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Electronic limit order books and market resiliency : theory, evidence and practice
Coppejans, Mark; Domowitz, Ian; Madhavan, Ananth - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 19-37
Persistent link: https://www.econbiz.de/10003424661
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Liquidity, transaction costs, and reintermediation in electronic markets
Domowitz, Ian - In: Journal of financial services research : JFSR 22 (2002) 1/2, pp. 141-157
Persistent link: https://www.econbiz.de/10001722952
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International cross-listing and order flow migration : evidence from an emerging market
Domowitz, Ian - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2001-2027
Persistent link: https://www.econbiz.de/10015139939
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Liquidity commonality and return co-movement
Domowitz, Ian; Hansch, Oliver; Wang, Xiaoxin - In: Journal of financial markets 8 (2005) 4, pp. 351-376
Persistent link: https://www.econbiz.de/10003177611
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The cost of liquidity in the FX market
Borkovec, Milan; Cochrane, James; Domowitz, Ian; … - In: The journal of trading 10 (2015) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10011290835