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 5 9 927
A Simple Nonparametric Test for Independence 0 0 1 314 1 4 7 1,275
A Structural Approach To Information Shares 0 0 0 0 3 4 10 217
A Video Interview of Buz Brock 0 0 0 49 1 3 4 281
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 7 20 26 63
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 4 11 16 264
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 5 11 19 112
An Event Study of the Ethereum Transition to Proof-of-Stake 1 2 3 14 6 19 29 42
Analyst Recommendations and Nasdaq Market Making Activity 0 0 2 168 2 4 7 1,013
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 1 4 7 449
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 2 2 7 571
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 1 4 10 592
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 2 4 7 216
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 1 8 9 285
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 1 4 8 614
Forecast Comparison in L2 0 0 0 120 2 5 5 393
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 1 31 9 21 22 125
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 3 4 7 622
Information shares in the U.S. treasury market 1 1 1 158 4 6 7 660
Integration of the Global Emissions Trading Markets 0 0 0 24 5 6 7 145
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 4 5 6 566
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 4 5 5 263
Managing the Dollar: Has the Plaza Agreement Mattered? 1 1 2 10 2 4 8 84
Market Quality Breakdowns in Equities 0 0 0 39 3 11 11 134
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 2 5 8 577
Nonlinear Time Series Analysis 0 0 0 435 7 10 12 898
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 3 3 3 8
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 4 31 4 6 13 63
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 403 6 11 15 1,580
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 1 82 7 8 10 226
Should ECNs be SOES-able? 0 0 0 78 2 2 3 399
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 2 3 3 21 8 13 21 56
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 2 8 9 96
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 7 13 16 336
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 4 5 346
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 2 110 4 6 12 377
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 3 3 5 11 18 18
The Market Microstructure of the European Climate Exchange 0 0 0 77 4 6 7 291
The Market Microstructure of the European Climate Exchange 0 0 0 41 5 10 13 126
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 3 3 4 733
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 3 4 5 771
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 5 9 12 451
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 1 367 10 13 15 1,720
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 5 9 11 375
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 3 4 6 1,755
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 1 2 141 9 17 22 594
The microstructure of the U.S. treasury market 0 3 5 230 3 8 12 544
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 4 7 8 895
Total Working Papers 5 11 33 4,503 186 364 513 23,148
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 3 8 139
A Video Interview of Buz Brock 0 0 0 30 3 5 6 206
A Video Interview with James Hamilton 0 0 0 19 2 3 4 143
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 1 1 3 128
A video interview of James Stock 0 0 0 11 4 4 8 53
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 5 10 11 15
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 2 6 11 56
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 11 12 14 206
Bitcoin spot and futures market microstructure 1 5 6 52 9 18 38 158
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 2 3 5 70
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 1 2 2 299
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 0 4 7 39
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 3 4 7 128
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 1 2 5 964
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 4 5 9 155
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 2 3 3 51
Federal Reserve System International Facilities 0 0 0 2 3 7 7 28
Highs and lows: a behavioural and technical analysis 0 0 0 39 1 2 2 211
Information shares in the US Treasury market 0 0 0 67 4 6 11 296
Integration of the global carbon markets 0 1 2 17 3 10 16 105
Location Basis Differentials in Crude Oil Prices 0 0 0 0 1 7 8 8
Location Basis Differentials in Crude Oil Prices 0 0 0 7 1 3 6 60
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 492 7 10 15 2,230
Market quality breakdowns in equities 0 0 1 11 2 3 6 75
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 1 2 100 2 4 7 390
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 2 2 67
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 2 3 81
Nonconvexities in a stochastic control problem with learning 0 0 0 18 1 1 2 61
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 4 5 6 143
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 1 2 8 357
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 0 3 1 2 4 47
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 1 2 5 20
Skyscraper height and the business cycle: separating myth from reality 1 1 1 74 4 8 17 349
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 2 4 52
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 2 2 5 103
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 4 4 6 131
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 5 10 10 486
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 1 274
The Stock Market's Wild Ride 0 1 1 14 0 2 5 53
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 2 4 5 1,292
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 43 1 2 3 138
The market microstructure of the European climate exchange 0 0 2 33 4 6 11 191
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 1 8 14 17 23 80
The next tick on Nasdaq 0 0 3 69 2 3 8 221
The state of economic dynamics: A review essay 0 0 0 7 0 0 1 65
The transition to electronic communications networks in the secondary treasury market 0 0 1 84 3 8 16 393
Total Journal Articles 2 9 24 2,351 126 222 364 10,817
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 5 6 8 93
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 1 5 9 22
Total Chapters 0 0 0 23 6 11 17 115

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Statistics updated 2026-02-12