Ian Domowitz : Citation Profile


Are you Ian Domowitz?

16

H index

22

i10 index

1511

Citations

RESEARCH PRODUCTION:

36

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1981 - 2005). See details.
   Cites by year: 62
   Journals where Ian Domowitz has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 17 (1.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo3
   Updated: 2020-11-28    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 (10)

Andersen, Torben (9)

LEBRETON, Victor (9)

Ito, Takatoshi (8)

Huang, Kevin (8)

Livshits, Igor (8)

Cites to:

White, Halbert (11)

Madhavan, Ananth (5)

Wang, Jianxin (5)

Stock, James (4)

pagan, adrian (4)

Hubbard, Robert (4)

Gallant, A. (4)

Granger, Clive (4)

Amihud, Yakov (4)

El-Gamal, Mahmoud (4)

Hamilton, James (3)

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
Journal of Economic Dynamics and Control2
The Review of Economics and Statistics2

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

Recent works citing Ian Domowitz (2020 and 2019)


YearTitle of citing document
2019Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490.

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2019Productivity, Markups, and Trade: Evidence from Mexican Manufacturing Industries. (2019). Daniela, Puggioni. In: Working Papers. RePEc:bdm:wpaper:2019-14.

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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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2019Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe. (2019). Stevenson, Simon ; Martins, Francisco Vitorino ; Serra, Ana Paula. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:martinsserramartinsstevenson.

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2019The Persistence of the 2008-2009 Recession and Insolvency Filings in Canada. (2019). Amine, Samir ; Predelus, Wilner. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00441.

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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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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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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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2019Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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2019Commonality in ask-side vs. bid-side liquidity. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:198-207.

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2019Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. (2019). Liu, Zhangxin ; Godfrey, Keith ; Cahill, Daniel ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:78-92.

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2019The effectiveness of foreign exchange intervention in Latin America: A nonlinear approach to the coordination channel. (2019). Gamboa-Estrada, Fredy. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:13-27.

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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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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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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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2019Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity. (2019). Roseman, Brian S ; Griffith, Todd G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:104-121.

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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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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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2019Hot money flows and production uncertainty: Evidence from China. (2019). Shenoy, Catherine ; Huang, Jian ; Chen, Fang ; Zhang, Yihao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1830307x.

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2019Information dissemination and investors’ sensitivity. (2019). Lee, Chia-Hao ; Chou, Pei-I, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:242-250.

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2019The impact of large orders in electronic markets. (2019). Murgia, Maurizio ; Bosetti, Luisella ; Gottardo, Pietro ; Pinna, Andrea . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:174-192.

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2019Tests of Conditional Predictive Ability: Some Simulation Evidence. (2019). McCracken, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-011.

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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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2019Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Petrov, Vladimir ; Olsen, Richard ; Golub, Anton . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:54-:d:219095.

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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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2019Learning in Cycles. (2019). Wilson, Kristin ; Rockart, Scott F. In: Organization Science. RePEc:inm:ororsc:v:30:y:2019:i:1:p:70-87.

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2019Analysis of Price Differences Between A and H Shares. (2019). K. F. C. Yiu, ; Tang, W M ; Bai, Y. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09277-1.

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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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2019Using Bankruptcy to Reduce Foreclosures: Does Strip-Down of Mortgages Affect the Mortgage Market?. (2019). White, Michelle J ; Tewari, Ishani ; Li, Wenli. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0278-1.

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2019Impact of Vertical Integration on Market Power in Indian Manufacturing Sector During the Post-Reform Period. (2019). Mishra, Pulak ; Basant, Rakesh. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:19:y:2019:i:4:d:10.1007_s10842-019-00294-4.

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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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2019.

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2019Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns. (2019). Marsh, Patrick. In: Discussion Papers. RePEc:not:notgts:19/02.

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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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2019The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis. (2016). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2016_004.

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2019Modelling cyclical variation in the cost pass-through: evidence from regime-dependent ARDL model. (2019). Konopczak, Karolina. In: MF Working Papers. RePEc:ris:mfplwp:0036.

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

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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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2019Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates. (2019). Cho, Jin Seo ; Huo, Lijuan . In: Working papers. RePEc:yon:wpaper:2019rwp-152.

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Works by Ian Domowitz:


YearTitleTypeCited
1997A Consistent Nonparametric Test of Ergodicity for Time Series with Applications. In: Working papers.
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paper11
2001A consistent nonparametric test of ergodicity for time series with applications.(2001) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 11
article
1997Financial Market Structure and the Ergocicity of Prices. In: Working papers.
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paper0
1998Personal Liabilities and Bankruptcy Reform: An International Perspective In: International Finance.
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article10
1998Personal Liabilities and Bankruptcy Reform: An International Perspective.(1998) In: IPR working papers.
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This paper has another version. Agregated cites: 10
paper
2000The Impact of Foreign Equity Ownership on Emerging Market Share Price Volatility In: International Finance.
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article4
2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance.
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article10
2000Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series.
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paper
2001On the Road to Reg ATS: A Critical History of the Regulation of Automated Trading Systems In: International Finance.
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article1
1993 Trading Patterns and Prices in the Interbank Foreign Exchange Market. In: Journal of Finance.
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article186
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
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article97
1999Determinants of the Consumer Bankruptcy Decision In: Journal of Finance.
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article93
1986The Intertemporal Stability of the Concentration-Margins Relationship. In: Journal of Industrial Economics.
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article12
1987Oligopoly Supergames: Some Empirical Evidence on Prices and Margins. In: Journal of Industrial Economics.
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article41
1988Thinking one step ahead: The use of conjectures in competitor analysis In: Strategic Management Journal.
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article1
1985New Directions in Non-linear Estimation with Dependent Observations. In: Canadian Journal of Economics.
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article1
1993A Consistent Test of Stationary-Ergodicity In: Econometric Theory.
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article8
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
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article29
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
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paper
1997Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions In: Working Papers.
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paper0
1997Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market In: Working Papers.
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paper0
1984Nonlinear Regression with Dependent Observations. In: Econometrica.
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article125
1987An error-correction approach to money demand : The case of Sudan In: Journal of Development Economics.
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article32
1994Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control.
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article56
1997Order flow and the bid-ask spread: An empirical probability model of screen-based trading In: Journal of Economic Dynamics and Control.
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article25
1985Industry margins and the business cycle : Some new microeconomic evidence In: Economics Letters.
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article0
1982Misspecified models with dependent observations In: Journal of Econometrics.
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article43
1999Pricing behavior in an off-hours computerized market In: Journal of Empirical Finance.
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article4
1981A model of commercial energy demand In: Energy.
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article0
2005Liquidity commonality and return co-movement In: Journal of Financial Markets.
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article48
1985Conditional variance and the risk premium in the foreign exchange market In: Journal of International Economics.
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article173
1990The mechanics of automated trade execution systems In: Journal of Financial Intermediation.
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article19
1993A taxonomy of automated trade execution systems In: Journal of International Money and Finance.
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article19
1992A Taxonomy of Automated Trade Execution Systems.(1992) In: IMF Working Papers.
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1995Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization In: The Quarterly Review of Economics and Finance.
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article13
1990Automated trade execution systems In: Proceedings.
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paper3
1986Error correction, forward-looking behavior, and dynamic international money demand In: Research Working Paper.
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paper1
1991Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets In: Columbia - Center for Futures Markets.
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paper2
1993Equally open and competitive: Regulatory approval of automated trade execution in the futures markets.(1993) In: Journal of Futures Markets.
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1991The Electronic Order Book and Automated Trade Execution in the Furure Market. In: Columbia - Center for Futures Markets.
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paper0
1992Automating the Price Discovery Process; Some International Comparisons and Regulatory Implications In: IMF Working Papers.
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1990Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand. In: Journal of Applied Econometrics.
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article7
2002Liquidity, Transaction Costs, and Reintermediation in Electronic Markets In: Journal of Financial Services Research.
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article6
1989Asset Substitution, Money Demand, and the Inflation Process in Brazil. In: Journal of Money, Credit and Banking.
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article8
1996An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems In: NBER Chapters.
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1986Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins In: NBER Working Papers.
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1986Market Structure and Cyclical Fluctuations in U.S. Manufacturing In: NBER Working Papers.
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paper190
1988Market Structure and Cyclical Fluctuations in U.S. Manufacturing..(1988) In: The Review of Economics and Statistics.
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1982The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors In: Discussion Papers.
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paper1
1982Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models In: Discussion Papers.
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1985Inference in the Explosive First-Order Linear Dynamic Regression Model In: Discussion Papers.
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1986Business Cycles and the Relationship Between Concentration and Price-Cost Margins In: RAND Journal of Economics.
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article208
1988A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS In: RCER Working Papers.
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paper0
1993Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply. In: The Review of Economics and Statistics.
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article1
1993The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy. In: Journal of Law and Economics.
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1999Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978. In: The Journal of Legal Studies.
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article2
1998Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978.(1998) In: IPR working papers.
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1996The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems In: IPR working papers.
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1996Personal Bankruptcy in the United States In: IPR working papers.
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1996Regulation of Automated Trading Systems In: IPR working papers.
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1997Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations In: IPR working papers.
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paper9

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