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 1 2 422 0 2 13 1,626
A Consistent Test of Stationary Ergodicity 0 0 0 124 0 0 2 443
A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS 0 0 0 0 0 0 3 141
A Taxonomy of Automated Trade Execution Systems 0 1 4 49 1 2 11 492
Automated trade execution systems 0 0 0 0 1 2 4 33
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 0 18 1 1 3 215
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 67 0 0 6 567
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 0 13 30 1,982
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 0 0 2 364
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 2 2 693
Financial Market Structure and the Ergocicity of Prices 0 0 0 167 0 0 3 643
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 0 0 1 441
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 1 35 1 2 6 164
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 1 5 804 2 6 14 1,695
Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market 1 2 2 166 1 2 4 823
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 1 196 0 2 11 814
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 127 1 1 9 552
Personal Bankruptcy in the United States 0 0 0 0 2 2 3 793
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 1 2 4 899
Regulation of Automated Trading Systems 0 0 0 1 1 2 19 1,176
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 0 1 6 916
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 0 59 0 0 1 194
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 0 1 2 1,091
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 2 12 553
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 1 18 0 1 3 83
Total Working Papers 1 5 16 2,260 12 46 174 17,393


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 17 0 0 2 84
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 56 1 1 3 233
A model of commercial energy demand 0 0 0 2 0 0 0 18
A taxonomy of automated trade execution systems 0 0 3 294 0 1 6 693
An error-correction approach to money demand: The case of Sudan 2 3 7 187 2 9 18 358
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 61 1 1 2 256
Auctions as algorithms: Computerized trade execution and price discovery 1 2 8 332 3 4 21 654
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 1 7 15 412 4 20 59 1,497
Conditional variance and the risk premium in the foreign exchange market 0 2 16 558 1 4 31 1,186
Country and Currency Risk Premia in an Emerging Market 0 1 3 87 0 4 10 196
Determinants of the Consumer Bankruptcy Decision 0 1 5 273 1 17 68 922
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 3 122 0 1 6 318
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 1 1 1 2 7
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 1 0 0 0 271
Industry margins and the business cycle: Some new microeconomic evidence 0 0 0 21 0 0 0 120
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 1 5 481 0 1 15 1,551
Liquidity commonality and return co-movement 0 0 2 159 1 1 9 362
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 1 58 0 1 5 215
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 1 3 3 0 1 6 6
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 2 6 246 1 6 19 695
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 1 8 244 1 4 29 951
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 2 27 0 1 7 177
Misspecified models with dependent observations 0 2 6 114 0 2 13 235
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 0 0 50
Nonlinear Regression with Dependent Observations 1 1 5 304 1 1 16 801
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 1 104 1 2 4 344
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 147 1 1 7 489
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 2 185 2 2 12 478
Personal Liabilities and Bankruptcy Reform: An International Perspective 1 1 1 1 1 4 5 5
Pricing behavior in an off-hours computerized market 0 0 0 45 4 6 18 131
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 2 185 0 0 4 806
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 0 0 4 0 0 3 1,139
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 1 29 0 3 6 151
The mechanics of automated trade execution systems 0 1 2 264 0 1 6 520
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 2 2 0 2 5 9
Trading Patterns and Prices in the Interbank Foreign Exchange Market 2 6 12 264 3 11 26 709
Total Journal Articles 8 32 122 5,293 30 113 443 16,637


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 0 1 36 1 1 7 83
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 0 0 0 0 0 2 2
Total Chapters 0 0 1 36 1 1 9 85


Statistics updated 2021-07-05