19
H index
23
i10 index
1808
Citations
| 19 H index 23 i10 index 1808 Citations RESEARCH PRODUCTION: 36 Articles 24 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ian Domowitz. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Finance | 4 |
Journal of Finance | 3 |
Journal of Econometrics | 2 |
Journal of Industrial Economics | 2 |
The Review of Economics and Statistics | 2 |
Journal of Economic Dynamics and Control | 2 |
Year | Title of citing document |
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2021 | Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318. Full description at Econpapers || Download paper |
2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper |
2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper |
2021 | Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015. Full description at Econpapers || Download paper |
2021 | Asymmetric Impact of Exchange Rate Fluctuations on Money Demand in Sudan. (2021). Elhassan, Tomader. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:406-417. Full description at Econpapers || Download paper |
2021 | Volatility of Stock Prices in Tanzania: Application of Garch Models to Dar Es Salaam Stock Exchange. (2021). Kazungu, Khatibu ; Mboya, John R. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:15-28. Full description at Econpapers || Download paper |
2021 | Common and idiosyncratic movements in Latin-American Exchange Rates. (2021). Romero, Jose ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1158. Full description at Econpapers || Download paper |
2021 | Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165. Full description at Econpapers || Download paper |
2021 | Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285. Full description at Econpapers || Download paper |
2020 | PARTIALLY DISAGGREGATED HOUSEHOLDâ€LEVEL DEBT SERVICE RATIOS: CONSTRUCTION, VALIDATION, AND RELATIONSHIP TO BANKRUPTCY RATES. (2020). Schweitzer, Mark ; Elvery, Joel A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:1:p:166-187. Full description at Econpapers || Download paper |
2021 | ON ENDOGENOUS BUSINESS CYCLES UNDER INCREASING RETURNS TO VARIETY AND SECTOR?SPECIFIC EXTERNALITY. (2021). Guo, Jang-Ting ; Chang, Juin-jen ; Wang, Weineng. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:532-548. Full description at Econpapers || Download paper |
2020 | How federally insured reverse mortgages affect the credit outcomes of older adults. (2020). Haurin, Donald ; Dodini, Samuel ; Moulton, Stephanie ; Schmeiser, Maximilian D. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:4:p:1298-1327. Full description at Econpapers || Download paper |
2020 | Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313. Full description at Econpapers || Download paper |
2020 | Consumer Debt and Default: A Macro Perspective. (2020). Exler, Florian ; Tertilt, Michele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8105. Full description at Econpapers || Download paper |
2020 | Consumer Debt and Default: A Macroeconomic Perspective. (2020). Exler, Florian ; Tertilt, Michele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14425. Full description at Econpapers || Download paper |
2020 | Foreign Presence and Indonesian Food Industry Performance. (2020). Nauly, Dahlia ; Novianti, Tanti ; Hartoyo, Sri ; Harianto, Harianto. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-6. Full description at Econpapers || Download paper |
2020 | The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets. (2020). Wahab, Hishamuddin Abdul ; Ibrahim, Mansor H ; Bacha, Obiyathulla Ismath. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-17. Full description at Econpapers || Download paper |
2021 | Insurance or deliberate use of the bankruptcy law for financial gain? Testing for heterogeneous filing behaviors in the United States. (2021). ZHANG, SHUOXUN ; Hernandez, Manuel ; Gan, LI. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002625. Full description at Econpapers || Download paper |
2020 | The effect of minimum wage on firm markup: Evidence from China. (2020). Wang, Shuxun ; Du, Pengcheng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:241-250. Full description at Econpapers || Download paper |
2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper |
2021 | How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672. Full description at Econpapers || Download paper |
2021 | How does corporate investment react to oil prices changes? Evidence from China. (2021). Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001201. Full description at Econpapers || Download paper |
2022 | The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345. Full description at Econpapers || Download paper |
2020 | Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas. (2020). Park, Cheolbeom. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303903. Full description at Econpapers || Download paper |
2020 | Globalization and top income shares. (2020). Ma, Lin ; Ruzic, Dimitrije. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199620300301. Full description at Econpapers || Download paper |
2020 | Political turmoil and the impact of foreign orders on equity prices. (2020). Savaser, Tanseli ; Tini, Murat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119300630. Full description at Econpapers || Download paper |
2021 | Markups and cost structure: Small Spanish firms during the Great Recession. (2021). Roldan-Blanco, Pau ; Lacuesta, Aitor ; Garcia-Perea, Pilar. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:137-158. Full description at Econpapers || Download paper |
2022 | Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy. (2022). Fujiwara, Yoshi ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:346-371. Full description at Econpapers || Download paper |
2020 | Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program. (2020). Chung, Kee H ; Rosch, Dominik ; Lee, Albert J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:879-899. Full description at Econpapers || Download paper |
2021 | Common ownership and competition in product markets. (2021). Thomas, Shawn ; Panayides, Marios ; Koch, Andrew. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:109-137. Full description at Econpapers || Download paper |
2021 | Slow-moving capital and execution costs: Evidence from a major trading glitch. (2021). Salam, Mehmet ; Collin-Dufresne, Pierre ; Bogousslavsky, Vincent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:922-949. Full description at Econpapers || Download paper |
2021 | Competition, profitability, and discount rates. (2021). Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:582-620. Full description at Econpapers || Download paper |
2020 | Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479. Full description at Econpapers || Download paper |
2020 | Health insurance coverage and sources of advice in entrepreneurship: Gender differences. (2020). Kwapisz, Agnieszka. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:14:y:2020:i:c:s2352673420300330. Full description at Econpapers || Download paper |
2021 | Does corporate social responsibility reduce share price premium? Evidence from Chinas A- and H-shares. (2021). Xu, Chen ; Sun, Jianfei ; Luo, Rui ; Liao, Mingqing ; Deng, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000767. Full description at Econpapers || Download paper |
2021 | Political uncertainty and A-H share premium. (2021). Wang, Junbo ; Kong, Dongmin ; Cheng, XU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304925. Full description at Econpapers || Download paper |
2020 | How do market power and industry competition influence the effect of corporate governance on earnings management?. (2020). Chen, Anlin ; Tang, Hui-Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:212-225. Full description at Econpapers || Download paper |
2020 | How employment insurance recipients make decision about insolvency?. (2020). Amine, Samir ; Predelus, Wilner. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:4:p:344-348. Full description at Econpapers || Download paper |
2021 | Strategic groups and product differentiation: Evidence from the Spanish airline market deregulation. (2021). Sancho-Esper, Franco M ; Mas-Ruiz, Francisco J ; Ruiz-Moreno, Felipe. In: Research in Transportation Economics. RePEc:eee:retrec:v:90:y:2021:i:c:s0739885921000020. Full description at Econpapers || Download paper |
2021 | Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty. (2021). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:609-624. Full description at Econpapers || Download paper |
2021 | Conditional volatility persistence and volatility spillovers in the foreign exchange market. (2021). Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920301094. Full description at Econpapers || Download paper |
2020 | The non-linear relationship between ICT diffusion and financial development. (2020). Cheng, Chih-Yang ; Chien, Mei-Se ; Kurniawati, Meta Ayu. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:9:s0308596120301154. Full description at Econpapers || Download paper |
2020 | Tests of Conditional Predictive Ability: A Comment. (2019). McCracken, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-018. Full description at Econpapers || Download paper |
2021 | Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors. (2021). Wang, Liqun ; Salamh, Mustafa. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:41-:d:689472. Full description at Econpapers || Download paper |
2021 | Does Time Varying Risk Premia Exist in the International Bond Market? An Empirical Evidence from Australian and French Bond Market. (2021). A. B. M. Rabiul Alam Beg, ; A. B. M. Rabiul Alam Beg, ; Aftab, Hira. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:1:p:3-:d:474400. Full description at Econpapers || Download paper |
2021 | The Evolution of Arrears among US Households 1995–2013. (2021). , Charlesgrant ; Grant, Charles . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:43-:d:483941. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | R&D and Industrial Concentration in the Indonesian Manufacturing Industry. (2021). Setiawan, Maman ; Rostiana, Endang ; Hidayat, Achmad K ; Indiastuti, Rina. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:2:p:112-:d:535741. Full description at Econpapers || Download paper |
2021 | Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies. (2021). Rupeika-Apoga, Ramona ; Zaidi, Syeda Hina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:43-:d:502872. Full description at Econpapers || Download paper |
2020 | Exchange Rate Predictability, Risk Premiums, and Predictive System. (2020). Park, Cheolbeom ; Bak, Yuhyeon. In: Discussion Paper Series. RePEc:iek:wpaper:2006. Full description at Econpapers || Download paper |
2020 | Causal inference in case-control studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: CeMMAP working papers. RePEc:ifs:cemmap:19/20. Full description at Econpapers || Download paper |
2020 | Gender Gaps and Racial Disparities in Labour Market Penalties for Financial Misconduct. (2020). Honda, Jun. In: Working Papers. RePEc:inn:wpaper:2020-17. Full description at Econpapers || Download paper |
2020 | Consumer Debt and Default: A Macro Perspective. (2020). Exler, Florian ; Tertilt, Michele. In: IZA Discussion Papers. RePEc:iza:izadps:dp12966. Full description at Econpapers || Download paper |
2022 | Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China. (2022). Wang, Mu-Shun. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09350-8. Full description at Econpapers || Download paper |
2020 | Bankruptcy procedures in the post-transition economies. (2020). BLAZY, Régis ; Stef, Nicolae. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:50:y:2020:i:1:d:10.1007_s10657-019-09634-5. Full description at Econpapers || Download paper |
2022 | Managers’ expectations, business cycles and cartels’ life cycle. (2022). Jimenez, Juan Luis ; Ordoez-De, Jose Manuel ; Borrell, Joan Ramon ; Garcia, Carmen. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:53:y:2022:i:3:d:10.1007_s10657-022-09730-z. Full description at Econpapers || Download paper |
2021 | A comprehensive investigation into style momentum strategies in China. (2021). Su, Chen. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00375-z. Full description at Econpapers || Download paper |
2020 | Price-cost margins and fixed costs. (2020). Abraham, Filip ; Roeger, Werner ; Konings, Jozef ; Bormans, Yannick. In: Working Papers. RePEc:liv:livedp:202010. Full description at Econpapers || Download paper |
2020 | Liquidity commonality beyond best prices: Indian evidence. (2020). Dixit, Alok ; Vipul, ; Tripathi, Abhinava. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00164-3. Full description at Econpapers || Download paper |
2021 | The performance of South African exchange traded funds under changing market conditions. (2021). Peerbhai, Faeezah ; Kunjal, Damien ; Muzindutsi, Paul-Francois. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00227-z. Full description at Econpapers || Download paper |
2021 | Macroeconomic dynamics and the role of market power. The case of Italy. (2021). Mondolo, Jasmine. In: MPRA Paper. RePEc:pra:mprapa:110172. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Price Stickiness under Stochastic Demand. (2020). Guan-Ru, Chen ; Sheng-Yeh, WU. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:7:y:2020:i:2:p:109-117. Full description at Econpapers || Download paper |
2021 | The Impact of Interest Rate on Exchange Rate Within ASEAN Countries: Evidence from Linear and Nonlinear ARDL Frameworks. (2021). Mazlan, Nur Syazwani ; Tareq, H F. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:1:p:7-34. Full description at Econpapers || Download paper |
2021 | Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (2021). Zhou, Qian M ; Zhang, Shulin ; Lin, Huazhen. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-019-01153-4. Full description at Econpapers || Download paper |
2021 | Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator. (2021). Cho, Jin Seo ; Huo, Lijuan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00719-x. Full description at Econpapers || Download paper |
2021 | False discovery rate for functional data. (2021). Pini, Alessia ; Olsen, Niels Lundtorp ; Vantini, Simone. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00751-x. Full description at Econpapers || Download paper |
2020 | How puzzling is the forward premium puzzle? A meta-analysis. (2020). Havranek, Tomas ; Novak, Jiri ; Zigraiova, Diana . In: Working Papers. RePEc:stm:wpaper:46. Full description at Econpapers || Download paper |
2020 | The paradoxical effects of market fragmentation on adverse selection risk and market efficiency. (2020). Mare, Davide Salvatore ; Sun, Yuxin ; Ibikunle, Gbenga. In: The European Journal of Finance. RePEc:taf:eurjfi:v:26:y:2020:i:14:p:1439-1461. Full description at Econpapers || Download paper |
2020 | A New Class of Robust Observation-Driven Models. (2020). Francq, Christian ; Blasques, Francisco ; Laurent, Sebastien. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200073. Full description at Econpapers || Download paper |
2021 | On Government Spending and Income Inequality under Monopolistic Competition. (2021). Wang, Wei-Neng ; Guo, Jang-Ting ; Chang, Juin-Jen. In: Working Papers. RePEc:ucr:wpaper:202103. Full description at Econpapers || Download paper |
2020 | Moderating Role of Financial Market Development on the Relationship between Stock Liquidity and Dividend. (2020). Nordin, Bany-Ariffin Amin ; Bakri, Mohd Ashari ; Theng, Lau Wei ; Matemilola, Bolaji Tunde. In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01602_77-99. Full description at Econpapers || Download paper |
2021 | Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643. Full description at Econpapers || Download paper |
2020 | Night trading and market quality: Evidence from Chinese and US precious metal futures markets. (2020). Liu, Xiaoquan ; Kellard, Neil ; Jiang, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1486-1507. Full description at Econpapers || Download paper |
2022 | The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach. (2022). Schoenemann, Gregor Helmut. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:446-471. Full description at Econpapers || Download paper |
2020 | The Cyclical Behavior of the Price?Cost Markup. (2020). Ramey, Valerie A ; Nekarda, Christopher J. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:s2:p:319-353. Full description at Econpapers || Download paper |
2021 | Dealing with misspecification in structural macroeconometric models. (2021). Matthes, Christian ; Canova, Fabio. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:313-350. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1997 | A Consistent Nonparametric Test of Ergodicity for Time Series with Applications. In: Working papers. [Full Text][Citation analysis] | paper | 11 |
2001 | A consistent nonparametric test of ergodicity for time series with applications.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
1997 | Financial Market Structure and the Ergocicity of Prices. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Personal Liabilities and Bankruptcy Reform: An International Perspective In: International Finance. [Full Text][Citation analysis] | article | 12 |
1998 | Personal Liabilities and Bankruptcy Reform: An International Perspective.(1998) In: IPR working papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2000 | The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility In: International Finance. [Full Text][Citation analysis] | article | 4 |
2001 | Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance. [Full Text][Citation analysis] | article | 112 |
2000 | Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
2001 | On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems In: International Finance. [Full Text][Citation analysis] | article | 1 |
1993 | Trading Patterns and Prices in the Interbank Foreign Exchange Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 199 |
1997 | Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 107 |
1999 | Determinants of the Consumer Bankruptcy Decision In: Journal of Finance. [Full Text][Citation analysis] | article | 110 |
1986 | The Intertemporal Stability of the Concentration-Margins Relationship. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 15 |
1987 | Oligopoly Supergames: Some Empirical Evidence on Prices and Margins. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 45 |
1988 | Thinking one step ahead: The use of conjectures in competitor analysis In: Strategic Management Journal. [Full Text][Citation analysis] | article | 5 |
1985 | New Directions in Non-linear Estimation with Dependent Observations. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 1 |
1993 | A Consistent Test of Stationary-Ergodicity In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
1998 | Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 30 |
1997 | Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
1997 | Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1984 | Nonlinear Regression with Dependent Observations. In: Econometrica. [Full Text][Citation analysis] | article | 138 |
1987 | An error-correction approach to money demand : The case of Sudan In: Journal of Development Economics. [Full Text][Citation analysis] | article | 36 |
1994 | Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 59 |
1997 | Order flow and the bid-ask spread: An empirical probability model of screen-based trading In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 25 |
1985 | Industry margins and the business cycle : Some new microeconomic evidence In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1982 | Misspecified models with dependent observations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
1999 | Pricing behavior in an off-hours computerized market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
1981 | A model of commercial energy demand In: Energy. [Full Text][Citation analysis] | article | 0 |
2005 | Liquidity commonality and return co-movement In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 53 |
1985 | Conditional variance and the risk premium in the foreign exchange market In: Journal of International Economics. [Full Text][Citation analysis] | article | 196 |
1990 | The mechanics of automated trade execution systems In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 19 |
1993 | A taxonomy of automated trade execution systems In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
1992 | A Taxonomy of Automated Trade Execution Systems.(1992) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
1995 | Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
1990 | Automated trade execution systems In: Proceedings. [Citation analysis] | paper | 3 |
1986 | Error correction, forward-looking behavior, and dynamic international money demand In: Research Working Paper. [Citation analysis] | paper | 1 |
1991 | Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets In: Columbia - Center for Futures Markets. [Citation analysis] | paper | 1 |
1993 | Equally open and competitive: Regulatory approval of automated trade execution in the futures markets.(1993) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
1991 | The Electronic Order Book and Automated Trade Execution in the Furure Market. In: Columbia - Center for Futures Markets. [Citation analysis] | paper | 0 |
1992 | Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications In: IMF Working Papers. [Full Text][Citation analysis] | paper | 11 |
1990 | Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2002 | Liquidity, Transaction Costs, and Reintermediation in Electronic Markets In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 8 |
1989 | Asset Substitution, Money Demand, and the Inflation Process in Brazil. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 9 |
1996 | An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
1986 | Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1986 | Market Structure and Cyclical Fluctuations in U.S. Manufacturing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 206 |
1988 | Market Structure and Cyclical Fluctuations in U.S. Manufacturing..(1988) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 206 | article | |
1982 | The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1982 | Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | Inference in the Explosive First-Order Linear Dynamic Regression Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Business Cycles and the Relationship Between Concentration and Price-Cost Margins In: RAND Journal of Economics. [Full Text][Citation analysis] | article | 240 |
1988 | A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS In: RCER Working Papers. [Citation analysis] | paper | 0 |
1993 | Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
1993 | The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 23 |
1999 | Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978. In: The Journal of Legal Studies. [Full Text][Citation analysis] | article | 2 |
1998 | Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978.(1998) In: IPR working papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1996 | The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems In: IPR working papers. [Citation analysis] | paper | 0 |
1996 | Personal Bankruptcy in the United States In: IPR working papers. [Citation analysis] | paper | 0 |
1996 | Regulation of Automated Trading Systems In: IPR working papers. [Citation analysis] | paper | 0 |
1997 | Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations In: IPR working papers. [Citation analysis] | paper | 9 |
2006 | Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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