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 1 2 2 918
A Simple Nonparametric Test for Independence 0 0 0 313 0 2 2 1,268
A Structural Approach To Information Shares 0 0 0 0 0 0 2 207
A Video Interview of Buz Brock 0 0 0 49 0 0 0 277
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 0 0 5 37
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 0 0 0 248
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 0 0 0 93
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 11 0 0 2 13
Analyst Recommendations and Nasdaq Market Making Activity 0 0 1 166 0 0 3 1,006
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 127 0 0 1 442
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 0 1 2 564
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 0 0 1 582
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 0 0 0 209
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 0 0 0 276
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 0 0 0 606
Forecast Comparison in L2 0 0 0 120 0 2 2 388
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 0 30 0 3 3 103
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 0 0 2 615
Information shares in the U.S. treasury market 0 0 2 157 0 0 2 653
Integration of the Global Emissions Trading Markets 0 0 0 24 0 0 1 138
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 1 56 0 0 2 560
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 0 0 0 258
Managing the Dollar: Has the Plaza Agreement Mattered? 2 2 2 8 3 3 4 76
Market Quality Breakdowns in Equities 0 0 1 39 0 0 4 123
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 2 2 6 569
Nonlinear Time Series Analysis 1 1 2 435 1 1 3 886
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 0 0 0 5
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 1 2 27 0 1 5 50
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 402 0 2 6 1,565
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 0 81 0 0 1 216
Should ECNs be SOES-able? 0 0 0 78 0 0 1 396
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 0 1 1 18 1 6 10 35
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 2 2 87
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 0 0 1 320
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 0 1 341
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 1 108 0 0 1 365
The Market Microstructure of the European Climate Exchange 0 1 2 41 0 1 4 113
The Market Microstructure of the European Climate Exchange 0 0 0 77 0 0 1 284
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 0 0 0 729
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 0 0 1 766
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 1 54 0 0 3 439
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 1 366 0 0 2 1,705
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 0 2 364
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 0 0 0 1,749
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 2 139 0 0 4 572
The microstructure of the U.S. treasury market 0 1 2 225 0 2 7 532
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 0 0 2 887
Total Working Papers 3 7 23 4,470 8 30 103 22,635
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON DEMAND AND SUPPLY FACTORS IN MANUFACTURING OUTPUT ASYMMETRIES 0 0 0 28 0 0 0 131
A Video Interview of Buz Brock 0 0 0 30 0 0 0 200
A Video Interview with James Hamilton 0 0 0 19 0 0 0 139
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 0 0 2 125
A video interview of James Stock 0 0 0 11 0 0 1 45
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 1 1 2 4
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 0 1 2 45
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 0 4 192
Bitcoin spot and futures market microstructure 1 1 6 46 1 1 12 120
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 0 0 1 65
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 1 2 2 297
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 0 0 0 32
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 0 0 3 121
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 4 442 0 2 7 959
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 0 0 0 146
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 1 48
Federal Reserve System International Facilities 0 0 0 2 0 0 0 21
Highs and lows: a behavioural and technical analysis 0 0 0 39 0 0 0 209
Information shares in the US Treasury market 0 0 3 67 0 0 8 285
Integration of the global carbon markets 0 0 0 15 0 4 5 89
Location Basis Differentials in Crude Oil Prices 0 0 0 7 0 0 1 54
Location Basis Differentials in Crude Oil Prices 0 0 0 0 0 0 0 0
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 491 2 2 3 2,215
Market quality breakdowns in equities 0 0 0 10 0 1 3 69
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 0 98 0 0 1 383
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 3 8 65
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 0 78
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 0 1 59
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 1 1 1 137
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 0 1 1 349
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 0 3 0 0 2 43
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 0 15
Skyscraper height and the business cycle: separating myth from reality 1 2 7 73 2 5 22 332
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 0 0 48
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 0 0 0 98
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 0 0 125
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 1 73 0 0 3 476
The Stability of Money Demand and Forecasting through Changes in Regimes [The Demand for Money Revisited] [The Case of the Missing Money] 0 0 0 87 0 0 0 273
The Stock Market's Wild Ride 0 0 0 13 0 0 0 48
The distribution of the Theil U-statistic in bivariate normal populations 0 0 4 221 0 1 11 1,287
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 42 1 2 3 135
The market microstructure of the European climate exchange 0 0 1 31 0 2 7 180
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 0 7 0 1 3 57
The next tick on Nasdaq 0 0 0 66 0 0 2 213
The state of economic dynamics: A review essay 0 0 0 7 0 0 0 64
The transition to electronic communications networks in the secondary treasury market 0 1 1 83 1 3 5 377
Total Journal Articles 2 6 29 2,327 11 33 127 10,453
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Endogenous and Systemic Risk" 0 0 0 23 0 0 1 85
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 0 0 3 13
Total Chapters 0 0 0 23 0 0 4 98


Statistics updated 2025-02-05