Ingrid Lo

Bank of Canada

Senior Economist

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

660

SSRN CITATIONS
Rank 31,684

SSRN RANKINGS

Top 31,684

in Total Papers Citations

32

CROSSREF CITATIONS

2

Scholarly Papers (3)

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 411 (134,056)
Citation 5

Abstract:

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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
Washington State University, Bank of Canada and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 157 (347,164)
Citation 30

Abstract:

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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 92 (516,453)
Citation 3

Abstract:

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