Ian Domowitz : Citation Profile

19

H index

26

i10 index

1997

Citations

RESEARCH PRODUCTION:

36

Articles

24

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1981 - 2006). See details.
   Cites by year: 79
   Journals where Ian Domowitz has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 19 (0.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo3
   Updated: 2026-09-26    RAS profile: 2026-09-23    
   Missing citations? Add them    Incorrect content? Let us know

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 (16)

warzynski, Frédéric (16)

Ghosal, Vivek (15)

Farmer, J. (14)

li, wenli (12)

LEBRETON, Victor (11)

Tertilt, Michele (11)

Dominguez, Kathryn (10)

Livshits, Igor (9)

Andersen, Torben (9)

Huang, Kevin (9)

Cites to:

Wang, Jianxin (6)

Amihud, Yakov (5)

Madhavan, Ananth (5)

Gallant, A. (4)

pagan, adrian (4)

Hubbard, Robert (4)

Engle, Robert (4)

El-Gamal, Mahmoud (4)

Stock, James (4)

Hansen, Lars (3)

Hall, Anthony (3)

Main data

Where Ian Domowitz has published?

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

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 (2025 and 2024)

YearTitle of citing document
2024Homeownership and Portfolio Choice over the Generations. (2024). Paz-Pardo, Gonzalo. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:1:p:207-37.

Full description at Econpapers || Download paper

2024Optimal Income Taxation. (2024). Kaplow, Louis. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:2:p:637-738.

Full description at Econpapers || Download paper

2025Determinants of the Repeated Farm Bankruptcy. (2025). Goeringer, Paul ; Rabinowitz, Adam ; Secor, Will ; Sharma, Manish. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360678.

Full description at Econpapers || Download paper

2025Farmer Choice of Bankruptcy Chapter: A Look Beyond Chapter 12. (2025). Rabinowitz, Adam ; Bafowaa, Bridget Yeboah ; Goeringer, Paul ; Secor, Will. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360679.

Full description at Econpapers || Download paper

2024Dont Let MEV Slip: The Costs of Swapping on the Uniswap Protocol. (2024). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

Full description at Econpapers || Download paper

2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

Full description at Econpapers || Download paper

2025Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing. (2024). Yang, Yang ; Qiu, Jinniao ; Ware, Antony. In: Papers. RePEc:arx:papers:2406.16400.

Full description at Econpapers || Download paper

2025On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2025). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:2504.21669.

Full description at Econpapers || Download paper

2025Conditional Method Confidence Set. (2025). Bauer, Lukas ; Kazak, Ekaterina. In: Papers. RePEc:arx:papers:2505.21278.

Full description at Econpapers || Download paper

2026Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect. (2026). Tang, Chen ; Liu, Jiaqi. In: Papers. RePEc:arx:papers:2602.14754.

Full description at Econpapers || Download paper

2026Neural networks for nonlinear regression with serially correlated disturbances: Evidence from cloud cover. (2026). Koopman, Siem Jan ; Jensen, Sebastian. In: Papers. RePEc:arx:papers:2606.22483.

Full description at Econpapers || Download paper

2024Consumer Debt Moratoria. (2024). Villamizar-Villegas, mauricio ; Onder, Yasin ; Guler, Bulent. In: Borradores de Economia. RePEc:bdr:borrec:1276.

Full description at Econpapers || Download paper

2024Global Value Chain Participation and Firms Responses to Exchange Rate Fluctuations. (2024). Zhang, Zhida ; Sun, Fuwei ; Jiang, Chun. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:5:p:53-86.

Full description at Econpapers || Download paper

2025Asymmetric markup responses to monetary shocks over the business cycle. (2025). Mahadeo, Scott ; Romeo, Scott Mark ; Blampied, Nicols. In: Economica. RePEc:bla:econom:v:92:y:2025:i:367:p:757-782.

Full description at Econpapers || Download paper

2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

Full description at Econpapers || Download paper

2024Nonlinear kernel mode‐based regression for dependent data. (2024). Wang, Tao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:189-213.

Full description at Econpapers || Download paper

2024Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724.

Full description at Econpapers || Download paper

2026Effect of environmental protection tax law on firm markup. (2026). Xia, Siwen ; Ye, Daocun ; Tu, Yuanfen. In: Economic Modelling. RePEc:eee:ecmode:v:158:y:2026:i:c:s0264999326000593.

Full description at Econpapers || Download paper

2026Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning. (2026). Wójcik, Piotr ; Będowska-Sójka, Barbara ; Wjcik, Piotr ; Pele, Daniel Traian ; Bdowska-Sjka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001834.

Full description at Econpapers || Download paper

2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

Full description at Econpapers || Download paper

2024Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000940.

Full description at Econpapers || Download paper

2025GMM Model Averaging Using Higher Order Approximations. (2025). Martins, Luis ; Gabriel, Vasco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:36:y:2025:i:c:p:37-54.

Full description at Econpapers || Download paper

2024Mandatory CSR disclosure and stock liquidity: Evidence from Chinese listed firms. (2024). Ling, Yishu ; Lu, YE ; Xue, Shuyu ; Wu, Huilin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011893.

Full description at Econpapers || Download paper

2024Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment. (2024). Perote, Javier ; de la Horra, Luis P ; de la Fuente, Gabriel. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000801.

Full description at Econpapers || Download paper

2025From noise to signals: Investor attention as a catalyst for the momentum effect in the Chinese stock market. (2025). Wang, Gang-Jin ; Zhang, Zhi-Yu ; Xie, Chi ; Li, Xiao-Xin ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325001024.

Full description at Econpapers || Download paper

2024Terms of use and network size: Evidence from online job boards and CV banks in the U.S.. (2024). Breni, Vera. In: Information Economics and Policy. RePEc:eee:iepoli:v:67:y:2024:i:c:s0167624524000131.

Full description at Econpapers || Download paper

2025The equilibrium effects of environmental regulation on heterogeneous competing firms: Theory and evidence from Chinese manufacturing. (2025). Pang, Ruizhi ; Leisten, Matthew ; Zhang, Xuping ; Deng, Zhongqi. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:100:y:2025:i:c:s016771872500027x.

Full description at Econpapers || Download paper

2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

Full description at Econpapers || Download paper

2024Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853.

Full description at Econpapers || Download paper

2025Real-time monitoring procedures for early detection of bubbles. (2025). Whitehouse, Emily ; Harvey, D I ; Leybourne, S J. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1260-1277.

Full description at Econpapers || Download paper

2024Personal bankruptcy costs, union bargaining power, and capital structure. (2024). Sibilkov, Valeriy ; Hayes, Rachel M ; Halford, Joseph T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001857.

Full description at Econpapers || Download paper

2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

Full description at Econpapers || Download paper

2025Aggregate demand externality and self-fulfilling default cycles. (2025). Benhabib, Jess ; Xu, Zhenyang ; Wang, Pengfei ; Dong, Feng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:156:y:2025:i:c:s0304393225000984.

Full description at Econpapers || Download paper

2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

Full description at Econpapers || Download paper

2024Time-variant safe haven currencies. (2024). Percy, Jay ; Nakata, Hayato ; Sato, Ayano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:316-328.

Full description at Econpapers || Download paper

2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

Full description at Econpapers || Download paper

2024Market competition and strategic interaction in the Spanish FinTech industry. (2024). Sun, Yanfei ; Antelo, Manel ; Peon, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001582.

Full description at Econpapers || Download paper

2024A generalization bound of deep neural networks for dependent data. (2024). Do, Quan Huu ; Si, Lam ; Nguyen, Binh T. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000294.

Full description at Econpapers || Download paper

2024Technology-driven advancements: Mapping the landscape of algorithmic trading literature. (2024). Dinca, Zeno ; Negreanu, Cristina Carmencita ; Belascu, Lucian ; Boubaker, Sabri ; Horobet, Alexandra. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524005444.

Full description at Econpapers || Download paper

2026Mixing innovation policies for low-carbon transitions? An agent-based approach. (2026). Bassart-i-Lore, Miquel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:222:y:2026:i:c:s0040162525004032.

Full description at Econpapers || Download paper

2024South African Real Estate Investment Trusts Prefer Tuesdays. (2024). Ajayi, Oluwaseun Damilola ; Gavu, Emmanuel Kofi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:214-:d:1398215.

Full description at Econpapers || Download paper

2025An Investigation of Trades That Move the BBO Using Strings. (2025). Huang, Ying ; Hill, Matthew D ; Zeng, Hong Chao. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:15-:d:1558921.

Full description at Econpapers || Download paper

2025An Examination of G10 Carry Trade and Covered Interest Arbitrage Before, During, and After Financial Crises. (2025). Refalo, James ; Danso, Charles Armah. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:190-:d:1626308.

Full description at Econpapers || Download paper

2024Estimation and Model Misspecification for Recurrent Event Data with Covariates Under Measurement Errors. (2024). Alahakoon, Ravinath ; Wen, Xuerong Meggie ; Adekpedjou, Akim. In: Mathematics. RePEc:gam:jmathe:v:13:y:2024:i:1:p:113-:d:1557066.

Full description at Econpapers || Download paper

2025The Impact of Economic Policy Uncertainty on Firm Markups and Business Sustainability: The Moderating Effect of Irreversible Investment and Innovation. (2025). Yang, Xinying ; Zhang, Xiaofeng ; Zhou, Xinyu ; Xue, Xingqun. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4996-:d:1667468.

Full description at Econpapers || Download paper

2024Technology-driven advancements: Mapping the landscape of algorithmic trading literature. (2024). Dinca, Zeno ; Horobet, Alexandra ; Negreanu, Cristina Carmencita ; Belascu, Lucian ; Boubaker, Sabri. In: Post-Print. RePEc:hal:journl:hal-04990283.

Full description at Econpapers || Download paper

2024Buy Now Pay (Pain?) Later. (2024). Kim, Jungbae ; Dehaan, ED ; Zhu, Chenqi ; Lourie, Ben. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:8:p:5586-5598.

Full description at Econpapers || Download paper

2025Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting. (2025). Homem-De, Tito ; Garcia, Joaquim Dias ; Muoz, Francisco D ; Street, Alexandre. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:1:p:22-39.

Full description at Econpapers || Download paper

2024Freedom of choice impact on country-specific liquidity commonality. (2024). Spahr, Ronald W ; Jain, Pawan ; Mekhaimer, Mohamed ; Sunderman, Mark A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01257-5.

Full description at Econpapers || Download paper

2024The Effect of Policy Uncertainty on Money Demand in CEMAC Countries. (2024). Kemtsop, Herbert Klauss ; Fotie, Andree Kenne. In: Business and Economic Research. RePEc:mth:ber888:v:14:y:2024:i:1:p:72-90.

Full description at Econpapers || Download paper

2026Product market power and audit report lag: evidence from China. (2026). Habib, Ahsan ; Zhong, Jiajia ; Sun, LI. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:23:y:2026:i:1:d:10.1057_s41310-024-00276-x.

Full description at Econpapers || Download paper

2024ICT diffusion and financial development: Comparing high, middle, and low-income countries. (2024). Li, Xiaoguang ; Ahmad, Haseeb. In: PLOS ONE. RePEc:plo:pone00:0295183.

Full description at Econpapers || Download paper

2024Market liquidity and volatility: Does economic policy uncertainty matter? Evidence from Asian emerging economies. (2024). Muzaffar, Zumara ; Malik, Imran Riaz. In: PLOS ONE. RePEc:plo:pone00:0301597.

Full description at Econpapers || Download paper

2026Political and Economic Freedoms and Global Equity Valuations. (2026). McLean, Decclan ; Lum, Zachary ; Ampai, Suphachok ; Chatrath, Arjun ; Adrangi, Bahram. In: The American Economist. RePEc:sae:amerec:v:71:y:2026:i:1:p:63-74.

Full description at Econpapers || Download paper

2024Assessing Commonality in Liquidity: Evidence from an Emerging Market€™s Index Stocks. (2024). Rahman, Molla Ramizur ; Kumar, Gaurav ; Misra, Arun Kumar ; Pant, Abhay. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2:p:302-322.

Full description at Econpapers || Download paper

2026Monetary Policy Shocks and Trade Credit: An Empirical Analysis Using Firm-level Data. (2026). Shah, Anwar ; Rashid, Abdul ; Ahmad, Farooq. In: Journal of South Asian Development. RePEc:sae:soudev:v:21:y:2026:i:1:p:31-61.

Full description at Econpapers || Download paper

2024Multi-factor fuzzy sets decision system forecasting consumer insolvency risk. (2024). Korol, Tomasz. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:51:y:2024:i:3:d:10.1007_s40622-024-00399-8.

Full description at Econpapers || Download paper

2025Distributed ledger technology. (2025). Grser, Max ; Alt, Rainer. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00784-w.

Full description at Econpapers || Download paper

2024Endogeneity-corrected stochastic frontier with market imperfections. (2024). Maiti, Dibyendu ; Neogi, Chiranjib. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02577-0.

Full description at Econpapers || Download paper

2026Market integration in the digital era: can public data openness break market segmentation?. (2026). Zhou, Hanmei ; Liu, Xinzhi. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:3:d:10.1007_s00181-026-02895-5.

Full description at Econpapers || Download paper

2025Firm performance and markets: survival analysis of medium and large manufacturing enterprises in Indonesia. (2025). Ilona, Cserhti ; Tibor, Keresztly ; Afin, Rifai. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:52:y:2025:i:1:d:10.1007_s40812-024-00302-7.

Full description at Econpapers || Download paper

2024Exploring the innovative effort: duration models and heterogeneity. (2024). Parigi, giuseppe ; Bontempi, Maria ; Lambertini, Luca. In: Eurasian Business Review. RePEc:spr:eurasi:v:14:y:2024:i:3:d:10.1007_s40821-024-00272-9.

Full description at Econpapers || Download paper

2025Effects of credit score literacy and psychological traits on borrowing behavior: evidence from India using PLS-SEM. (2025). Altaf, Zaid ; Shah, Farooq. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00601-y.

Full description at Econpapers || Download paper

2025Estimation of climate change augmented precautionary motive demand for money under extreme values. (2025). Kumail, Muhammad ; Munir, Mubbasher ; Arshed, Noman. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:10:d:10.1007_s43546-025-00909-5.

Full description at Econpapers || Download paper

2026Stock Liquidity in the Context of Asset Pricing. (2026). Liu, Jun. In: Other publications TiSEM. RePEc:tiu:tiutis:5b29c7cf-6d49-44f8-92d6-379f763845ac.

Full description at Econpapers || Download paper

2026HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03.

Full description at Econpapers || Download paper

2024On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_04.

Full description at Econpapers || Download paper

2026Willingness-to-Pay for Emerging Technologies : A Study of Hydrogen Demand in the Ammonia Industry. (2026). Steinbuks, Jevgenijs ; Ikonnikova, Svetlana. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11338.

Full description at Econpapers || Download paper

2025An empirical investigation of the relationship between brand value and firm value: Evidence from Turkey. (2025). Doruk, Ömer ; Nal, Yildirim Beyazit ; Konuk, Serhat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:261-281.

Full description at Econpapers || Download paper

2024Statistical identification in panel structural vector autoregressive models based on independence criteria. (2024). Wang, Shu ; Herwartz, Helmut. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:620-639.

Full description at Econpapers || Download paper

2026Imperfect Synthetic Controls. (2026). Powell, David. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:41:y:2026:i:3:p:253-264.

Full description at Econpapers || Download paper

2024Empirical prediction intervals for additive Holt–Winters methods under misspecification. (2024). Tang, Xinyi ; Yau, Chun Yip ; Yang, Boning. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:754-770.

Full description at Econpapers || Download paper

2026Equity Home Bias Puzzle: A Revisit. (2026). Karmakar, Madhusudan ; Garg, Jyoti. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:2:p:439-457.

Full description at Econpapers || Download paper

2024Markups, Tobins q, and the Increasing Capital Share. (2024). Madsen, Jakob ; Kerspien, Jacob A. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:569-587.

Full description at Econpapers || Download paper

2024Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891.

Full description at Econpapers || Download paper

2025US Monetary Policy, Exchange Rates, and Delayed Portfolio Adjustments. (2025). Choi, Sangyup ; Park, Kwangyong. In: Working papers. RePEc:yon:wpaper:2025rwp-240.

Full description at Econpapers || Download paper

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 nother 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 nother 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]		article139
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 nother version. Agregated cites: 139		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]		article213
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
[Full Text][Citation analysis]		article120
1999Determinants of the Consumer Bankruptcy Decision In: Journal of Finance.
[Full Text][Citation analysis]		article121
1986The Intertemporal Stability of the Concentration-Margins Relationship. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article16
1987Oligopoly Supergames: Some Empirical Evidence on Prices and Margins. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article48
1988Thinking one step ahead: The use of conjectures in competitor analysis In: Strategic Management Journal.
[Full Text][Citation analysis]		article8
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]		article12
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article34
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34		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]		article151
1987An error-correction approach to money demand : The case of Sudan In: Journal of Development Economics.
[Full Text][Citation analysis]		article41
1994Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article62
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]		article26
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]		article60
1999Pricing behavior in an off-hours computerized market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
1981A model of commercial energy demand In: Energy.
[Full Text][Citation analysis]		article0
2005Liquidity commonality and return co-movement In: Journal of Financial Markets.
[Full Text][Citation analysis]		article59
1985Conditional variance and the risk premium in the foreign exchange market In: Journal of International Economics.
[Full Text][Citation analysis]		article208
1990The mechanics of automated trade execution systems In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article22
1993A taxonomy of automated trade execution systems In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
1992A Taxonomy of Automated Trade Execution Systems.(1992) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
1995Electronic derivatives exchanges: Implicit mergers, network externalities, and standardization In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article22
1990Automated trade execution systems In: Proceedings.
[Full Text][Citation analysis]		paper3
1986Error correction, forward-looking behavior, and dynamic international money demand In: Research Working Paper.
[Citation analysis]		paper1
1991Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets In: Columbia - Center for Futures Markets.
[Citation analysis]		paper5
1993Equally 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 nother version. Agregated cites: 5		article
1991The Electronic Order Book and Automated Trade Execution in the Furure Market. In: Columbia - Center for Futures Markets.
[Citation analysis]		paper0
1992Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications In: IMF Working Papers.
[Full Text][Citation analysis]		paper11
1990Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9
2002Liquidity, Transaction Costs, and Reintermediation in Electronic Markets In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article9
1989Asset Substitution, Money Demand, and the Inflation Process in Brazil. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article10
1996An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems In: NBER Chapters.
[Full Text][Citation analysis]		chapter1
1986Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1986Market Structure and Cyclical Fluctuations in U.S. Manufacturing In: NBER Working Papers.
[Full Text][Citation analysis]		paper220
1988Market Structure and Cyclical Fluctuations in U.S. Manufacturing..(1988) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		article
1982The Linear Model With Stochastic Regressors and Heteroscedastic Dependent Errors In: Discussion Papers.
[Full Text][Citation analysis]		paper3
1982Using Weighted Nonlinear Least Squares to Estimate Fish Population Dynamics Models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1985Inference in the Explosive First-Order Linear Dynamic Regression Model In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1986Business Cycles and the Relationship Between Concentration and Price-Cost Margins In: RAND Journal of Economics.
[Full Text][Citation analysis]		article261
1988A TEST OF THE HARRIS ERGODICITY OF STATIONARY DYNAMICAL ECONOMIC MODELS In: RCER Working Papers.
[Citation analysis]		paper0
1993Market Structure and Cyclical Fluctuations in U.S. Manufacturing: Reply. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1
1993The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy. In: Journal of Law and Economics.
[Full Text][Citation analysis]		article24
1999Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978. In: The Journal of Legal Studies.
[Full Text][Citation analysis]		article4
1998Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978.(1998) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1996The Market for Equity Markets: The Classification and Regulation of Automated Trading Systems In: IPR working papers.
[Citation analysis]		paper0
1996Personal Bankruptcy in the United States In: IPR working papers.
[Citation analysis]		paper0
1996Regulation of Automated Trading Systems In: IPR working papers.
[Citation analysis]		paper1
1997Two Hundred Years of Bankruptcy: A Tale of Legislation and Economic Fluctuations In: IPR working papers.
[Citation analysis]		paper14
2006Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team