Ian Domowitz : Citation Profile

Are you Ian Domowitz?

19

H index

23

i10 index

1808

Citations

RESEARCH PRODUCTION:

36

Articles

24

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1981 - 2006). See details.
   Cites by year: 72
   Journals where Ian Domowitz has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 17 (0.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo3
   Updated: 2022-07-02    RAS profile: 2014-07-22    
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Relations with other researchers

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:

Bollerslev, Tim (15)

Ghosal, Vivek (15)

Farmer, J. (14)

warzynski, Frédéric (13)

li, wenli (12)

Dominguez, Kathryn (12)

LEBRETON, Victor (11)

Tertilt, Michele (11)

Huang, Kevin (9)

Andersen, Torben (9)

Livshits, Igor (9)

Cites to:

White, Halbert (11)

Wang, Jianxin (6)

Amihud, Yakov (5)

Madhavan, Ananth (5)

pagan, adrian (4)

Gallant, A. (4)

Stock, James (4)

Engle, Robert (4)

Granger, Clive (4)

Hubbard, Robert (4)

Blanchard, Olivier (4)

Main data

Where Ian Domowitz has published?

Journals with more than one article published# docs
International Finance4
Journal of Finance3
Journal of Econometrics2
Journal of Industrial Economics2
The Review of Economics and Statistics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science3
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Papers / Duke University, Department of Economics2
IMF Working Papers / International Monetary Fund2

Recent works citing Ian Domowitz (2021 and 2020)

YearTitle of citing document
2021Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2021Asymmetric 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.

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2021Volatility 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.

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2021Common and idiosyncratic movements in Latin-American Exchange Rates. (2021). Romero, Jose ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1158.

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2021Efecto 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.

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2021Does 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.

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2020PARTIALLY DISAGGREGATED HOUSEHOLD‐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.

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2021ON 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.

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2020How 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.

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2020Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313.

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2020Consumer Debt and Default: A Macro Perspective. (2020). Exler, Florian ; Tertilt, Michele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8105.

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2020Consumer Debt and Default: A Macroeconomic Perspective. (2020). Exler, Florian ; Tertilt, Michele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14425.

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2020Foreign 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.

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2020The 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.

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2021Insurance 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.

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2020The 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.

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2020Flexible 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.

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2021How 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.

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2021How 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.

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2022The 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.

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2020Rare 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.

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2020Globalization and top income shares. (2020). Ma, Lin ; Ruzic, Dimitrije. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199620300301.

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2020Political 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.

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2021Markups 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.

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2022Dual 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.

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2020Tick 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.

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2021Common 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.

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2021Slow-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.

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2021Competition, 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.

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2020Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479.

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2020Health 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.

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2021Does 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.

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2021Political 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.

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2020How 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.

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2020How 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.

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2021Strategic 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.

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2021Monetary 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.

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2021Conditional 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.

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2020The 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.

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2020Tests of Conditional Predictive Ability: A Comment. (2019). McCracken, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-018.

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2021Second-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.

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2021Does 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.

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2021The 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.

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2021.

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2021R&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.

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2021Liquidity 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.

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2020Exchange Rate Predictability, Risk Premiums, and Predictive System. (2020). Park, Cheolbeom ; Bak, Yuhyeon. In: Discussion Paper Series. RePEc:iek:wpaper:2006.

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2020Causal inference in case-control studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: CeMMAP working papers. RePEc:ifs:cemmap:19/20.

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2020Gender Gaps and Racial Disparities in Labour Market Penalties for Financial Misconduct. (2020). Honda, Jun. In: Working Papers. RePEc:inn:wpaper:2020-17.

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2020Consumer Debt and Default: A Macro Perspective. (2020). Exler, Florian ; Tertilt, Michele. In: IZA Discussion Papers. RePEc:iza:izadps:dp12966.

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2022Shareholder 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.

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2020Bankruptcy 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.

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2022Managers’ 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.

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2021A 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.

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2020Price-cost margins and fixed costs. (2020). Abraham, Filip ; Roeger, Werner ; Konings, Jozef ; Bormans, Yannick. In: Working Papers. RePEc:liv:livedp:202010.

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2020Liquidity 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.

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2021The 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.

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2021Macroeconomic dynamics and the role of market power. The case of Italy. (2021). Mondolo, Jasmine. In: MPRA Paper. RePEc:pra:mprapa:110172.

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2020.

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2020Price 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.

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2021The 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.

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2021Goodness-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.

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2021Testing 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.

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2021False 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.

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2020How puzzling is the forward premium puzzle? A meta-analysis. (2020). Havranek, Tomas ; Novak, Jiri ; Zigraiova, Diana . In: Working Papers. RePEc:stm:wpaper:46.

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2020The 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.

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2020A New Class of Robust Observation-Driven Models. (2020). Francq, Christian ; Blasques, Francisco ; Laurent, Sebastien. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200073.

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2021On 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.

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2020Moderating 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.

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2021Heterogeneous 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.

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2020Night 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.

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2022The 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.

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2020The 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.

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2021Dealing 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.

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Works by Ian Domowitz:

YearTitleTypeCited
1997A Consistent Nonparametric Test of Ergodicity for Time Series with Applications. In: Working papers.
[Full Text][Citation analysis]		paper11
2001A 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
1997Financial Market Structure and the Ergocicity of Prices. In: Working papers.
[Full Text][Citation analysis]		paper0
1998Personal Liabilities and Bankruptcy Reform: An International Perspective In: International Finance.
[Full Text][Citation analysis]		article12
1998Personal Liabilities and Bankruptcy Reform: An International Perspective.(1998) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 12		paper
2000The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility In: International Finance.
[Full Text][Citation analysis]		article4
2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance.
[Full Text][Citation analysis]		article112
2000Liquidity, 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
2001On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems In: International Finance.
[Full Text][Citation analysis]		article1
1993 Trading Patterns and Prices in the Interbank Foreign Exchange Market. In: Journal of Finance.
[Full Text][Citation analysis]		article199
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
[Full Text][Citation analysis]		article107
1999Determinants of the Consumer Bankruptcy Decision In: Journal of Finance.
[Full Text][Citation analysis]		article110
1986The Intertemporal Stability of the Concentration-Margins Relationship. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article15
1987Oligopoly Supergames: Some Empirical Evidence on Prices and Margins. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article45
1988Thinking one step ahead: The use of conjectures in competitor analysis In: Strategic Management Journal.
[Full Text][Citation analysis]		article5
1985New Directions in Non-linear Estimation with Dependent Observations. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article1
1993A Consistent Test of Stationary-Ergodicity In: Econometric Theory.
[Full Text][Citation analysis]		article9
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article30
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
1997Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions In: Working Papers.
[Full Text][Citation analysis]		paper0
1997Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market In: Working Papers.
[Full Text][Citation analysis]		paper0
1984Nonlinear Regression with Dependent Observations. In: Econometrica.
[Full Text][Citation analysis]		article138
1987An error-correction approach to money demand : The case of Sudan In: Journal of Development Economics.
[Full Text][Citation analysis]		article36
1994Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article59
1997Order 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]		article25
1985Industry margins and the business cycle : Some new microeconomic evidence In: Economics Letters.
[Full Text][Citation analysis]		article0
1982Misspecified models with dependent observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
1999Pricing behavior in an off-hours computerized market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
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