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 9 929
A Simple Nonparametric Test for Independence 0 0 0 314 0 4 9 1,279
A Structural Approach To Information Shares 0 0 0 0 0 2 14 222
A Video Interview of Buz Brock 0 0 0 49 0 2 5 283
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 0 3 29 67
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 0 2 18 268
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 0 7 30 124
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 5 17 2 16 53 68
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 0 1 1 129 1 6 12 455
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 0 4 15 597
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 0 4 19 295
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 0 6 16 225
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 0 2 10 616
Forecast Comparison in L2 0 0 0 120 1 6 11 399
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 0 31 1 3 26 130
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 0 3 10 625
Information shares in the U.S. treasury market 0 0 1 158 0 1 10 663
Integration of the Global Emissions Trading Markets 0 0 0 24 0 4 15 153
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 2 4 10 570
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 0 2 9 267
Managing the Dollar: Has the Plaza Agreement Mattered? 1 1 2 11 1 9 14 93
Market Quality Breakdowns in Equities 0 0 0 39 0 1 13 136
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 0 3 11 581
Nonlinear Time Series Analysis 0 0 0 435 0 1 14 900
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 0 5 9 14
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 1 31 0 1 12 67
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 1 403 0 5 21 1,586
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 1 82 0 2 14 230
Should ECNs be SOES-able? 0 0 0 78 0 2 6 402
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 0 1 4 22 0 4 24 63
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 3 11 99
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 0 5 20 341
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 2 6 348
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 0 1 110 1 6 15 383
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 0 0 3 3 0 11 32 32
The Market Microstructure of the European Climate Exchange 0 0 0 77 0 4 13 297
The Market Microstructure of the European Climate Exchange 0 0 0 41 1 5 16 131
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 1 3 8 737
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 0 3 14 780
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 1 6 17 458
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 0 367 0 2 17 1,723
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 4 16 381
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 1 3 8 1,758
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 2 141 1 8 30 604
The microstructure of the U.S. treasury market 0 0 3 230 0 4 15 549
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 0 8 16 903
Total Working Papers 1 3 25 4,509 14 194 733 23,416
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 4 9 143
A Video Interview of Buz Brock 0 0 0 30 1 1 6 207
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 0 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 3 14 18
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 0 1 12 59
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 1 1 38 1 5 23 215
Bitcoin spot and futures market microstructure 0 0 6 52 2 12 39 172
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 1 3 7 73
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 0 3 5 302
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 1 3 10 42
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 0 2 4 446 0 5 10 969
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 0 2 10 157
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 1 5 53
Federal Reserve System International Facilities 0 0 0 2 0 1 8 29
Highs and lows: a behavioural and technical analysis 0 0 0 39 0 3 5 214
Information shares in the US Treasury market 0 0 0 67 1 4 12 300
Integration of the global carbon markets 0 0 2 17 1 3 17 109
Location Basis Differentials in Crude Oil Prices 0 0 0 0 0 4 11 12
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 0 492 0 2 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 1 1 9 392
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 9 12 77
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 1 4 7 85
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 0 3 62
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 0 1 8 145
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 1 5 14 364
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 1 1 4 1 5 8 52
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 2 5 22
Skyscraper height and the business cycle: separating myth from reality 0 0 2 75 2 7 21 359
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 0 3 9 107
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 1 1 8 133
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 0 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 0 4 277
The Stock Market's Wild Ride 0 0 1 14 0 2 5 55
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 0 3 7 1,295
The impact of monetary policy on bond returns: A segmented markets approach 0 0 0 43 1 1 3 139
The market microstructure of the European climate exchange 0 0 0 33 1 6 15 197
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 1 2 3 10 1 7 34 92
The next tick on Nasdaq 0 0 1 69 0 5 11 227
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 1 5 19 399
Total Journal Articles 1 6 24 2,351 21 136 466 10,925
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 3 11 96
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 4 9 16 31
Total Chapters 0 0 0 23 4 12 27 127

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Statistics updated 2026-06-04