF CITATIONS

2

Scholarly Papers (4)

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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 379 (111,012)
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 105 (351,608)
Citation 19

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Information Shocks, Jumps, Price Discovery

3.

Computer-Based Trading, Institutional Investors and Treasury Bond Returns

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 20/2018
Number of pages: 64 Posted: 27 Aug 2018 Last Revised: 13 Apr 2022
Xiaoquan Liu, Ingrid Lo, Minh Nguyen and Giorgio Valente
Nottingham University Business School, Bank of Canada, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 71 (444,483)

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Computer-based Trading, Asset Pricing, Institutional Investors, Asset Allocation

4.

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 67 (458,218)
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