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 0 1 10 930
A Simple Nonparametric Test for Independence 0 0 0 314 1 1 10 1,280
A Structural Approach To Information Shares 0 0 0 0 0 4 13 226
A Video Interview of Buz Brock 0 0 0 49 0 2 7 285
Alternative Trading Systems in the Corporate Bond Market 0 0 1 8 1 1 27 69
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 2 2 67 1 6 23 275
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 5 12 41 138
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 5 17 2 5 57 76
Analyst Recommendations and Nasdaq Market Making Activity 0 0 0 168 1 1 6 1,015
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 129 0 0 10 455
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 1 1 6 573
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 0 0 12 598
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 0 1 17 228
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 0 2 21 297
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 0 0 9 619
Forecast Comparison in L2 0 0 0 120 0 0 13 401
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 0 31 0 2 30 134
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 2 2 11 627
Information shares in the U.S. treasury market 0 0 1 158 2 4 15 668
Integration of the Global Emissions Trading Markets 0 0 0 24 0 0 14 153
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 0 2 11 572
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 0 0 9 267
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 2 11 0 1 15 95
Market Quality Breakdowns in Equities 0 0 0 39 0 0 13 136
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 1 3 13 584
Nonlinear Time Series Analysis 0 0 0 435 2 2 15 902
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 0 0 9 14
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 0 31 1 2 12 69
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 0 403 0 0 19 1,586
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 0 82 0 1 14 231
Should ECNs be SOES-able? 0 0 0 78 0 0 6 402
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 0 0 4 22 1 5 26 68
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 1 12 100
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 0 1 21 342
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 0 6 348
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 0 110 0 0 13 383
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 0 3 1 2 39 45
The Market Microstructure of the European Climate Exchange 0 0 0 41 0 0 16 132
The Market Microstructure of the European Climate Exchange 0 0 0 77 2 3 15 300
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 0 1 15 782
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 1 3 11 740
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 3 5 22 464
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 0 367 0 1 19 1,726
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 1 3 19 384
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 1 1 9 1,759
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 1 141 2 4 31 608
The microstructure of the U.S. treasury market 1 1 4 231 2 3 17 552
Transaction Costs and Speed in the Ethereum Ecosystem: Scalability of the Mainnet and Layer 2s 0 0 0 0 1 5 6 6
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 0 15 31 919
Total Working Papers 1 3 21 4,513 35 109 816 23,563
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 1 1 29 0 2 10 145
A Video Interview of Buz Brock 0 0 0 30 0 0 6 207
A Video Interview with James Hamilton 0 0 0 19 0 0 5 144
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 0 0 3 130
A video interview of James Stock 0 0 0 11 0 0 7 54
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 0 2 15 20
An empirical analysis of the Shanghai and Shenzhen limit order books 0 2 2 4 2 7 18 66
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 1 38 2 4 27 220
Bitcoin spot and futures market microstructure 1 2 8 54 8 17 57 191
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 0 1 7 74
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 1 1 6 303
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 0 1 9 43
Estimating the intensity of choice in a dynamic mutual fund allocation decision 1 1 1 30 1 2 6 130
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 1 5 447 0 3 12 972
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 0 1 10 160
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 5 53
Federal Reserve System International Facilities 0 0 0 2 0 0 8 29
Highs and lows: a behavioural and technical analysis 0 0 0 39 1 2 7 216
Information shares in the US Treasury market 0 0 0 67 1 1 11 301
Integration of the global carbon markets 0 0 1 17 0 1 16 110
Location Basis Differentials in Crude Oil Prices 0 0 0 0 0 0 11 12
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 0 492 0 1 16 2,234
Market quality breakdowns in equities 0 0 0 11 1 2 6 78
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 1 100 1 2 9 394
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 0 2 15 80
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 6 85
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 0 3 62
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 0 0 9 146
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 0 0 12 364
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 1 4 0 0 7 52
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 4 22
Skyscraper height and the business cycle: separating myth from reality 1 4 6 79 1 6 25 365
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 0 4 53
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 0 1 9 108
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 1 8 134
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 0 4 21 497
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 1 5 278
The Stock Market's Wild Ride 0 0 1 14 0 0 5 55
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 1 1 8 1,296
The impact of monetary policy on bond returns: A segmented markets approach 0 0 0 43 0 0 3 139
The market microstructure of the European climate exchange 0 0 0 33 0 2 14 199
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 2 10 1 1 32 93
The next tick on Nasdaq 0 0 0 69 0 0 9 227
The state of economic dynamics: A review essay 0 0 0 7 0 0 0 65
The transition to electronic communications networks in the secondary treasury market 0 0 0 84 1 2 20 402
Total Journal Articles 3 11 30 2,362 22 71 506 11,008
2 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 11 96
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 0 0 14 31
Total Chapters 0 0 0 23 0 0 25 127

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Statistics updated 2026-10-11