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 0 424 0 1 11 1,650
A Consistent Test of Stationary Ergodicity 0 0 0 124 0 0 13 462
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 7 512
Automated trade execution systems 0 0 0 0 1 1 7 48
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 0 20 1 1 5 231
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 0 0 23 595
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 0 2 14 2,013
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 1 1 14 383
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 1 7 705
Financial Market Structure and the Ergocicity of Prices 0 0 0 170 0 0 11 664
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 0 0 10 454
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 0 36 0 0 7 177
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 0 2 819 0 0 15 1,745
Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market 0 0 0 166 0 0 7 836
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 1 200 1 4 22 849
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 0 0 9 569
Personal Bankruptcy in the United States 0 0 0 0 0 0 8 813
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 0 0 11 918
Regulation of Automated Trading Systems 0 0 0 1 0 1 15 1,205
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 0 0 5 926
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 64 0 0 5 205
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 1 1 8 1,105
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 0 7 591
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 1 19 0 1 4 90
Total Working Papers 0 0 5 2,299 6 15 248 17,892


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 0 0 12 103
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 0 2 34 286
A model of commercial energy demand 0 0 0 3 0 0 5 26
A taxonomy of automated trade execution systems 0 0 1 299 2 2 10 728
An error-correction approach to money demand: The case of Sudan 1 1 3 205 1 1 11 399
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 0 71 0 0 11 292
Auctions as algorithms: Computerized trade execution and price discovery 0 0 2 352 0 0 11 703
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 0 0 5 455 0 2 33 1,633
Conditional variance and the risk premium in the foreign exchange market 0 0 0 579 0 2 21 1,261
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 1 2 11 219
Determinants of the Consumer Bankruptcy Decision 0 0 0 289 0 1 12 1,001
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 2 2 127 0 2 8 342
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 1 1 12 28
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 2 0 0 12 286
Industry margins and the business cycle: Some new microeconomic evidence 0 0 0 23 0 0 3 128
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 0 0 487 0 0 13 1,583
Liquidity commonality and return co-movement 0 0 1 166 0 1 11 387
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 1 3 16 263
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 0 4 10 2 3 14 42
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 0 254 2 3 8 726
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 4 264 0 1 20 1,015
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 0 1 7 202
Misspecified models with dependent observations 0 2 4 131 0 3 12 278
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 0 6 62
Nonlinear Regression with Dependent Observations 0 0 2 331 1 1 14 865
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 1 107 1 1 17 379
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 1 2 9 508
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 1 194 0 1 21 522
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 1 3 0 0 15 23
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 1 1 188 1 3 14 858
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 0 2 8 0 0 16 1,160
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 0 31 1 2 16 177
The mechanics of automated trade execution systems 0 0 2 270 2 5 16 548
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 1 7 0 0 7 31
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 0 289 0 0 11 768
Total Journal Articles 1 6 37 5,606 17 45 474 18,012


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 39 0 0 7 98
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 0 3 6 0 1 14 24
Total Chapters 0 0 4 45 0 1 21 122


Statistics updated 2026-10-11