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 2 8 927
A Simple Nonparametric Test for Independence 0 0 1 314 0 1 7 1,275
A Structural Approach To Information Shares 0 0 0 0 0 6 13 220
A Video Interview of Buz Brock 0 0 0 49 1 2 4 282
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 1 9 28 65
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 0 6 17 266
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 3 13 27 120
An Event Study of the Ethereum Transition to Proof-of-Stake 0 4 6 17 8 24 47 60
Analyst Recommendations and Nasdaq Market Making Activity 0 0 1 168 0 2 5 1,013
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 1 2 8 450
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 1 3 8 572
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 0 2 11 593
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 3 8 13 222
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 2 9 17 293
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 1 2 9 615
Forecast Comparison in L2 0 0 0 120 1 3 6 394
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 0 31 0 11 23 127
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 0 3 7 622
Information shares in the U.S. treasury market 0 1 1 158 0 6 9 662
Integration of the Global Emissions Trading Markets 0 0 0 24 1 10 12 150
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 1 5 7 567
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 0 6 7 265
Managing the Dollar: Has the Plaza Agreement Mattered? 0 1 2 10 3 5 9 87
Market Quality Breakdowns in Equities 0 0 0 39 0 4 12 135
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 1 4 10 579
Nonlinear Time Series Analysis 0 0 0 435 0 8 13 899
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 1 5 5 10
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 3 31 0 7 14 66
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 403 0 7 16 1,581
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 1 82 0 9 12 228
Should ECNs be SOES-able? 0 0 0 78 2 5 6 402
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 1 3 4 22 3 14 25 62
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 2 9 96
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 0 7 15 336
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 0 4 346
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 1 110 0 4 10 377
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 3 3 4 12 25 25
The Market Microstructure of the European Climate Exchange 0 0 0 77 3 9 12 296
The Market Microstructure of the European Climate Exchange 0 0 0 41 0 5 13 126
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 1 10 12 778
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 0 4 5 734
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 1 7 13 453
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 1 367 0 11 16 1,721
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 7 12 377
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 0 3 5 1,755
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 2 141 3 14 26 599
The microstructure of the U.S. treasury market 0 0 4 230 1 5 13 546
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 2 6 10 897
Total Working Papers 1 9 32 4,507 49 309 615 23,271
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 2 4 9 141
A Video Interview of Buz Brock 0 0 0 30 0 3 5 206
A Video Interview with James Hamilton 0 0 0 19 1 3 5 144
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 0 1 2 128
A video interview of James Stock 0 0 0 11 0 4 7 53
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 1 6 12 16
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 0 4 11 58
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 15 18 210
Bitcoin spot and futures market microstructure 0 1 6 52 7 18 34 167
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 0 2 4 70
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 0 1 2 299
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 0 0 7 39
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 0 3 6 128
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 0 2 444 0 1 5 964
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 0 4 8 155
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 3 4 52
Federal Reserve System International Facilities 0 0 0 2 0 3 7 28
Highs and lows: a behavioural and technical analysis 0 0 0 39 0 1 2 211
Information shares in the US Treasury market 0 0 0 67 1 5 9 297
Integration of the global carbon markets 0 0 2 17 1 5 17 107
Location Basis Differentials in Crude Oil Prices 0 0 0 0 1 2 8 9
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 492 1 9 15 2,232
Market quality breakdowns in equities 0 0 1 11 1 3 7 76
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 2 100 0 3 8 391
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 3 4 69
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 3 81
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 2 3 62
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 0 5 7 144
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 0 3 10 359
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 0 3 1 2 5 48
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 1 3 20
Skyscraper height and the business cycle: separating myth from reality 0 2 2 75 0 7 17 352
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 1 1 4 53
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 0 3 6 104
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 5 7 132
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 1 6 11 487
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 3 4 277
The Stock Market's Wild Ride 0 0 1 14 0 0 4 53
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 1 3 5 1,293
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 43 0 1 3 138
The market microstructure of the European climate exchange 0 0 1 33 1 5 11 192
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 1 8 4 23 31 89
The next tick on Nasdaq 0 0 3 69 0 3 9 222
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 5 16 395
Total Journal Articles 0 3 23 2,345 27 184 375 10,816
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 5 8 93
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 3 4 10 25
Total Chapters 0 0 0 23 3 9 18 118

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Statistics updated 2026-04-09