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 0 423 0 0 1 1,637
A Consistent Test of Stationary Ergodicity 0 0 0 124 0 0 0 448
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 1 1 51 0 2 4 503
Automated trade execution systems 0 0 0 0 1 2 2 40
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 0 19 0 0 0 225
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 1 1 1 572
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 0 2 3 1,997
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 0 0 0 367
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 0 0 1 698
Financial Market Structure and the Ergocicity of Prices 0 0 1 169 0 0 3 651
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 0 1 1 443
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 0 35 1 2 2 169
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 0 5 817 0 1 11 1,725
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 1 199 0 2 3 826
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 1 129 0 0 1 560
Personal Bankruptcy in the United States 0 0 0 0 0 0 0 802
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 1 1 2 906
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 1 1 921
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 0 62 0 0 0 199
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 0 0 0 1,096
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 0 0 0 579
Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models 0 0 0 18 0 0 1 86
Total Working Papers 0 1 9 2,289 4 15 37 17,612


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 0 89
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 1 1 3 247
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 0 1 716
An error-correction approach to money demand: The case of Sudan 1 1 7 202 1 1 14 387
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 2 70 0 0 7 277
Auctions as algorithms: Computerized trade execution and price discovery 0 0 3 347 3 5 11 686
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 0 0 3 445 0 1 9 1,588
Conditional variance and the risk premium in the foreign exchange market 0 1 2 578 0 5 8 1,235
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 0 0 1 205
Determinants of the Consumer Bankruptcy Decision 0 0 1 287 2 3 10 986
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 1 1 2 333
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 1 1 1 14
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 1 1 2 0 1 1 273
Industry margins and the business cycle: Some new microeconomic evidence 0 0 0 22 0 1 1 123
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 0 4 486 1 2 7 1,567
Liquidity commonality and return co-movement 0 0 1 165 0 1 2 376
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 1 62 0 0 13 246
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 0 0 6 0 2 4 24
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 0 253 1 1 4 716
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 2 259 1 2 9 989
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 0 0 3 194
Misspecified models with dependent observations 0 0 3 127 1 2 7 262
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 0 0 53
Nonlinear Regression with Dependent Observations 1 1 8 327 1 4 14 846
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 1 1 106 0 2 6 362
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 1 1 3 497
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 0 2 193 0 0 5 500
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 0 0 2 8
Pricing behavior in an off-hours computerized market 0 0 0 46 0 0 2 174
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 1 187 0 0 12 844
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 0 0 1 6 0 0 1 1,142
The Intertemporal Stability of the Concentration-Margins Relationship 1 1 2 31 1 2 4 160
The mechanics of automated trade execution systems 0 1 4 268 0 1 8 532
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 2 6 0 0 5 24
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 1 1 288 1 4 6 754
Total Journal Articles 3 8 52 5,550 17 44 186 17,450


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 0 37 0 0 1 90
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 0 0 3 0 0 0 10
Total Chapters 0 0 0 40 0 0 1 100


Statistics updated 2025-03-03