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 2 4 12 1,649
A Consistent Test of Stationary Ergodicity 0 0 0 124 2 3 13 461
A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS 0 0 0 0 0 0 3 146
A Taxonomy of Automated Trade Execution Systems 0 0 0 51 1 1 8 511
Automated trade execution systems 0 0 0 0 1 2 7 47
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 0 20 0 1 3 229
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 7 13 22 594
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 0 2 12 2,011
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 4 4 13 381
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 0 5 703
Financial Market Structure and the Ergocicity of Prices 0 0 1 170 4 5 12 663
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 4 7 11 454
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 1 36 4 4 7 176
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 0 1 818 7 7 17 1,742
Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market 0 0 0 166 2 3 7 836
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 1 1 200 1 4 18 844
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 2 3 8 568
Personal Bankruptcy in the United States 0 0 0 0 3 4 8 811
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 1 4 12 918
Regulation of Automated Trading Systems 0 0 0 1 1 6 14 1,204
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 0 1 5 926
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 63 1 1 4 203
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 0 2 7 1,103
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 2 11 590
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 1 19 0 2 3 89
Total Working Papers 0 1 7 2,297 47 85 242 17,859


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 2 4 12 101
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 8 10 35 283
A model of commercial energy demand 0 0 0 3 0 1 4 25
A taxonomy of automated trade execution systems 0 0 1 299 2 4 8 725
An error-correction approach to money demand: The case of Sudan 0 0 1 203 2 2 10 397
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 71 2 4 15 292
Auctions as algorithms: Computerized trade execution and price discovery 0 0 3 352 1 2 13 702
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 0 1 8 454 0 6 37 1,627
Conditional variance and the risk premium in the foreign exchange market 0 0 1 579 1 7 23 1,258
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 1 2 8 216
Determinants of the Consumer Bankruptcy Decision 0 0 1 289 1 3 9 996
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 2 3 7 340
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 3 6 12 26
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 2 3 5 13 286
Industry margins and the business cycle: Some new microeconomic evidence 0 0 1 23 1 1 5 128
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 0 1 487 1 2 16 1,583
Liquidity commonality and return co-movement 0 0 1 166 0 0 7 383
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 1 2 11 257
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 0 3 9 0 0 13 38
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 1 254 1 2 7 723
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 3 263 2 4 20 1,011
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 1 2 7 201
Misspecified models with dependent observations 1 1 2 129 2 2 11 275
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 2 2 8 62
Nonlinear Regression with Dependent Observations 0 0 3 330 1 1 15 862
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 106 0 2 12 374
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 1 2 7 505
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 1 194 5 6 18 518
Personal Liabilities and Bankruptcy Reform: An International Perspective 1 1 1 3 4 8 14 22
Pricing behavior in an off-hours computerized market 0 0 0 46 0 0 5 180
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 0 187 4 6 11 855
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 0 2 8 0 2 16 1,159
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 0 31 3 4 15 175
The mechanics of automated trade execution systems 0 1 2 270 1 3 11 543
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 0 289 2 3 11 766
Total Journal Articles 2 4 38 5,594 60 115 451 17,923


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 1 2 8 98
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 0 2 5 4 6 12 22
Total Chapters 0 1 4 44 5 8 20 120


Statistics updated 2026-05-06