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 3 5 8 925
A Simple Nonparametric Test for Independence 0 0 1 314 2 4 6 1,274
A Structural Approach To Information Shares 0 0 0 0 1 1 7 214
A Video Interview of Buz Brock 0 0 0 49 2 2 3 280
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 10 14 19 56
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 6 8 12 260
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 3 10 14 107
An Event Study of the Ethereum Transition to Proof-of-Stake 0 1 2 13 9 17 23 36
Analyst Recommendations and Nasdaq Market Making Activity 0 0 2 168 1 2 5 1,011
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 2 3 6 448
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 0 2 5 569
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 3 5 9 591
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 6 8 8 284
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 2 3 5 214
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 2 3 7 613
Forecast Comparison in L2 0 0 0 120 2 3 3 391
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 1 31 12 12 13 116
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 0 3 4 619
Information shares in the U.S. treasury market 0 0 0 157 0 3 3 656
Integration of the Global Emissions Trading Markets 0 0 0 24 1 1 2 140
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 1 1 2 562
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 1 1 1 259
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 3 9 1 2 9 82
Market Quality Breakdowns in Equities 0 0 0 39 6 8 8 131
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 1 4 8 575
Nonlinear Time Series Analysis 0 0 1 435 3 4 6 891
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 0 4 31 0 2 9 59
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 403 3 7 9 1,574
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 1 82 1 2 3 219
Should ECNs be SOES-able? 0 0 0 78 0 1 1 397
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 1 1 1 19 5 6 14 48
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 5 6 7 94
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 5 8 9 329
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 3 4 5 346
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 2 110 2 3 8 373
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 3 3 4 7 13 13
The Market Microstructure of the European Climate Exchange 0 0 0 77 1 2 3 287
The Market Microstructure of the European Climate Exchange 0 0 0 41 3 5 8 121
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 0 1 1 730
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 1 1 2 768
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 3 4 7 446
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 1 367 1 3 5 1,710
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 3 5 6 370
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 1 2 3 1,752
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 1 1 2 141 6 8 13 585
The microstructure of the U.S. treasury market 1 3 5 230 3 6 9 541
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 2 3 4 891
Total Working Papers 3 6 31 4,498 132 215 335 22,962
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 1 2 6 137
A Video Interview of Buz Brock 0 0 0 30 0 2 3 203
A Video Interview with James Hamilton 0 0 0 19 1 2 2 141
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 0 0 2 127
A video interview of James Stock 0 0 0 11 0 2 4 49
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 1 5 7 10
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 1 6 9 54
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 1 2 3 195
Bitcoin spot and futures market microstructure 2 5 6 51 4 15 30 149
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 1 1 3 68
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 0 1 2 298
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 4 5 7 39
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 1 1 4 125
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 2 444 0 3 4 963
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 1 1 5 151
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 1 1 1 49
Federal Reserve System International Facilities 0 0 0 2 2 4 4 25
Highs and lows: a behavioural and technical analysis 0 0 0 39 1 1 1 210
Information shares in the US Treasury market 0 0 0 67 2 2 7 292
Integration of the global carbon markets 1 1 2 17 3 8 13 102
Location Basis Differentials in Crude Oil Prices 0 0 0 0 3 6 7 7
Location Basis Differentials in Crude Oil Prices 0 0 0 7 2 3 5 59
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 492 0 5 10 2,223
Market quality breakdowns in equities 0 0 1 11 1 1 4 73
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 1 1 2 100 1 3 5 388
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 1 2 66
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 2 2 3 81
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 1 1 60
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 1 2 3 139
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 0 4 7 356
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 0 3 1 1 3 46
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 1 4 19
Skyscraper height and the business cycle: separating myth from reality 0 0 1 73 2 5 15 345
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 1 3 4 52
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 0 2 3 101
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 1 2 127
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 3 5 5 481
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 1 1 1 14 1 3 5 53
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 2 2 3 1,290
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 43 1 1 3 137
The market microstructure of the European climate exchange 0 0 2 33 1 2 7 187
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 1 8 1 5 9 66
The next tick on Nasdaq 0 0 3 69 0 1 6 219
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 4 8 14 390
Total Journal Articles 5 10 24 2,349 53 133 249 10,691
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 3 3 88
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 2 4 8 21
Total Chapters 0 0 0 23 2 7 11 109

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Statistics updated 2026-01-09