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Domowitz, Ian
24
Madhavan, Ananth
5
Borkovec, Milan
4
Glen, Jack
4
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3
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2
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The journal of trading
6
The journal of finance : the journal of the American Finance Association
5
Journal of economic dynamics & control
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Econometric theory
1
Institutional investor
1
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1
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1
Journal of financial services research : JFSR
1
Journal of international money and finance
1
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1
The journal of economic history
1
The journal of futures markets
1
The journal of law & economics
1
The journal of portfolio management : a publication of Institutional Investor
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
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1
Trading patterns, liquidity, and the Citigroup split
Borkovec, Milan
;
Domowitz, Ian
;
Tyurin, Konstantin
- In:
The journal of trading
6
(
2011
)
4
,
pp. 18-33
Persistent link: https://www.econbiz.de/10009881867
Saved in:
2
THE MARKET - CREATE OR BUY: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs
Borkovec, Milan
;
Seruin, Vitaly
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 118-131
Persistent link: https://www.econbiz.de/10010166714
Saved in:
3
Robust portfolio rebalancing with transaction cost penalty : an empirical analysis
Serbin, Vitaly
;
Borkovec, Milan
;
Chigirinskiy, Michael
- In:
Journal of investment management : JOIM
9
(
2011
)
2
,
pp. 73-87
Persistent link: https://www.econbiz.de/10009910850
Saved in:
4
Building and evaluating a transaction cost model : a primer
Borkovec, Milan
;
Heidle, Hans G.
- In:
The journal of trading
5
(
2010
)
2
,
pp. 57-77
Persistent link: https://www.econbiz.de/10009881816
Saved in:
5
Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Futures Markets
Domowitz, Ian
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 93
Persistent link: https://www.econbiz.de/10006869693
Saved in:
6
Trading Patterns and Prices in the Interbank Foreign Exchange Market
Bollerslev, Tim
;
Domowitz, Ian
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1421-1444
Persistent link: https://www.econbiz.de/10006603646
Saved in:
7
Country and Currency Risk Premia in an Emerging Market
Domowitz, Ian
;
Glen, Jack
;
Madhavan, Ananth
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 189-216
Persistent link: https://www.econbiz.de/10006700701
Saved in:
8
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy
Domowitz, Ian
;
Eovaldi, Thomas L.
- In:
The journal of law & economics
36
(
1993
)
2
,
pp. 803-836
Persistent link: https://www.econbiz.de/10006540325
Saved in:
9
Order flow and the bid-ask spread: An empirical probability model of screen-based trading
Bollerslev, Tim
;
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
21
(
1997
)
8-9
,
pp. 1471-1492
Persistent link: https://www.econbiz.de/10006792299
Saved in:
10
Auctions as algorithms: Computerized trade execution and price discovery
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10006804593
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