2

Donuts: A Picture of Optimization Applied to Fundamental Portfolios

Domowitz, Ian, Moghe, Ameya
Journal:
The Journal of Portfolio Management
Year:
2018
Language:
english
File:
PDF, 1.36 MB
english, 2018
3

Algorithmic Trading Usage Patterns and Their Costs

Domowitz, Ian, Yegerman, Henry
Journal:
The Journal of Trading
Year:
2011
Language:
english
File:
PDF, 1.72 MB
english, 2011
5

Social Media Sentiment and the FX Market

Domowitz, Ian, Giritharan, Kumar
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 1.33 MB
english, 2017
6

A taxonomy of automated trade execution systems

Ian Domowitz
Journal:
Journal of International Money and Finance
Year:
1993
Language:
english
File:
PDF, 1.48 MB
english, 1993
7

The Cost of Algorithmic Trading

Domowitz, Ian, Yegerman, Henry
Journal:
The Journal of Trading
Year:
2006
Language:
english
File:
PDF, 302 KB
english, 2006
8

The Cost of Liquidity in the FX Market

Borkovec, Milan, Cochrane, James, Domowitz, Ian, Escobar, Christopher
Journal:
The Journal of Trading
Year:
2015
Language:
english
File:
PDF, 1.80 MB
english, 2015
10

Trading Patterns and Prices in the Interbank Foreign Exchange Market

Tim Bollerslev and Ian Domowitz
Journal:
The Journal of Finance
Year:
1993
Language:
english
File:
PDF, 2.85 MB
english, 1993
11

Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time

Ian Domowitz, Jack Glen, Ananth Madhavan
Journal:
International Finance
Year:
2001
Language:
english
File:
PDF, 203 KB
english, 2001
12

Thinking one step ahead: The use of conjectures in competitor analysis

Raphael Amit, Ian Domowitz, Chaim Fershtman
Journal:
Strategic Management Journal
Year:
1988
Language:
english
File:
PDF, 1.02 MB
english, 1988
13

Auctions as algorithms: Computerized trade execution and price discovery

Ian Domowitz, Jianxin Wang
Journal:
Journal of Economic Dynamics and Control
Year:
1994
Language:
english
File:
PDF, 1.44 MB
english, 1994
14

Trading Patterns, Liquidity, and the Citigroup Split

Borkovec, Milan, Domowitz, Ian, Tyurin, Konstantin
Journal:
The Journal of Trading
Year:
2011
Language:
english
File:
PDF, 2.81 MB
english, 2011
17

A consistent nonparametric test of ergodicity for time series with applications

Ian Domowitz, Mahmoud A. El-Gamal
Journal:
Journal of Econometrics
Year:
2001
Language:
english
File:
PDF, 279 KB
english, 2001
18

Determinants of the Consumer Bankruptcy Decision

Ian Domowitz, Robert L. Sartain
Journal:
The Journal of Finance
Year:
1999
Language:
english
File:
PDF, 102 KB
english, 1999
19

The mechanics of automated trade execution systems

Ian Domowitz
Journal:
Journal of Financial Intermediation
Year:
1990
Language:
english
File:
PDF, 1.73 MB
english, 1990
20

Conditional variance and the risk premium in the foreign exchange market

Ian Domowitz, Craig S Hakkio
Journal:
Journal of International Economics
Year:
1985
Language:
english
File:
PDF, 1.01 MB
english, 1985
21

What Makes an Exchange a Unique Institution? A Commentary

Domowitz, Ian
Journal:
The Journal of Trading
Year:
2014
Language:
english
File:
PDF, 91 KB
english, 2014
26

Determinants of the Consumer Bankruptcy Decision

Ian Domowitz and Robert L. Sartain
Journal:
The Journal of Finance
Year:
1999
Language:
english
File:
PDF, 521 KB
english, 1999
27

A model of commercial energy demand

Ian Domowitz, Stuart McMenamin
Journal:
Energy
Year:
1981
Language:
english
File:
PDF, 1.34 MB
english, 1981
28

Misspecified models with dependent observations

Ian Domowitz, Halbert White
Journal:
Journal of Econometrics
Year:
1982
Language:
english
File:
PDF, 993 KB
english, 1982
30

Personal Liabilities and Bankruptcy Reform: An International Perspective

Michelle Alexopoulos, Ian Domowitz
Journal:
International Finance
Year:
1998
Language:
english
File:
PDF, 389 KB
english, 1998
32

Market Segmentation and Stock Prices: Evidence from an Emerging Market

IAN DOMOWITZ, JACK GLEN, ANANTH MADHAVAN
Journal:
The Journal of Finance
Year:
1997
Language:
english
File:
PDF, 1.71 MB
english, 1997
34

Nonlinear Regression with Dependent Observations

Halbert White and Ian Domowitz
Journal:
Econometrica
Year:
1984
Language:
english
File:
PDF, 454 KB
english, 1984
36

Portfolio Optimization and the Cost of Trading

Borkovec, Milan, Domowitz, Ian, Kiernan, Brian, Serbin, Vitaly
Journal:
The Journal of Investing
Year:
2010
Language:
english
File:
PDF, 788 KB
english, 2010
41

On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems

Ian Domowitz, Ruben Lee
Journal:
International Finance
Year:
2001
Language:
english
File:
PDF, 154 KB
english, 2001
42

The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility

Mark Coppejans, Ian Domowitz
Journal:
International Finance
Year:
2000
Language:
english
File:
PDF, 258 KB
english, 2000
43

Liquidity, Transaction Costs, and Reintermediation in Electronic Markets

Ian Domowitz
Journal:
Journal of Financial Services Research
Year:
2002
Language:
english
File:
PDF, 187 KB
english, 2002
44

An error-correction approach to money demand: The case of Sudan

Ian Domowitz, Ibrahim Elbadawi
Journal:
Journal of Development Economics
Year:
1987
Language:
english
File:
PDF, 1.03 MB
english, 1987
46

Liquidity commonality and return co-movement

Ian Domowitz, Oliver Hansch, Xiaoxin Wang
Journal:
Journal of Financial Markets
Year:
2005
Language:
english
File:
PDF, 287 KB
english, 2005
47

Pricing behavior in an off-hours computerized market

Mark Coppejans, Ian Domowitz
Journal:
Journal of Empirical Finance
Year:
1999
Language:
english
File:
PDF, 134 KB
english, 1999
48

[untitled]

Review by: Ian Domowitz
Journal:
Journal of Economic Literature
Year:
1990
Language:
english
File:
PDF, 130 KB
english, 1990
50

Elements of Econometrics.by Jan Kmenta

Review by: Ian Domowitz
Journal:
Journal of the American Statistical Association
Year:
1988
Language:
english
File:
PDF, 510 KB
english, 1988