Ian Domowitz

ITG, Inc.

Managing Director

380 Madison Avenue, 4th Floor

Electronic Market Initiatives

New York, NY 10017

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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SSRN RANKINGS

Top 10,350

in Total Papers Citations

39

CROSSREF CITATIONS

101

Scholarly Papers (20)

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1.

Liquidity in an Automated Auction

Number of pages: 46 Posted: 05 Jan 2002
Mark Coppejans, Mark Coppejans, Ian Domowitz and Ananth Madhavan
Barclays Global InvestorsBlackRock, Inc, ITG, Inc. and BlackRock, Inc.
Downloads 1,282 (26,763)
Citation 34

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Electronic trading, liquidity, execution costs, return dynamics

2.

Screen Information, Trader Activity, and Bid-Ask Spreads in a Limit Order Market

Number of pages: 48 Posted: 11 Oct 1999
Mark Coppejans, Mark Coppejans and Ian Domowitz
Barclays Global InvestorsBlackRock, Inc and ITG, Inc.
Downloads 1,122 (32,577)
Citation 4

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3.

Liquidity, Liquidity Commonality and its Impact on Portfolio Theory

Number of pages: 48 Posted: 19 Jan 2002
Ian Domowitz and Xiaoxin Wang Beardsley
ITG, Inc. and Southern Illinois University
Downloads 894 (44,748)
Citation 12

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Liquidity, Microstructure, Portfolio Theory

4.

Determinants of the Consumer Bankruptcy Decision

Number of pages: 59 Posted: 19 May 1997
Ian Domowitz and Robert Sartain
ITG, Inc. and First USA Bank
Downloads 875 (46,069)
Citation 22

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5.

Financial Market Liquidity and the Distribution of Prices

Number of pages: 48 Posted: 01 Nov 1999
Ian Domowitz and Mahmoud El-Gamal
ITG, Inc. and Rice University - Department of Economics
Downloads 707 (61,499)
Citation 4

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6.

A Consistent Nonparametric Test of Ergodicity for Time Series with Applications

Number of pages: 46 Posted: 18 Oct 1999
Ian Domowitz and Mahmoud El-Gamal
ITG, Inc. and Rice University - Department of Economics
Downloads 363 (137,862)
Citation 4

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7.

Personal Liabilities and Bankruptcy Reform: An International Perspective

Number of pages: 40 Posted: 26 May 1998
Michelle Alexopoulos and Ian Domowitz
University of Toronto - Department of Economics and ITG, Inc.
Downloads 300 (169,050)
Citation 4

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8.

Market Structure and Cyclical Fluctuations in U.S. Manufacturing

NBER Working Paper No. w2115
Number of pages: 41 Posted: 09 Jun 2004 Last Revised: 14 Oct 2022
Ian Domowitz, Bruce C. Petersen and R. Glenn Hubbard
ITG, Inc., Washington University in St. Louis - Department of Economics and Columbia University - Columbia Business School, Finance
Downloads 66 (557,349)
Citation 2

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9.

Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins

NBER Working Paper No. w2057
Number of pages: 35 Posted: 27 Apr 2000 Last Revised: 17 Aug 2022
Ian Domowitz, Bruce C. Petersen and R. Glenn Hubbard
ITG, Inc., Washington University in St. Louis - Department of Economics and Columbia University - Columbia Business School, Finance
Downloads 62 (575,291)
Citation 1

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Electronic markets, market microstructure, financial intermediation

11.

Order Flow and the Bid-Ask Spread: An Empirical Probability Model of Screen-Based Trading

Posted: 03 Nov 2000
Tim Bollerslev, Ian Domowitz and Jainxin Wang
Duke University - Finance, ITG, Inc. and affiliation not provided to SSRN

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12.

Incentives and Bankruptcy Chapter Choice: Evidence from the Reform Act of 1978

Journal of Legal Studies, Vol. 28, No. 2, June 1999
Posted: 05 Feb 2000
Ian Domowitz and Robert Sartain
ITG, Inc. and First USA Bank

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13.

International Cross-Listing, Market Quality, and Ownership Rights: An Analysis of the Mexican Stock Market

Posted: 02 Sep 1999
Jack D. Glen, Ian Domowitz and Ananth Madhavan
International Finance Corporation (IFC), ITG, Inc. and BlackRock, Inc.

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14.

Electronic Derivatives Exchanges: Implicit Mergers, Network Externalities and Standardization

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Volume 35 Number 2, Summer 1995
Posted: 10 Oct 1998
Ian Domowitz
ITG, Inc.

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15.

Market Segmentation and Stock Prices: Evidence from an Emerging Market

Posted: 05 Jul 1998
Ian Domowitz, Jack D. Glen and Ananth Madhavan
ITG, Inc., International Finance Corporation (IFC) and BlackRock, Inc.

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16.

Country and Currency Risk Premia in an Emerging Market

JOURNAL OF FINANCIAL AND QUANITATIVE ANALYSIS, June 1998
Posted: 15 Jun 1998
Ian Domowitz, Jack D. Glen and Ananth Madhavan
ITG, Inc., International Finance Corporation (IFC) and BlackRock, Inc.

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17.

International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market

Posted: 13 Feb 1997
Ian Domowitz, Jack D. Glen and Ananth Madhavan
ITG, Inc., International Finance Corporation (IFC) and BlackRock, Inc.

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18.

Identification and Testing of a Term Structure Relationship for Country and Currency Risk Premia in an Emerging Market

Posted: 16 Jan 1997
Ian Domowitz, Jack D. Glen and Ananth Madhavan
ITG, Inc., International Finance Corporation (IFC) and BlackRock, Inc.

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19.

The Legal Basis for Stock Exchanges: The Classification and Regulation of Automated Trading Systems

Posted: 28 Oct 1996
Ian Domowitz and Ruben Lee
ITG, Inc. and Oxford Finance Group

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20.

Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market

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