Access Statistics for Bruce Mizrach

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov Switching Cookbook 0 0 0 0 5 15 65 584
A Simple Nonparametric Test for Independence 2 5 22 206 2 10 62 763
A Video Interview of Buz Brock 0 0 2 38 1 5 32 162
Analyst Recommendations and Nasdaq Market Making Activity 0 1 11 138 3 15 79 722
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 1 5 17 77 6 27 77 321
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 1 16 76 13 25 109 279
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 0 2 14 119
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 4 10 35 3 14 38 158
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 12 83 4 18 83 339
Forecast Comparison in L2 2 4 14 82 8 17 50 233
Highs and Lows: A Behavioral and Technical Analysis 2 6 41 133 4 14 106 265
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 1 5 19 30 12 40 165 267
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 0 10 25 60 60
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 4 8 34 477
Nonlinear Time Series Analysis 7 16 58 223 16 38 112 353
Price discovery in the U.S. treasury market 2 7 31 100 19 38 148 343
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 4 11 41 272 7 33 111 1,082
Recovering Probabilistic Information From Options Prices and the Underlying 3 4 19 51 5 7 46 94
Should ECNs be SOES-able? 0 0 2 70 3 6 19 300
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 1 9 38 282
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 1 4 11 74 4 14 46 219
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 1 1 6 67 5 13 46 481
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 1 13 60 3 26 117 448
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 0 15 38 68 68
The Next Tick on Nasdaq: Does Level II Information Matter? 4 12 49 272 16 53 224 1,063
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 6 17 66 138
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 11 40 140 1,311
The microstructure of the U.S. treasury market 3 15 80 80 12 46 135 135
When Did The Smart Money in Enron Lose Its' Smirk? 1 2 10 168 14 27 102 474
Total Working Papers 34 104 484 2,336 212 640 2,392 11,540

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Video Interview of Buz Brock 0 1 4 18 3 6 25 112
A liquidity-in-advance model of the demand for money under price uncertainty 0 2 4 9 0 3 12 38
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 1 2 5 11 3 9 29 51
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 1 3 14 58 3 7 36 187
Exchange rate theory: Chaotic models of foreign exchange markets: Paul De Grauwe, Hans Dewachter, and Mark Embrechts, (Oxford: Blackwell) ISBN# 0-631-18016-8, 1993 0 2 23 119 3 8 57 266
Information shares in the US Treasury market 0 1 1 1 2 10 10 10
Managing the Dollar: Has the Plaza Agreement Mattered? 0 3 28 446 2 12 105 1,975
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 5 52 6 9 32 257
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 3 0 0 4 39
Nonconvexities in a stochastic control problem with learning 0 0 1 15 0 2 8 34
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 3 8 32 262
Target zone models with stochastic realignments: an econometric evaluation 0 0 4 19 2 4 21 76
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 3 3 15 31 11 16 78 152
The Stability of Money Demand and Forecasting through Changes in Regimes [The Demand for Money Revisited] [The Case of the Missing Money] 1 1 1 78 1 2 11 225
The distribution of the Theil U-statistic in bivariate normal populations 2 5 39 131 20 46 179 692
The next tick on Nasdaq 0 1 9 9 2 8 29 29
The state of economic dynamics: A review essay 0 0 0 4 0 0 7 32
The transition to electronic communications networks in the secondary treasury market 0 1 12 31 5 16 70 130
Total Journal Articles 8 25 165 1,035 66 166 745 4,567

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-10-02