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

DOWNLOADS
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Top 8,496

in Total Papers Downloads

5,229

CITATIONS
Rank 3,488

SSRN RANKINGS

Top 3,488

in Total Papers Citations

156

Scholarly Papers (20)

1.

Liquidity in an Automated Auction

AFA 2002 Atlanta Meetings
Number of pages: 46 Posted: 05 Jan 2002
Mark Coppejans, Ian Domowitz and Ananth Madhavan
BlackRock, Inc, ITG, Inc. and BlackRock, Inc.
Downloads 1,199 (15,995)
Citation 25

Abstract:

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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 and Ian Domowitz
BlackRock, Inc and ITG, Inc.
Downloads 1,076 (18,860)
Citation 5

Abstract:

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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 843 (26,972)
Citation 9

Abstract:

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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 798 (29,106)
Citation 49

Abstract:

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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 678 (36,339)
Citation 2

Abstract:

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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 279 (106,376)
Citation 3

Abstract:

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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 275 (108,068)
Citation 3

Abstract:

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8.

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 2010
ITG, Inc., Washington University in St. Louis - Department of Economics and Columbia Business School - Finance and Economics
Downloads 42 (407,324)
Citation 8

Abstract:

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9.

Market Structure and Cyclical Fluctuations in U.S. Manufacturing

NBER Working Paper No. w2115
Number of pages: 41 Posted: 09 Jun 2004
ITG, Inc., Washington University in St. Louis - Department of Economics and Columbia Business School - Finance and Economics
Downloads 39 (418,630)
Citation 52

Abstract:

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10.

Liquidity, Transaction Costs, and Reintermediation in Electronic Markets

Journal of Financial Services Research, Vol. 22, Iss. 1&2, August/October 2002
Posted: 08 Mar 2003
Ian Domowitz
ITG, Inc.

Abstract:

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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

Abstract:

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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

Abstract:

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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.

Abstract:

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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.

Abstract:

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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.

Abstract:

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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.

Abstract:

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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.

Abstract:

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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.

Abstract:

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19.

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