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 2 2 10 929
A Simple Nonparametric Test for Independence 0 0 1 314 4 4 11 1,279
A Structural Approach To Information Shares 0 0 0 0 2 5 15 222
A Video Interview of Buz Brock 0 0 0 49 1 2 5 283
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 2 4 29 67
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 2 4 18 268
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 4 12 30 124
An Event Study of the Ethereum Transition to Proof-of-Stake 0 3 6 17 6 24 53 66
Analyst Recommendations and Nasdaq Market Making Activity 0 0 0 168 0 0 4 1,013
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 1 1 1 129 4 5 11 454
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 0 1 7 572
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 4 5 15 597
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 3 9 16 225
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 2 10 19 295
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 1 2 10 616
Forecast Comparison in L2 0 0 0 120 4 5 10 398
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 0 31 2 4 25 129
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 3 3 10 625
Information shares in the U.S. treasury market 0 0 1 158 1 3 10 663
Integration of the Global Emissions Trading Markets 0 0 0 24 3 8 15 153
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 1 2 8 568
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 2 4 9 267
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 10 5 8 13 92
Market Quality Breakdowns in Equities 0 0 0 39 1 2 13 136
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 2 4 12 581
Nonlinear Time Series Analysis 0 0 0 435 1 2 14 900
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 4 6 9 14
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 2 31 1 4 14 67
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 403 5 6 21 1,586
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 1 82 2 4 14 230
Should ECNs be SOES-able? 0 0 0 78 0 3 6 402
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 0 1 4 22 1 7 25 63
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 3 3 12 99
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 5 5 20 341
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 2 2 6 348
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 1 110 5 5 15 382
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 3 3 7 14 32 32
The Market Microstructure of the European Climate Exchange 0 0 0 77 1 6 13 297
The Market Microstructure of the European Climate Exchange 0 0 0 41 4 4 17 130
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 2 3 7 736
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 2 9 14 780
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 4 6 17 457
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 0 367 2 3 17 1,723
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 4 6 16 381
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 2 2 7 1,757
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 2 141 4 9 30 603
The microstructure of the U.S. treasury market 0 0 4 230 3 5 16 549
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 6 8 16 903
Total Working Papers 1 5 28 4,508 131 254 736 23,402
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 10 143
A Video Interview of Buz Brock 0 0 0 30 0 0 5 206
A Video Interview with James Hamilton 0 0 0 19 0 1 5 144
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 1 1 3 129
A video interview of James Stock 0 0 0 11 0 0 7 53
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 1 2 13 17
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 1 3 12 59
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 1 1 1 38 4 8 22 214
Bitcoin spot and futures market microstructure 0 0 6 52 3 12 37 170
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 2 2 6 72
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 3 3 5 302
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 2 2 9 41
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 0 0 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 2 2 4 446 5 5 10 969
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 2 2 10 157
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 1 2 5 53
Federal Reserve System International Facilities 0 0 0 2 1 1 8 29
Highs and lows: a behavioural and technical analysis 0 0 0 39 3 3 5 214
Information shares in the US Treasury market 0 0 0 67 2 3 11 299
Integration of the global carbon markets 0 0 2 17 1 3 17 108
Location Basis Differentials in Crude Oil Prices 0 0 0 0 3 4 11 12
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 0 492 1 3 15 2,233
Market quality breakdowns in equities 0 0 1 11 0 1 6 76
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 2 100 0 1 8 391
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 7 9 11 76
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 3 3 6 84
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 1 3 62
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 1 2 8 145
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 4 6 14 363
Real versus Pseudo-International Systemic Risk Some Lessons from History 1 1 1 4 3 4 7 51
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 2 2 5 22
Skyscraper height and the business cycle: separating myth from reality 0 1 2 75 5 8 19 357
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 1 4 53
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 3 4 9 107
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 1 7 132
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 4 5 15 491
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 2 2 6 55
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 2 3 7 1,295
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 43 0 0 3 138
The market microstructure of the European climate exchange 0 0 1 33 4 5 15 196
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 1 1 2 9 2 11 33 91
The next tick on Nasdaq 0 0 2 69 5 6 13 227
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 3 5 18 398
Total Journal Articles 5 6 26 2,350 88 147 453 10,904
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 3 3 11 96
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 2 5 12 27
Total Chapters 0 0 0 23 5 8 23 123

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Statistics updated 2026-05-06