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 8 10 1,647
A Consistent Test of Stationary Ergodicity 0 0 0 124 0 8 10 458
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 5 7 510
Automated trade execution systems 0 0 0 0 0 3 5 45
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 1 20 0 2 3 228
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 5 10 14 586
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 1 7 13 2,010
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 0 7 10 377
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 5 5 703
Financial Market Structure and the Ergocicity of Prices 0 0 1 170 1 5 8 659
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 2 4 6 449
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 1 5 5 834
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 1 1 1 200 3 12 17 843
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 1 4 6 566
Personal Bankruptcy in the United States 0 0 0 0 0 2 5 807
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 2 6 10 916
Regulation of Automated Trading Systems 0 0 0 1 4 10 12 1,202
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 1 4 5 926
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 63 0 2 3 202
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 1 4 6 1,102
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 2 9 588
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 1 19 0 0 1 87
Total Working Papers 1 2 8 2,297 24 122 186 17,798


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 9 98
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 1 22 27 274
A model of commercial energy demand 0 0 0 3 1 2 4 25
A taxonomy of automated trade execution systems 0 0 1 299 1 3 6 722
An error-correction approach to money demand: The case of Sudan 0 0 1 203 0 3 8 395
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 71 1 6 12 289
Auctions as algorithms: Computerized trade execution and price discovery 0 0 5 352 1 5 15 701
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 0 3 8 453 3 18 36 1,624
Conditional variance and the risk premium in the foreign exchange market 0 0 1 579 4 12 20 1,255
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 1 5 10 215
Determinants of the Consumer Bankruptcy Decision 0 0 2 289 2 6 9 995
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 1 4 5 338
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 0 2 6 20
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 2 2 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 1 11 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 1 7 10 256
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 2 3 9 0 4 14 38
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 1 254 0 2 5 721
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 1 4 263 0 6 18 1,007
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 0 4 5 199
Misspecified models with dependent observations 0 1 1 128 0 4 11 273
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 3 7 60
Nonlinear Regression with Dependent Observations 0 0 3 330 0 7 15 861
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 106 1 9 11 373
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 0 3 6 503
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 1 1 194 1 8 13 513
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 4 7 10 18
Pricing behavior in an off-hours computerized market 0 0 0 46 0 4 6 180
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 0 187 2 7 7 851
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 1 2 8 1 11 16 1,158
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 0 31 0 8 11 171
The mechanics of automated trade execution systems 1 1 2 270 1 5 9 541
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 1 7 2 3 5 29
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 1 289 1 5 10 764
Total Journal Articles 1 10 41 5,591 34 223 392 17,842


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 1 1 2 39 1 3 7 97
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 1 2 5 2 4 8 18
Total Chapters 1 2 4 44 3 7 15 115


Statistics updated 2026-03-04