Ingrid Lo

408 total citations
12 papers, 238 citations indexed

About

Ingrid Lo is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ingrid Lo has authored 12 papers receiving a total of 238 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 6 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Ingrid Lo's work include Financial Markets and Investment Strategies (12 papers), Financial Risk and Volatility Modeling (5 papers) and Corporate Finance and Governance (4 papers). Ingrid Lo is often cited by papers focused on Financial Markets and Investment Strategies (12 papers), Financial Risk and Volatility Modeling (5 papers) and Corporate Finance and Governance (4 papers). Ingrid Lo collaborates with scholars based in Canada, United States and New Zealand. Ingrid Lo's co-authors include George J. Jiang, Adrien Verdelhan, Stephen G. Sápp, Hai Lin and Giorgio Valente and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and Journal of International Money and Finance.

In The Last Decade

Ingrid Lo

12 papers receiving 232 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ingrid Lo Canada	8	217	164	57	39	25	12	238
Johan Knif Finland	10	226 1.0×	199 1.2×	98 1.7×	61 1.6×	14 0.6×	36	276
Natalia Sizova United States	7	242 1.1×	177 1.1×	79 1.4×	20 0.5×	31 1.2×	13	273
Erik Vogt United States	5	206 0.9×	153 0.9×	40 0.7×	41 1.1×	20 0.8×	17	245
Thomas Nitschka Switzerland	8	188 0.9×	191 1.2×	99 1.7×	37 0.9×	16 0.6×	36	258
Andreas Pericli United States	7	323 1.5×	321 2.0×	108 1.9×	30 0.8×	19 0.8×	12	359
Joanna Jasiak Canada	4	191 0.9×	127 0.8×	59 1.0×	22 0.6×	25 1.0×	5	217
Fernando Duarte United States	7	157 0.7×	125 0.8×	81 1.4×	39 1.0×	8 0.3×	18	202
Martijn Boons Netherlands	8	234 1.1×	223 1.4×	122 2.1×	56 1.4×	20 0.8×	21	285
Fabio Moneta Canada	10	225 1.0×	129 0.8×	67 1.2×	99 2.5×	24 1.0×	24	265
Vincent Bogousslavsky United States	8	224 1.0×	170 1.0×	30 0.5×	63 1.6×	47 1.9×	15	250

Countries citing papers authored by Ingrid Lo

Since Specialization

Citations

This map shows the geographic impact of Ingrid Lo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ingrid Lo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ingrid Lo more than expected).

Fields of papers citing papers by Ingrid Lo

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ingrid Lo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ingrid Lo. The network helps show where Ingrid Lo may publish in the future.

Co-authorship network of co-authors of Ingrid Lo

This figure shows the co-authorship network connecting the top 25 collaborators of Ingrid Lo. A scholar is included among the top collaborators of Ingrid Lo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ingrid Lo. Ingrid Lo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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12 of 12 papers shown

Lin, Hai, et al.. (2021). Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. Journal of Banking & Finance. 133. 106252–106252. 8 indexed citations

Jiang, George J., Ingrid Lo, & Giorgio Valente. (2015). High-Frequency Trading in the U.S. Treasury Market: Liquidity and Price Efficiency around Macroeconomic News Announcements. 2 indexed citations

Jiang, George J. & Ingrid Lo. (2014). Private information flow and price discovery in the U.S. treasury market. Journal of Banking & Finance. 47. 118–133. 13 indexed citations

Jiang, George J. & Ingrid Lo. (2012). Intensity of Private Information Flow and Price Discovery in the U.S. Treasury Market. SSRN Electronic Journal. 1 indexed citations

Lo, Ingrid & Stephen G. Sápp. (2010). Order aggressiveness and quantity: How are they determined in a limit order market?. Journal of International Financial Markets Institutions and Money. 20(3). 213–237. 33 indexed citations

Jiang, George J., Ingrid Lo, & Adrien Verdelhan. (2010). Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market. Journal of Financial and Quantitative Analysis. 46(2). 527–551. 132 indexed citations

Jiang, George J., Adrien Verdelhan, & Ingrid Lo. (2008). Information Shocks and Bond Price Jumps Evidence from the U.S. Treasury Market. SSRN Electronic Journal. 2 indexed citations

Lo, Ingrid & Stephen G. Sápp. (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. 27(7). 1056–1073. 16 indexed citations

Lo, Ingrid, Adrien Verdelhan, & George J. Jiang. (2008). Information Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market. SSRN Electronic Journal. 12 indexed citations

10.

Lo, Ingrid & Stephen G. Sápp. (2005). Price Aggressiveness and Quantity: How are They Determined in a Limit Order Market?. SSRN Electronic Journal. 7 indexed citations

11.

Lo, Ingrid. (2004). Portfolio formations can affect asset pricing tests. Journal of Asset Management. 5(3). 203–216. 1 indexed citations

12.

Lo, Ingrid & Stephen G. Sápp. (2003). Order Submission: The Choice between Limit and Market Orders. SSRN Electronic Journal. 11 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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