Publications
Journal articles
Bollerslev, T, Domowitz, I & Wang, J 1994, 'Order Flow and the Bid-Ask Spread: An Empirical Probability Model of Screen-Based Trading', Journal of Economic Dynamics and Control, vol. 21, no. 8-9, pp. 1471-1491.
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Domowitz, I & Wang, J 1994, 'Auctions as algorithms', Journal of Economic Dynamics and Control, vol. 18, no. 1, pp. 29-60.
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UTS acknowledges the Gadigal people of the Eora Nation, the Boorooberongal people of the Dharug Nation, the Bidiagal people and the Gamaygal people, upon whose ancestral lands our university stands. We would also like to pay respect to the Elders both past and present, acknowledging them as the traditional custodians of knowledge for these lands.
