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Ian Domowitz

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Personal Details

First Name: Ian
Middle Name:
Last Name: Domowitz
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RePEc Short-ID: pdo3

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Phone: 212 588 4000

Affiliation

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

Works


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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, 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.
  5. Ian Domowitz, 1992. "A Taxonomy of Automated Trade Execution Systems," IMF Working Papers 92/76, International Monetary Fund.
  6. Ian Domowitz, 1992. "Automating the Price Discovery Process - Some International Comparisons and Regulatory Implications," IMF Working Papers 92/80, International Monetary Fund.
  7. Wang, J. & Domowitz, I., 1991. "The Electronic Order Book and Automated Trade Execution in the Furure Market," Papers 219, Columbia - Center for Futures Markets.
  8. Domowitz, I., 1991. "Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets," Papers 214, Columbia - Center for Futures Markets.
  9. 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).
  10. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1988. "Market Structure and Cyclical Fluctuations in U.S. Manufacturing," NBER Working Papers 2115, National Bureau of Economic Research, Inc.
  11. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1988. "Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins," NBER Working Papers 2057, National Bureau of Economic Research, Inc.
  12. 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.
  13. 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.
  14. 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.
  15. Ian Domowitz & Robert L. Sartain, . "Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978," IPR working papers 98-7, Institute for Policy Resarch at Northwestern University.
  16. Ian Domowitz & Elie Tamer, . "Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations," IPR working papers 97-25, Institute for Policy Resarch at Northwestern University.
  17. Ian Domowitz & Ruben Lee, . "Regulation of Automated Trading Systems," IPR working papers 96-30, Institute for Policy Resarch at Northwestern University.
  18. Ian Domowitz & Ruben Lee, . "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.
    RePEc:nwu:cmsems:545s is not listed on IDEAS
    RePEc:att:wimass:9716 is not listed on IDEAS
  19. Michelle Alexopoulos & Ian Domowitz, . "Personal Liabilities and Bankruptcy Reform: An International Perspective," IPR working papers 98-8, Institute for Policy Resarch at Northwestern University.
  20. Ian Domowitz, . "Personal Bankruptcy in the United States," IPR working papers 96-24, Institute for Policy Resarch at Northwestern University.
    RePEc:att:wimass:9719 is not listed on IDEAS
  21. Ian Domowitz & Jack Glen & Ananth Madhavan, . "Country and Currency Risk Premia in an Emerging Market," IPR working papers 97-26, 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, vol. 22(1), pages 141-157, August.
  3. Domowitz, Ian & Lee, Ruben, 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, Summer.
  4. Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 2001. "Liquidity, Volatility and Equity Trading Costs across Countries and over Time," International Finance, Wiley Blackwell, vol. 4(2), pages 221-55, Summer.
  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. Coppejans, Mark & Domowitz, Ian, 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. 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 461-87, June.
  8. 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.
  9. Ian Domowitz & Robert L. Sartain, 1999. "Determinants of the Consumer Bankruptcy Decision," Journal of Finance, American Finance Association, vol. 54(1), pages 403-420, 02.
  10. Ian Domowitz & Jack Glen & Ananth Madhavan, 1998. "International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market," Journal of Finance, American Finance Association, vol. 53(6), pages 2001-2027, December.
  11. Alexopoulos, Michelle & Domowitz, Ian, 1998. "Personal Liabilities and Bankruptcy Reform: An International Perspective," International Finance, Wiley Blackwell, vol. 1(1), pages 127-59, October.
  12. 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(02), pages 189-216, 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 1059-85, July.
  14. 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.
  15. 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.
  16. 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.
  17. 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 803-35, October.
  18. 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 1421-43, September.
  19. Domowitz, Ian & El-Gamal, Mahmoud A., 1993. "A Consistent Test of Stationary-Ergodicity," Econometric Theory, Cambridge University Press, vol. 9(04), pages 589-601, August.
  20. Domowitz, Ian, 1993. "A taxonomy of automated trade execution systems," Journal of International Money and Finance, Elsevier, vol. 12(6), pages 607-631, December.
  21. 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 734-35, November.
  22. 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.
  23. Ian Domowitz, 1990. "Automated trade execution systems," Proceedings, Federal Reserve Bank of Chicago, pages 227-251.
  24. Domowitz, Ian, 1990. "The mechanics of automated trade execution systems," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 167-194, June.
  25. 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.
  26. 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.
  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 379-98, 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 & 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.
  32. 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.
  33. 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.
  34. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-61, January.
  35. Domowitz, Ian & White, Halbert, 1982. "Misspecified models with dependent observations," Journal of Econometrics, Elsevier, vol. 20(1), pages 35-58, October.

Chapters

  1. 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.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

Statistics

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

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