Ian Domowitz
Affiliations: | Northwestern University, Evanston, IL |
Area:
Finance, Commerce-Business EconomicsGoogle:
"Ian Domowitz"
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Brandes Y, Domowitz I, Serbin V. (2011) Transaction Costs And Equity Portfolio Capacity Analysis The Oxford Handbook of Quantitative Asset Management |
| Domowitz I, Hansch O, Wang X. (2005) Liquidity commonality and return co-movement Journal of Financial Markets. 8: 351-376 |
| Domowitz I. (2002) Liquidity, transaction costs, and reintermediation in electronic markets Journal of Financial Services Research. 22: 141-157 |
| Domowitz I, Lee R. (2001) On the road to Reg ATS: A critical history of the regulation of automated trading systems International Finance. 4: 279-302 |
| Domowitz I, Glen J, Madhavan A. (2001) Liquidity, volatility and equity trading costs across countries and over time International Finance. 4: 221-255 |
| Coppejans M, Domowitz I. (2000) The impact of foreign equity ownership on emerging market share price volatility International Finance. 3: 95-122 |
| Coppejans M, Domowitz I. (1999) Pricing behavior in an off-hours computerized market Journal of Empirical Finance. 6: 583-607 |
| Domowitz I, Glen J, Madhavan A. (1998) Country and currency risk premia in an emerging market Journal of Financial and Quantitative Analysis. 33: 189-216 |
| Domowitz I, Glen J, Madhavan A. (1998) International cross-listing and order flow migration: Evidence from an emerging market Journal of Finance. 53: 2001-2027 |
| Bollerslev T, Domowitz I, Wang J. (1997) Order flow and the bid-ask spread: An empirical probability model of screen-based trading Journal of Economic Dynamics and Control. 21: 1471-1491 |