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 5 8 927
A Simple Nonparametric Test for Independence 0 0 1 314 0 3 7 1,275
A Structural Approach To Information Shares 0 0 0 0 3 7 13 220
A Video Interview of Buz Brock 0 0 0 49 0 3 3 281
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 1 18 27 64
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 2 12 17 266
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 5 13 24 117
An Event Study of the Ethereum Transition to Proof-of-Stake 3 4 6 17 10 25 39 52
Analyst Recommendations and Nasdaq Market Making Activity 0 0 2 168 0 3 6 1,013
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 0 3 7 449
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 0 2 7 571
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 1 5 11 593
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 3 7 10 219
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 6 13 15 291
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 0 3 8 614
Forecast Comparison in L2 0 0 0 120 0 4 5 393
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 1 31 2 23 24 127
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 2 6 9 662
Integration of the Global Emissions Trading Markets 0 0 0 24 4 10 11 149
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 0 5 6 566
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 2 7 7 265
Managing the Dollar: Has the Plaza Agreement Mattered? 0 1 2 10 0 3 7 84
Market Quality Breakdowns in Equities 0 0 0 39 1 10 12 135
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 1 4 9 578
Nonlinear Time Series Analysis 0 0 0 435 1 11 13 899
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 1 4 4 9
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 4 31 3 7 15 66
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 403 1 10 16 1,581
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 1 82 2 10 12 228
Should ECNs be SOES-able? 0 0 0 78 1 3 4 400
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 0 3 3 21 3 16 22 59
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 7 9 96
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 0 12 15 336
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 3 4 346
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 2 110 0 6 11 377
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 3 3 3 12 21 21
The Market Microstructure of the European Climate Exchange 0 0 0 77 2 7 9 293
The Market Microstructure of the European Climate Exchange 0 0 0 41 0 8 13 126
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 1 4 5 734
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 6 10 11 777
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 1 9 12 452
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 1 367 1 12 16 1,721
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 2 10 12 377
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 0 4 5 1,755
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 1 2 141 2 17 24 596
The microstructure of the U.S. treasury market 0 1 4 230 1 7 12 545
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 0 6 8 895
Total Working Papers 3 11 35 4,506 74 392 572 23,222
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 0 3 8 139
A Video Interview of Buz Brock 0 0 0 30 0 3 6 206
A Video Interview with James Hamilton 0 0 0 19 0 3 4 143
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 0 6 11 15
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 2 5 12 58
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 4 16 18 210
Bitcoin spot and futures market microstructure 0 3 6 52 2 15 28 160
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 0 3 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 4 7 39
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 0 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 0 1 5 964
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 0 5 8 155
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 1 4 4 52
Federal Reserve System International Facilities 0 0 0 2 0 5 7 28
Highs and lows: a behavioural and technical analysis 0 0 0 39 0 2 2 211
Information shares in the US Treasury market 0 0 0 67 0 6 8 296
Integration of the global carbon markets 0 1 2 17 1 7 17 106
Location Basis Differentials in Crude Oil Prices 0 0 0 7 3 6 9 63
Location Basis Differentials in Crude Oil Prices 0 0 0 0 0 4 8 8
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 492 1 8 14 2,231
Market quality breakdowns in equities 0 0 1 11 0 3 6 75
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 1 2 100 1 4 8 391
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 3 3 68
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 2 3 62
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 1 6 7 144
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 2 3 10 359
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 0 3 0 2 4 47
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 1 5 20
Skyscraper height and the business cycle: separating myth from reality 1 2 2 75 3 9 19 352
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 1 3 52
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 1 3 6 104
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 1 5 7 132
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 0 8 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 3 3 4 277
The Stock Market's Wild Ride 0 1 1 14 0 1 5 53
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 0 4 4 1,292
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 43 0 2 3 138
The market microstructure of the European climate exchange 0 0 1 33 0 5 10 191
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 1 8 5 20 27 85
The next tick on Nasdaq 0 0 3 69 1 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 1 84 1 8 17 394
Total Journal Articles 1 8 24 2,352 35 214 371 10,852
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 5 8 93
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 0 3 8 22
Total Chapters 0 0 0 23 0 8 16 115

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Statistics updated 2026-03-04