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 1 424 0 1 2 1,639
A Consistent Test of Stationary Ergodicity 0 0 0 124 0 1 1 449
A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS 0 0 0 0 0 0 0 143
A Taxonomy of Automated Trade Execution Systems 0 0 1 51 1 1 4 505
Automated trade execution systems 0 0 0 0 0 0 3 41
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 0 0 1 572
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 0 0 5 1,999
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 0 0 2 369
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 0 0 2 653
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 0 1 2 444
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 3 817 1 3 9 1,730
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 0 0 3 827
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 0 0 0 560
Personal Bankruptcy in the United States 0 0 0 0 0 1 3 805
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 1 1 2 907
Regulation of Automated Trading Systems 0 0 0 1 0 0 0 1,190
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 0 0 1 921
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 1 1 63 0 1 1 200
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 0 0 1 1,097
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 4 4 5 584
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 0 18 0 0 0 86
Total Working Papers 0 2 9 2,294 7 14 51 17,644


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 2 2 91
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 1 4 6 252
A model of commercial energy demand 0 0 0 3 0 0 0 21
A taxonomy of automated trade execution systems 0 0 0 298 0 1 2 718
An error-correction approach to money demand: The case of Sudan 0 0 3 202 0 1 4 388
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 3 71 0 2 8 281
Auctions as algorithms: Computerized trade execution and price discovery 1 1 5 350 1 1 15 692
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 2 3 5 450 4 6 14 1,600
Conditional variance and the risk premium in the foreign exchange market 0 0 3 579 1 3 12 1,240
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 0 0 3 208
Determinants of the Consumer Bankruptcy Decision 0 1 3 289 0 2 12 989
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 0 1 3 334
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 0 0 3 16
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 1 2 0 1 2 274
Industry margins and the business cycle: Some new microeconomic evidence 0 1 1 23 0 2 3 125
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 1 2 487 0 2 6 1,570
Liquidity commonality and return co-movement 0 0 0 165 0 0 1 376
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 0 1 6 247
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 0 0 6 1 1 7 28
Market Segmentation and Stock Prices: Evidence from an Emerging Market 1 1 1 254 1 1 3 718
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 2 260 0 2 10 995
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 0 1 1 195
Misspecified models with dependent observations 0 0 0 127 0 1 7 266
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 2 3 56
Nonlinear Regression with Dependent Observations 0 2 5 329 0 3 11 851
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 1 106 0 0 3 362
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 0 1 3 499
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 1 193 0 1 3 501
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 0 0 0 8
Pricing behavior in an off-hours computerized market 0 0 0 46 0 0 2 175
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 1 187 0 0 8 844
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 0 1 6 0 1 3 1,144
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 1 31 0 1 3 161
The mechanics of automated trade execution systems 0 0 2 268 0 0 3 532
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 1 6 0 0 1 24
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 2 289 0 1 7 757
Total Journal Articles 4 10 44 5,569 9 45 180 17,538


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 1 38 1 1 1 91
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 0 0 3 0 0 0 10
Total Chapters 1 1 1 41 1 1 1 101


Statistics updated 2025-10-06