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 0 4 920
A Simple Nonparametric Test for Independence 0 0 1 314 0 0 4 1,270
A Structural Approach To Information Shares 0 0 0 0 2 4 8 213
A Video Interview of Buz Brock 0 0 0 49 0 0 1 278
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 0 3 6 42
An Empirical Analysis of the Shanghai and Shenzen Limit Order Books 0 0 0 65 0 1 4 252
An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books 0 0 0 30 0 1 4 97
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 1 12 1 2 7 19
Analyst Recommendations and Nasdaq Market Making Activity 0 0 2 168 0 0 3 1,009
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 0 2 3 445
Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 126 0 2 4 567
Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup 0 0 0 141 1 4 4 586
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 58 0 0 0 276
Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision 0 0 0 0 0 1 2 211
Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room 0 0 0 117 2 4 4 610
Forecast Comparison in L2 0 0 0 120 0 0 2 388
High Frequency Trading in the Equity Markets During U.S. Treasury POMO 0 0 1 31 0 0 4 104
Highs and Lows: A Behavioral and Technical Analysis 0 0 0 255 1 1 2 616
Information shares in the U.S. treasury market 0 0 0 157 0 0 0 653
Integration of the Global Emissions Trading Markets 0 0 0 24 0 1 1 139
Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room 0 0 0 56 1 1 1 561
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 3 9 0 0 7 80
Market Quality Breakdowns in Equities 0 0 0 39 0 0 2 123
Methods for Extracting the Implied Distributions in Option Prices 0 0 0 0 0 1 5 571
Nonlinear Time Series Analysis 0 0 1 435 1 1 2 887
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 1 1 5 31 1 1 8 57
Real Versus Pseudo-International Systemic Risk: Some Lessons from History 0 1 1 403 0 2 4 1,567
Recovering Probabilistic Information From Options Prices and the Underlying 0 1 1 82 0 1 1 217
Should ECNs be SOES-able? 0 0 0 78 0 0 0 396
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure 0 0 1 18 1 3 15 42
Strategic Interaction in A Stock Trading Chat Room 0 0 0 31 0 0 3 88
Tail Return Analysis of Bear Stearns Credit Default Swaps 0 0 0 66 0 0 1 321
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 1 0 0 2 342
The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach 0 1 3 110 0 1 6 370
The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering 2 3 3 3 3 6 6 6
The Market Microstructure of the European Climate Exchange 0 0 0 77 1 1 1 285
The Market Microstructure of the European Climate Exchange 0 0 1 41 1 1 4 116
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 91 0 0 0 729
The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics 0 0 0 105 1 1 2 767
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 1 54 0 1 4 442
The Next Tick on Nasdaq: Does Level II Information Matter? 0 0 1 367 0 1 2 1,707
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 0 1 365
The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options 0 0 0 0 0 0 1 1,750
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 1 1 1 140 2 3 6 577
The microstructure of the U.S. treasury market 0 0 4 227 0 1 7 535
When Did The Smart Money in Enron Lose Its' Smirk? 0 0 0 215 0 1 1 888
Total Working Papers 4 8 32 4,492 19 53 159 22,747
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 1 4 135
A Video Interview of Buz Brock 0 0 0 30 0 0 1 201
A Video Interview with James Hamilton 0 0 0 19 0 0 0 139
A liquidity-in-advance model of the demand for money under price uncertainty 0 0 0 28 0 1 2 127
A video interview of James Stock 0 0 0 11 0 1 2 47
An Event Study of the Ethereum Transition to Proof-of-Stake 0 0 0 0 1 1 3 5
An empirical analysis of the Shanghai and Shenzhen limit order books 0 0 0 2 0 1 4 48
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 0 1 193
Bitcoin spot and futures market microstructure 0 0 1 46 0 1 16 134
Comment on "Modelling nonlinear comovements between time series" 0 0 0 9 1 1 2 67
Determining delay times for phase space reconstruction with application to the FF/DM exchange rate 0 0 0 84 0 0 2 297
Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility 0 0 0 0 0 2 2 34
Estimating the intensity of choice in a dynamic mutual fund allocation decision 0 0 0 29 0 2 4 124
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 3 442 0 1 4 960
Experts online: An analysis of trading activity in a public Internet chat room 0 0 0 18 0 3 4 150
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 0 48
Federal Reserve System International Facilities 0 0 0 2 0 0 0 21
Highs and lows: a behavioural and technical analysis 0 0 0 39 0 0 0 209
Information shares in the US Treasury market 0 0 0 67 0 2 5 290
Integration of the global carbon markets 0 0 1 16 1 1 9 94
Location Basis Differentials in Crude Oil Prices 0 0 0 0 0 0 1 1
Location Basis Differentials in Crude Oil Prices 0 0 0 7 0 0 2 56
Managing the Dollar: Has the Plaza Agreement Mattered? 0 0 1 492 0 0 5 2,218
Market quality breakdowns in equities 0 1 1 11 0 2 4 72
Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates 0 0 1 99 0 1 2 385
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 0 0 4 65
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 1 1 79
Nonconvexities in a stochastic control problem with learning 0 0 0 18 0 0 1 59
Nonlinear Mean Reversion in EMS Exchange Rates 0 0 0 24 0 0 1 137
On Determining the Dimension of Real-Time Stock-Price Data 0 0 0 0 0 0 4 352
Real versus Pseudo-International Systemic Risk Some Lessons from History 0 0 0 3 0 1 2 45
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 1 1 3 18
Skyscraper height and the business cycle: separating myth from reality 0 0 3 73 1 2 16 340
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 0 1 49
Tail return analysis of Bear Stearns' credit default swaps 0 0 0 13 0 1 1 99
Target zone models with stochastic realignments: an econometric evaluation 0 0 0 26 0 1 1 126
The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? 0 0 0 73 0 0 0 476
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 0 13 0 0 2 50
The distribution of the Theil U-statistic in bivariate normal populations 0 0 0 221 0 0 3 1,288
The impact of monetary policy on bond returns: A segmented markets approach 0 0 1 43 0 0 3 136
The market microstructure of the European climate exchange 0 0 3 33 0 1 8 185
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 1 1 8 0 3 5 61
The next tick on Nasdaq 1 1 3 69 1 2 5 218
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 2 84 1 1 8 382
Total Journal Articles 1 3 21 2,339 7 35 149 10,558
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 0 0 85
High Frequency Trading in the Equity Markets During US Treasury POMO 0 0 0 0 0 2 4 17
Total Chapters 0 0 0 23 0 2 4 102

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Statistics updated 2025-10-06