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 0 2 1,639
A Consistent Test of Stationary Ergodicity 0 0 0 124 0 1 2 450
A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS 0 0 0 0 0 1 1 144
A Taxonomy of Automated Trade Execution Systems 0 0 1 51 0 1 4 505
Automated trade execution systems 0 0 0 0 0 1 4 42
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 1 20 0 0 1 226
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 2 4 5 576
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 3 4 8 2,003
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 0 1 3 370
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 0 0 698
Financial Market Structure and the Ergocicity of Prices 0 0 1 170 1 1 3 654
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 1 1 3 445
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 1 36 0 0 3 170
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 0 0 817 0 3 8 1,732
Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market 0 0 0 166 0 0 0 829
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 0 199 3 4 7 831
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 2 2 2 562
Personal Bankruptcy in the United States 0 0 0 0 0 0 3 805
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 2 4 5 910
Regulation of Automated Trading Systems 0 0 0 1 1 2 2 1,192
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 1 1 2 922
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 63 0 0 1 200
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 1 1 2 1,098
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 6 7 586
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 1 1 19 0 1 1 87
Total Working Papers 0 1 7 2,295 17 39 79 17,676


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 2 4 93
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 0 1 6 252
A model of commercial energy demand 0 0 0 3 1 2 2 23
A taxonomy of automated trade execution systems 1 1 1 299 1 1 3 719
An error-correction approach to money demand: The case of Sudan 0 1 2 203 1 4 6 392
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 71 0 2 6 283
Auctions as algorithms: Computerized trade execution and price discovery 2 3 5 352 2 5 15 696
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 0 2 5 450 4 10 19 1,606
Conditional variance and the risk premium in the foreign exchange market 0 0 2 579 2 4 13 1,243
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 1 2 5 210
Determinants of the Consumer Bankruptcy Decision 0 0 2 289 0 0 6 989
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 0 0 2 334
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 1 2 5 18
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 1 2 2 2 4 276
Industry margins and the business cycle: Some new microeconomic evidence 0 0 1 23 0 0 3 125
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 0 1 487 0 1 6 1,571
Liquidity commonality and return co-movement 1 1 1 166 3 4 5 380
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 1 2 3 249
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 1 1 1 7 6 7 12 34
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 1 1 254 1 2 4 719
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 2 2 3 262 5 6 14 1,001
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 0 0 1 195
Misspecified models with dependent observations 0 0 0 127 2 3 9 269
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 1 1 4 57
Nonlinear Regression with Dependent Observations 0 1 4 330 1 3 12 854
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 1 106 2 2 4 364
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 1 1 4 500
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 0 193 3 4 5 505
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 2 3 3 11
Pricing behavior in an off-hours computerized market 0 0 0 46 1 1 2 176
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 0 187 0 0 0 844
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 1 1 1 7 1 3 5 1,147
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 1 31 1 2 5 163
The mechanics of automated trade execution systems 1 1 2 269 4 4 5 536
Thinking one step ahead: The use of conjectures in competitor analysis 0 1 1 7 0 2 2 26
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 2 289 2 2 9 759
Total Journal Articles 9 16 39 5,581 53 90 213 17,619


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 1 38 2 4 4 94
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 1 1 1 4 3 4 4 14
Total Chapters 1 2 2 42 5 8 8 108


Statistics updated 2025-12-06