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 6 6 8 1,645
A Consistent Test of Stationary Ergodicity 0 0 0 124 5 8 10 458
A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS 0 0 0 0 2 2 3 146
A Taxonomy of Automated Trade Execution Systems 0 0 0 51 2 5 7 510
Automated trade execution systems 0 0 0 0 2 3 6 45
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications 0 0 1 20 2 2 3 228
Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 69 1 7 10 581
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 4 9 12 2,009
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets 0 0 0 0 2 7 10 377
Error correction, forward-looking behavior, and dynamic international money demand 0 0 0 0 4 5 5 703
Financial Market Structure and the Ergocicity of Prices 0 0 1 170 4 5 7 658
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 0 2 3 4 447
Inference in the Explosive First-Order Linear Dynamic Regression Model 0 0 1 36 2 2 4 172
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 1 1 1 818 3 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 2 4 4 833
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 0 0 199 5 12 14 840
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions 0 0 0 129 3 5 5 565
Personal Bankruptcy in the United States 0 0 0 0 2 2 5 807
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 1 3 6 9 914
Regulation of Automated Trading Systems 0 0 0 1 5 7 8 1,198
The Electronic Order Book and Automated Trade Execution in the Furure Market 0 0 0 3 3 4 4 925
The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors 0 0 1 63 1 2 3 202
The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems 0 0 0 0 3 4 5 1,101
Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations 0 0 0 1 2 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 1 7 2,296 70 115 166 17,774


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 3 5 8 97
A consistent nonparametric test of ergodicity for time series with applications 0 0 0 60 17 21 27 273
A model of commercial energy demand 0 0 0 3 1 2 3 24
A taxonomy of automated trade execution systems 0 1 1 299 0 3 5 721
An error-correction approach to money demand: The case of Sudan 0 0 2 203 2 4 9 395
Asset Substitution, Money Demand, and the Inflation Process in Brazil 0 0 1 71 3 5 11 288
Auctions as algorithms: Computerized trade execution and price discovery 0 2 5 352 2 6 17 700
Business Cycles and the Relationship Between Concentration and Price-Cost Margins 0 3 8 453 6 19 33 1,621
Conditional variance and the risk premium in the foreign exchange market 0 0 1 579 7 10 16 1,251
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 2 5 9 214
Determinants of the Consumer Bankruptcy Decision 0 0 2 289 2 4 9 993
Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization 0 0 0 125 1 3 5 337
Equally open and competitive: Regulatory approval of automated trade execution in the futures markets 0 0 0 2 2 3 7 20
Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978 0 0 0 2 5 7 8 281
Industry margins and the business cycle: Some new microeconomic evidence 0 0 1 23 2 2 4 127
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand 0 0 1 487 8 10 15 1,581
Liquidity commonality and return co-movement 0 1 1 166 3 6 7 383
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets 0 0 0 62 3 7 9 255
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 1 3 3 9 3 10 14 38
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 1 254 1 3 6 721
Market Structure and Cyclical Fluctuations in U.S. Manufacturing 0 3 4 263 3 11 19 1,007
Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply 0 0 0 34 3 4 5 199
Misspecified models with dependent observations 0 1 1 128 2 6 12 273
New Directions in Non-linear Estimation with Dependent Observations 0 0 0 3 0 4 7 60
Nonlinear Regression with Dependent Observations 0 0 4 330 2 8 16 861
Oligopoly Supergames: Some Empirical Evidence on Prices and Margins 0 0 0 106 6 10 10 372
On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems 0 0 0 149 0 4 7 503
Order flow and the bid-ask spread: An empirical probability model of screen-based trading 0 1 1 194 4 10 12 512
Personal Liabilities and Bankruptcy Reform: An International Perspective 0 0 0 2 2 5 6 14
Pricing behavior in an off-hours computerized market 0 0 0 46 3 5 6 180
The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility 0 0 0 187 4 5 5 849
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy 1 2 2 8 5 11 15 1,157
The Intertemporal Stability of the Concentration-Margins Relationship 0 0 1 31 7 9 12 171
The mechanics of automated trade execution systems 0 1 1 269 3 8 8 540
Thinking one step ahead: The use of conjectures in competitor analysis 0 0 1 7 0 1 3 27
Trading Patterns and Prices in the Interbank Foreign Exchange Market 0 0 1 289 4 6 10 763
Total Journal Articles 2 18 43 5,590 121 242 375 17,808


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 6 96
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 2 2 5 1 5 6 16
Total Chapters 0 2 3 43 2 9 12 112


Statistics updated 2026-02-12