[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/e/pdo3.html
   My authors  Follow this author

Ian Domowitz

(We have lost contact with this author. Please ask them to update the entry or send us the correct address or status for this person. Thank you.)

Personal Details

First Name:Ian
Middle Name:
Last Name:Domowitz
Suffix:
RePEc Short-ID:pdo3
The above email address does not seem to be valid anymore. Please ask Ian Domowitz to update the entry or send us the correct address or status for this person. Thank you.
212 588 4000

Affiliation

Investment Technology Group, Inc.

http://www.itg.com
USA, New York

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ian Domowitz & Jack Glen & Ananth Madhavan, 2000. "Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time," William Davidson Institute Working Papers Series 322, William Davidson Institute at the University of Michigan.
  2. Coppejans, Mark & Domowitz, Ian, 1997. "Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions," Working Papers 97-04, Duke University, Department of Economics.
  3. Coppejans, Mark & Domowitz, Ian, 1997. "Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market," Working Papers 97-08, Duke University, Department of Economics.
  4. Domowitz, I. & El-Gamal, M.A., 1997. "A Consistent Nonparametric Test of Ergodicity for Time Series with Applications," Working papers 9716, Wisconsin Madison - Social Systems.
  5. Domowitz, I. El-Gamal, M., 1997. "Financial Market Structure and the Ergocicity of Prices," Working papers 9719, Wisconsin Madison - Social Systems.
  6. Domowitz, Ian & El-Gamal, Mahmoud A., 1993. "A Consistent Test of Stationary Ergodicity," Working Papers 794, California Institute of Technology, Division of the Humanities and Social Sciences.
  7. Mr. Ian Domowitz, 1992. "A Taxonomy of Automated Trade Execution Systems," IMF Working Papers 1992/076, International Monetary Fund.
  8. Mr. Ian Domowitz, 1992. "Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications," IMF Working Papers 1992/080, International Monetary Fund.
  9. Wang, J. & Domowitz, I., 1991. "The Electronic Order Book and Automated Trade Execution in the Furure Market," Papers 219, Columbia - Center for Futures Markets.
  10. Domowitz, I., 1991. "Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets," Papers 214, Columbia - Center for Futures Markets.
  11. Ian Domowitz, 1990. "Automated trade execution systems," Proceedings 273, Federal Reserve Bank of Chicago.
  12. Domowitz, I. & El-Gamal, M., 1988. "A Test Of The Harris Ergodicity Of Stationary Dynamical Economic Models," RCER Working Papers 157, University of Rochester - Center for Economic Research (RCER).
  13. Ian Domowitz & Craig S. Hakkio, 1986. "Error correction, forward-looking behavior, and dynamic international money demand," Research Working Paper 86-01, Federal Reserve Bank of Kansas City.
  14. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1986. "Market Structure and Cyclical Fluctuations in U.S. Manufacturing," NBER Working Papers 2115, National Bureau of Economic Research, Inc.
  15. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1986. "Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins," NBER Working Papers 2057, National Bureau of Economic Research, Inc.
  16. Ian Domowitz & Lars Muus, 1985. "Inference in the Explosive First-Order Linear Dynamic Regression Model," Discussion Papers 672, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  17. Ian Domowitz, 1982. "The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors," Discussion Papers 543, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  18. Ian Domowitz, 1982. "Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models," Discussion Papers 545, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  19. Michelle Alexopoulos & Ian Domowitz, "undated". "Personal Liabilities and Bankruptcy Reform: An International Perspective," IPR working papers 98-8, Institute for Policy Resarch at Northwestern University.
  20. Ian Domowitz & Jack Glen & Ananth Madhavan, "undated". "Country and Currency Risk Premia in an Emerging Market," IPR working papers 97-26, Institute for Policy Resarch at Northwestern University.
  21. Ian Domowitz & Ruben Lee, "undated". "Regulation of Automated Trading Systems," IPR working papers 96-30, Institute for Policy Resarch at Northwestern University.
  22. Ian Domowitz & Elie Tamer, "undated". "Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations," IPR working papers 97-25, Institute for Policy Resarch at Northwestern University.
  23. Ian Domowitz & Robert L. Sartain, "undated". "Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978," IPR working papers 98-7, Institute for Policy Resarch at Northwestern University.
  24. Ian Domowitz & Ruben Lee, "undated". "The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems," IPR working papers 96-19, Institute for Policy Resarch at Northwestern University.
  25. Ian Domowitz, "undated". "Personal Bankruptcy in the United States," IPR working papers 96-24, Institute for Policy Resarch at Northwestern University.

Articles

  1. Domowitz, Ian & Hansch, Oliver & Wang, Xiaoxin, 2005. "Liquidity commonality and return co-movement," Journal of Financial Markets, Elsevier, vol. 8(4), pages 351-376, November.
  2. Ian Domowitz, 2002. "Liquidity, Transaction Costs, and Reintermediation in Electronic Markets," Journal of Financial Services Research, Springer;Western Finance Association, vol. 22(1), pages 141-157, August.
  3. Ian Domowitz & Jack Glen & Ananth Madhavan, 2001. "Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time," International Finance, Wiley Blackwell, vol. 4(2), pages 221-255.
  4. Ian Domowitz & Ruben Lee, 2001. "On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems," International Finance, Wiley Blackwell, vol. 4(2), pages 279-302.
  5. Domowitz, Ian & El-Gamal, Mahmoud A., 2001. "A consistent nonparametric test of ergodicity for time series with applications," Journal of Econometrics, Elsevier, vol. 102(2), pages 365-398, June.
  6. Mark Coppejans & Ian Domowitz, 2000. "The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility," International Finance, Wiley Blackwell, vol. 3(1), pages 95-122, April.
  7. Coppejans, Mark & Domowitz, Ian, 1999. "Pricing behavior in an off-hours computerized market," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 583-607, December.
  8. Ian Domowitz & Robert L. Sartain, 1999. "Determinants of the Consumer Bankruptcy Decision," Journal of Finance, American Finance Association, vol. 54(1), pages 403-420, February.
  9. Domowitz, Ian & Sartain, Robert L, 1999. "Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978," The Journal of Legal Studies, University of Chicago Press, vol. 28(2), pages 461-487, June.
  10. Michelle Alexopoulos & Ian Domowitz, 1998. "Personal Liabilities and Bankruptcy Reform: An International Perspective," International Finance, Wiley Blackwell, vol. 1(1), pages 127-159, October.
  11. Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 1998. "Country and Currency Risk Premia in an Emerging Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(2), pages 189-216, June.
  12. Bollerslev, Tim & Domowitz, Ian & Wang, Jianxin, 1997. "Order flow and the bid-ask spread: An empirical probability model of screen-based trading," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1471-1491, June.
  13. Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 1997. "Market Segmentation and Stock Prices: Evidence from an Emerging Market," Journal of Finance, American Finance Association, vol. 52(3), pages 1059-1085, July.
  14. Domowitz, Ian, 1995. "Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 163-175.
  15. Domowitz, Ian & Wang, Jianxin, 1994. "Auctions as algorithms : Computerized trade execution and price discovery," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 29-60, January.
  16. Domowitz, Ian & El-Gamal, Mahmoud A., 1993. "A Consistent Test of Stationary-Ergodicity," Econometric Theory, Cambridge University Press, vol. 9(4), pages 589-601, August.
  17. Domowitz, Ian, 1993. "A taxonomy of automated trade execution systems," Journal of International Money and Finance, Elsevier, vol. 12(6), pages 607-631, December.
  18. Ian Domowitz, 1993. "Equally open and competitive: Regulatory approval of automated trade execution in the futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(1), pages 93-113, February.
  19. Domowitz, Ian & Hubbard, R Glenn & Petersen, Bruce C, 1993. "Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 734-735, November.
  20. Domowitz, Ian & Eovaldi, Thomas L, 1993. "The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy," Journal of Law and Economics, University of Chicago Press, vol. 36(2), pages 803-835, October.
  21. Bollerslev, Tim & Domowitz, Ian, 1993. "Trading Patterns and Prices in the Interbank Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 48(4), pages 1421-1443, September.
  22. Domowitz, Ian, 1990. "The mechanics of automated trade execution systems," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 167-194, June.
  23. Domowitz, Ian & Hakkio, Craig S, 1990. "Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(1), pages 29-46, January-M.
  24. Calomiris, Charles W & Domowitz, Ian, 1989. "Asset Substitution, Money Demand, and the Inflation Process in Brazil," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 78-89, February.
  25. Domowitz, Ian & Hubbard, R Glenn & Petersen, Bruce C, 1988. "Market Structure and Cyclical Fluctuations in U.S. Manufacturing," The Review of Economics and Statistics, MIT Press, vol. 70(1), pages 55-66, February.
  26. Raphael Amit & Ian Domowitz & Chaim Fershtman, 1988. "Thinking one step ahead: The use of conjectures in competitor analysis," Strategic Management Journal, Wiley Blackwell, vol. 9(5), pages 431-442, September.
  27. Domowitz, Ian & Hubbard, R Glenn & Petersen, Bruce C, 1987. "Oligopoly Supergames: Some Empirical Evidence on Prices and Margins," Journal of Industrial Economics, Wiley Blackwell, vol. 35(4), pages 379-398, June.
  28. Domowitz, Ian & Elbadawi, Ibrahim, 1987. "An error-correction approach to money demand : The case of Sudan," Journal of Development Economics, Elsevier, vol. 26(2), pages 257-275, August.
  29. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1986. "Business Cycles and the Relationship Between Concentration and Price-Cost Margins," RAND Journal of Economics, The RAND Corporation, vol. 17(1), pages 1-17, Spring.
  30. Domowitz, Ian & Hubbard, R Glenn & Petersen, Bruce C, 1986. "The Intertemporal Stability of the Concentration-Margins Relationship," Journal of Industrial Economics, Wiley Blackwell, vol. 35(1), pages 13-34, September.
  31. Domowitz, Ian & Hubbard, R. Glenn & Petersen, Bruce C., 1985. "Industry margins and the business cycle : Some new microeconomic evidence," Economics Letters, Elsevier, vol. 19(1), pages 73-77.
  32. Domowitz, Ian & Hakkio, Craig S., 1985. "Conditional variance and the risk premium in the foreign exchange market," Journal of International Economics, Elsevier, vol. 19(1-2), pages 47-66, August.
  33. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
  34. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-161, January.
  35. Domowitz, Ian & White, Halbert, 1982. "Misspecified models with dependent observations," Journal of Econometrics, Elsevier, vol. 20(1), pages 35-58, October.
  36. Domowitz, Ian & McMenamin, Stuart, 1981. "A model of commercial energy demand," Energy, Elsevier, vol. 6(12), pages 1451-1465.

Chapters

  1. Mark Coppejans & Ian Domowitz & Ananth Madhavan, 2006. "Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice," World Scientific Book Chapters, in: Ivan E Brick & Tavy Ronen & Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting Essays in Microstructure in Honor of David K Whitcomb, chapter 2, pages 19-37, World Scientific Publishing Co. Pte. Ltd..
  2. Ian Domowitz, 1996. "An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems," NBER Chapters, in: The Industrial Organization and Regulation of the Securities Industry, pages 93-124, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Number of Authors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. h-index
  13. Number of Registered Citing Authors
  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Number of Journal Pages, Weighted by Simple Impact Factor
  16. Number of Journal Pages, Weighted by Recursive Impact Factor
  17. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  19. Euclidian citation score
  20. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. University of Connecticut Economics BA Alumni

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ian Domowitz should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.