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Ian Domowitz

Institution: Investment Technology Group, Inc.

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1982

Most Recent: 2001

RePEc ID: pdo3 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 0.00 18.84 8.41 1.85 29.10 96%

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 21.54

Publications (21)

Year Article Journal Tier Authors
2001 A consistent nonparametric test of ergodicity for time series with applications Journal of Econometrics A 2
1999 Determinants of the Consumer Bankruptcy Decision Journal of Finance A 2
1999 Pricing behavior in an off-hours computerized market Journal of Empirical Finance C 2
1998 Country and Currency Risk Premia in an Emerging Market Journal of Financial and Quantitative Analysis B 3
1997 Order flow and the bid-ask spread: An empirical probability model of screen-based trading Journal of Economic Dynamics and Control B 3
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. Journal of Finance A 3
1994 Auctions as algorithms : Computerized trade execution and price discovery Journal of Economic Dynamics and Control B 2
1993 Trading Patterns and Prices in the Interbank Foreign Exchange Market. Journal of Finance A 2
1993 Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply. Review of Economics and Statistics A 3
1993 The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy. Journal of Law and Economics B 2
1993 A taxonomy of automated trade execution systems Journal of International Money and Finance B 1
1993 A Consistent Test of Stationary-Ergodicity Econometric Theory B 2
1993 Equally open and competitive: Regulatory approval of automated trade execution in the futures markets Journal of Futures Markets C 1
1990 The mechanics of automated trade execution systems Journal of Financial Intermediation B 1
1988 Market Structure and Cyclical Fluctuations in U.S. Manufacturing. Review of Economics and Statistics A 3
1987 Oligopoly Supergames: Some Empirical Evidence on Prices and Margins. Journal of Industrial Economics A 3
1987 An error-correction approach to money demand : The case of Sudan Journal of Development Economics A 2
1986 The Intertemporal Stability of the Concentration-Margins Relationship. Journal of Industrial Economics A 3
1985 Industry margins and the business cycle : Some new microeconomic evidence Economics Letters C 3
1985 Conditional variance and the risk premium in the foreign exchange market Journal of International Economics A 2
1982 Misspecified models with dependent observations Journal of Econometrics A 2