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 3 4 5 453
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 3 3 7 508
Automated trade execution systems 0 0 0 0 1 2 5 43
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 4 8 9 580
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 2 6 10 2,005
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 5 6 8 375
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 1 1 1 699
Financial Market Structure and the Ergocicity of Prices 0 0 1 170 0 1 3 654
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 0 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 2 8 1,732
Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market 0 0 0 166 2 2 2 831
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 0 199 4 8 9 835
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 0 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 1 4 6 911
Regulation of Automated Trading Systems 0 0 0 1 1 3 3 1,193
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 0 1 1 922
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 63 1 1 2 201
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 0 1 2 1,098
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 2 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 28 60 104 17,704


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 3 5 94
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 4 4 10 256
A model of commercial energy demand 0 0 0 3 0 2 2 23
A taxonomy of automated trade execution systems 0 1 1 299 2 3 5 721
An error-correction approach to money demand: The case of Sudan 0 1 2 203 1 5 7 393
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 71 2 4 8 285
Auctions as algorithms: Computerized trade execution and price discovery 0 2 5 352 2 6 16 698
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 3 3 8 453 9 15 27 1,615
Conditional variance and the risk premium in the foreign exchange market 0 0 1 579 1 4 10 1,244
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 2 4 7 212
Determinants of the Consumer Bankruptcy Decision 0 0 2 289 2 2 7 991
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 2 2 4 336
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 0 2 5 18
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 2 0 2 3 276
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 2 3 8 1,573
Liquidity commonality and return co-movement 0 1 1 166 0 4 5 380
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 3 5 6 252
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 1 2 2 8 1 7 13 35
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 1 254 1 2 5 720
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 1 3 4 263 3 9 16 1,004
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 1 1 2 196
Misspecified models with dependent observations 1 1 1 128 2 5 10 271
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 3 4 7 60
Nonlinear Regression with Dependent Observations 0 1 4 330 5 8 15 859
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 1 106 2 4 5 366
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 3 4 7 503
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 1 1 1 194 3 7 8 508
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 1 4 4 12
Pricing behavior in an off-hours computerized market 0 0 0 46 1 2 3 177
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 0 187 1 1 1 845
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 1 1 7 5 8 10 1,152
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 1 31 1 3 6 164
The mechanics of automated trade execution systems 0 1 1 269 1 5 5 537
Thinking one step ahead: The use of conjectures in competitor analysis 0 1 1 7 1 3 3 27
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 1 289 0 2 7 759
Total Journal Articles 7 19 42 5,588 68 149 265 17,687


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 38 1 4 5 95
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 1 2 2 5 1 5 5 15
Total Chapters 1 2 3 43 2 9 10 110


Statistics updated 2026-01-09