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 1 5 907
A Simple Nonparametric Test for Independence 0 0 0 313 0 1 2 1,264
A Structural Approach To Information Shares 0 0 0 0 0 0 3 202
A Video Interview of Buz Brock 0 0 0 49 0 0 1 277
Alternative Trading Systems in the Corporate Bond Market 0 0 5 7 0 2 11 21
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 0 0 2 246
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 0 0 0 90
Analyst Recommendations and Nasdaq Market Making Activity 0 0 0 164 0 0 3 1,000
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 1 2 126 0 1 6 439
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 0 0 6 562
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 2 139 0 7 15 577
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 0 0 3 275
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 0 1 4 209
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 6 6 11 605
Forecast Comparison in L2 0 0 0 120 0 1 8 381
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 0 30 0 0 3 96
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 253 0 2 5 609
Information shares in the U.S. treasury market 0 0 1 154 0 0 1 648
Integration of the Global Emissions Trading Markets 0 1 2 24 1 2 5 136
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 55 0 1 2 555
Jump and Cojump Risk in Subprime Home Equity Derivatives 0 0 0 11 0 0 0 258
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 0 5 0 0 12 39
Market Quality Breakdowns in Equities 0 0 0 38 0 1 3 115
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 2 2 3 553
Nonlinear Time Series Analysis 0 0 3 429 1 1 8 870
Portfolio and Transactions Demand for Money Under Price Uncertainty 0 0 0 0 0 0 0 4
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 5 23 0 1 11 33
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 0 2 399 0 3 11 1,553
Recovering Probabilistic Information From Options Prices and the Underlying 0 0 0 81 1 1 2 215
Should ECNs be SOES-able? 0 0 0 77 0 0 2 392
Skyscraper Height and the Business Cycle: International Time Series Evidence 0 1 1 48 0 1 2 122
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 0 4 84
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 65 0 2 9 314
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 0 3 339
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 1 1 107 0 1 1 364
The Market Microstructure of the European Climate Exchange 0 0 0 36 0 0 5 102
The Market Microstructure of the European Climate Exchange 0 0 1 76 0 1 7 279
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 1 105 0 0 7 764
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 0 1 4 728
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 50 0 0 3 423
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 2 365 1 1 9 1,702
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 0 1 359
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 1 1 1 1,748
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 0 136 0 0 5 553
The microstructure of the U.S. treasury market 0 0 0 221 0 0 4 520
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 0 0 5 884
Total Working Papers 0 4 28 4,440 13 42 218 22,416


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 27 0 0 3 129
A Video Interview of Buz Brock 0 0 0 29 0 1 5 197
A Video Interview with James Hamilton 0 0 0 19 0 0 3 139
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 0 0 1 122
A video interview of James Stock 0 0 1 11 1 1 6 43
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 0 0 2 40
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 0 3 188
Bitcoin spot and futures market microstructure 0 4 18 27 6 17 56 79
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 0 0 2 64
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 0 0 3 292
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 0 1 2 32
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 28 0 1 4 113
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 1 3 7 429 2 4 12 936
Experts online: An analysis of trading activity in a public Internet chat room 0 0 1 18 0 0 4 142
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 5 43
Federal Reserve System International Facilities 0 0 0 1 0 1 3 19
Highs and lows: a behavioural and technical analysis 0 0 0 39 0 0 9 206
Information shares in the US Treasury market 0 1 3 60 0 2 13 262
Integration of the global carbon markets 0 0 1 13 1 2 6 77
Location Basis Differentials in Crude Oil Prices 0 1 2 5 1 3 9 47
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 0 489 0 4 21 2,190
Market quality breakdowns in equities 0 0 0 8 4 7 14 60
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 1 98 0 0 4 380
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 2 0 0 5 35
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 0 78
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 0 0 58
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 0 0 1 135
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 0 0 1 346
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 1 3 0 0 7 37
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 7 15
Skyscraper height and the business cycle: separating myth from reality 1 2 3 59 2 4 20 289
Supporting Small Borrowers: ABS Markets and the TALF 0 0 1 5 1 2 8 47
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 1 1 5 97
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 0 2 124
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 71 1 2 5 467
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 0 273
The Stock Market's Wild Ride 0 0 1 13 0 2 6 42
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 216 5 6 17 1,265
The impact of monetary policy on bond returns: A segmented markets approach 0 0 0 40 0 0 1 131
The market microstructure of the European climate exchange 0 1 2 24 1 2 19 148
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 0 5 0 0 8 44
The next tick on Nasdaq 0 0 1 66 0 1 5 211
The state of economic dynamics: A review essay 0 0 0 7 0 0 1 64
The transition to electronic communications networks in the secondary treasury market 0 0 0 81 0 1 4 367
Total Journal Articles 2 12 43 2,233 26 65 312 10,073


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 0 1 81
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 0 1 4 9
Total Chapters 0 0 0 23 0 1 5 90


Statistics updated 2022-06-07