Access Statistics for Ian Domowitz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Nonparametric Test of Ergodicity for Time Series with Applications 0 0 1 424 0 8 10 1,647
A Consistent Test of Stationary Ergodicity 0 0 0 124 1 6 11 459
A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS 0 0 0 0 0 2 3 146
A Taxonomy of Automated Trade Execution Systems 0 0 0 51 0 2 7 510
Automated trade execution systems 0 0 0 0 1 3 6 46
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 1 20 1 3 4 229
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 1 7 15 587
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 1 6 14 2,011
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 0 2 9 377
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 4 5 703
Financial Market Structure and the Ergocicity of Prices 0 0 1 170 0 5 8 659
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 1 5 7 450
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 1 36 0 2 3 172
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 1 1 818 0 3 10 1,735
Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market 0 0 0 166 0 3 5 834
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 1 1 200 0 8 17 843
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 0 4 6 566
Personal Bankruptcy in the United States 0 0 0 0 1 3 5 808
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 1 6 11 917
Regulation of Automated Trading Systems 0 0 0 1 1 10 13 1,203
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 0 4 5 926
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 63 0 1 3 202
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 1 5 7 1,103
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 2 4 11 590
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 1 19 2 2 3 89
Total Working Papers 0 2 8 2,297 14 108 198 17,812


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Test of Stationary-Ergodicity 0 0 0 18 1 5 10 99
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 1 19 27 275
A model of commercial energy demand 0 0 0 3 0 2 4 25
A taxonomy of automated trade execution systems 0 0 1 299 1 2 6 723
An error-correction approach to money demand: The case of Sudan 0 0 1 203 0 2 8 395
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 71 1 5 13 290
Auctions as algorithms: Computerized trade execution and price discovery 0 0 5 352 0 3 15 701
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 1 1 8 454 3 12 37 1,627
Conditional variance and the risk premium in the foreign exchange market 0 0 1 579 2 13 22 1,257
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 0 3 7 215
Determinants of the Consumer Bankruptcy Decision 0 0 2 289 0 4 9 995
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 0 2 5 338
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 3 5 9 23
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 2 0 7 10 283
Industry margins and the business cycle: Some new microeconomic evidence 0 0 1 23 0 2 4 127
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 0 1 487 0 9 15 1,582
Liquidity commonality and return co-movement 0 0 1 166 0 3 7 383
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 0 4 10 256
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 1 3 9 0 3 14 38
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 1 254 1 2 6 722
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 4 263 2 5 19 1,009
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 1 4 6 200
Misspecified models with dependent observations 0 0 1 128 0 2 10 273
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 0 6 60
Nonlinear Regression with Dependent Observations 0 0 3 330 0 2 15 861
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 106 1 8 12 374
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 1 1 6 504
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 1 194 0 5 13 513
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 0 6 10 18
Pricing behavior in an off-hours computerized market 0 0 0 46 0 3 5 180
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 0 187 0 6 7 851
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 1 2 8 1 7 16 1,159
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 0 31 1 8 12 172
The mechanics of automated trade execution systems 0 1 2 270 1 5 10 542
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 1 7 0 2 5 29
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 1 289 0 5 10 764
Total Journal Articles 1 4 41 5,592 21 176 400 17,863


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems 0 1 2 39 0 2 7 97
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 0 2 5 0 3 8 18
Total Chapters 0 1 4 44 0 5 15 115


Statistics updated 2026-04-09