Bruce Mizrach
Names
| first: |
Bruce |
| last: |
Mizrach |
Identifer
Contact
| homepage: |
http://snde.rutgers.edu |
|
| phone: |
(908) 913-0253 |
| postal address: |
Department of Economics Rutgers University 75 Hamilton Street New Brunswick, NJ 08901 |
Affiliations
-
Rutgers University-New Brunswick
/ Department of Economics
Research profile
author of:
- Location Basis Differentials in Crude Oil Prices (RePEc:aen:journl:ej40-si2-mizrach)
by Phat V. Luong, Bruce Mizrach, and Yoichi Otsubo - Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure (RePEc:arx:papers:2201.01392)
by Bruce Mizrach - An Event Study of the Ethereum Transition to Proof-of-Stake (RePEc:arx:papers:2210.13655)
by Elie Kapengut & Bruce Mizrach - On Determining the Dimension of Real-Time Stock-Price Data (RePEc:bes:jnlbes:v:10:y:1992:i:3:p:367-74)
by Mayfield, E Scott & Mizrach, Bruce - Portfolio and Transactions Demand for Money Under Price Uncertainty (RePEc:boc:bocoec:146)
by Bruce Mizrach & Anthony M. Santomero - Managing the Dollar: Has the Plaza Agreement Mattered? (RePEc:boc:bocoec:185)
by Michael Klein & Bruce Mizrach & Robert G. Murphy - A Video Interview with James Hamilton (RePEc:bpj:sndecm:v:12:y:2008:i:2:n:1)
by Mizrach Bruce - A video interview of James Stock (RePEc:bpj:sndecm:v:19:y:2015:i:4:p:393-395:n:7)
by Mizrach Bruce - A Video Interview of Buz Brock (RePEc:bpj:sndecm:v:9:y:2005:i:1:n:1)
by Mizrach Bruce - Nonlinear Mean Reversion in EMS Exchange Rates (RePEc:bxr:bxrceb:2013/80940)
by Bruce Mizrach - An Empirical Analysis of the Shanghai and Shenzen Limit Order Books (RePEc:cqe:wpaper:0109)
by Huimin Chung & Jie Lu & Bruce Mizrach - The Market Microstructure of the European Climate Exchange (RePEc:crf:wpaper:12-7)
by Yoichi Otsubo & Bruce Mizrach - A Note On Demand And Supply Factors In Manufacturing Output Asymmetries (RePEc:cup:macdyn:v:13:y:2009:i:02:p:263-277_07)
by Korenok, Oleg & Mizrach, Bruce & Radchenko, Stanislav - Nonconvexities in a stochastic control problem with learning (RePEc:eee:dyncon:v:15:y:1991:i:3:p:515-538)
by Mizrach, Bruce - The state of economic dynamics: A review essay (RePEc:eee:dyncon:v:16:y:1992:i:1:p:175-190)
by Mizrach, Bruce - Estimating the intensity of choice in a dynamic mutual fund allocation decision (RePEc:eee:dyncon:v:32:y:2008:i:12:p:3866-3876)
by Goldbaum, David & Mizrach, Bruce - Tail return analysis of Bear Stearns' credit default swaps (RePEc:eee:ecmode:v:27:y:2010:i:6:p:1529-1536)
by Li, Liuling & Mizrach, Bruce - An empirical analysis of the Shanghai and Shenzhen limit order books (RePEc:eee:ecmode:v:34:y:2013:i:c:p:37-41)
by Chung, Huimin & Gao, Cheng & Lu, Jie & Mizrach, Bruce - The distribution of the Theil U-statistic in bivariate normal populations (RePEc:eee:ecolet:v:38:y:1992:i:2:p:163-167)
by Mizrach, Bruce - New evidence on the effectiveness of foreign exchange market intervention (RePEc:eee:eecrev:v:39:y:1995:i:3-4:p:501-508)
by Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G. - Integration of the global carbon markets (RePEc:eee:eneeco:v:34:y:2012:i:1:p:335-349)
by Mizrach, Bruce - Market quality breakdowns in equities (RePEc:eee:finmar:v:28:y:2016:i:c:p:1-23)
by Gao, Cheng & Mizrach, Bruce - The microstructure of a U.S. Treasury ECN: The BrokerTec platform (RePEc:eee:finmar:v:40:y:2018:i:c:p:2-22)
by Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang - Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts (RePEc:eee:finsta:v:2:y:2006:i:1:p:28-54)
by Haas, Markus & Mittnik, Stefan & Mizrach, Bruce - Information shares in the US Treasury market (RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233)
by Mizrach, Bruce & Neely, Christopher J. - The market microstructure of the European climate exchange (RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116)
by Mizrach, Bruce & Otsubo, Yoichi - 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 (RePEc:eee:jeborg:v:25:y:1994:i:3:p:473-475)
by Mizrach, Bruce - Determining delay times for phase space reconstruction with application to the FF/DM exchange rate (RePEc:eee:jeborg:v:30:y:1996:i:3:p:369-381)
by Mizrach, Bruce - Experts online: An analysis of trading activity in a public Internet chat room (RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:266-281)
by Mizrach, Bruce & Weerts, Susan - The impact of monetary policy on bond returns: A segmented markets approach (RePEc:eee:jebusi:v:60:y:2008:i:6:p:485-501)
by Mizrach, Bruce & Occhino, Filippo - Target zone models with stochastic realignments: an econometric evaluation (RePEc:eee:jimfin:v:14:y:1995:i:5:p:641-657)
by Mizrach, Bruce - Comment on "Modelling nonlinear comovements between time series" (RePEc:eee:jmacro:v:31:y:2009:i:1:p:212-215)
by Mizrach, Bruce - A liquidity-in-advance model of the demand for money under price uncertainty (RePEc:eee:moneco:v:26:y:1990:i:1:p:143-159)
by Mizrach, Bruce & Santomero, Anthony M. - The Stock Market's Wild Ride (RePEc:fip:fedles:87765)
by Bruce Mizrach & Christopher J. Neely - Secondary Market Corporate Credit Facility Supports Main Street (RePEc:fip:fedles:87786)
by Bruce Mizrach & Christopher J. Neely - Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities (RePEc:fip:fedles:87854)
by Bruce Mizrach & Christopher J. Neely - Supporting Small Borrowers: ABS Markets and the TALF (RePEc:fip:fedles:87855)
by Bruce Mizrach & Christopher J. Neely - Federal Reserve System International Facilities (RePEc:fip:fedles:87929)
by Bruce Mizrach & Christopher J. Neely - The transition to electronic communications networks in the secondary treasury market (RePEc:fip:fedlrv:y:2006:i:nov:p:527-542:n:v.88no.6)
by Bruce Mizrach & Christopher J. Neely - Information shares in the U.S. treasury market (RePEc:fip:fedlwp:2005-070)
by Bruce Mizrach & Christopher J. Neely - The microstructure of the U.S. treasury market (RePEc:fip:fedlwp:2007-052)
by Bruce Mizrach & Christopher J. Neely - Price Impact of Trades and Orders in the U.S. Treasury Securities Market (RePEc:fip:fednls:87299)
by Michael J. Fleming & Bruce Mizrach & Giang Nguyen - Target zone models with stochastic realignments: an econometric evaluation (RePEc:fip:fednrp:9302)
by Bruce Mizrach - The microstructure of a U.S. Treasury ECN: the BrokerTec platform (RePEc:fip:fednsr:381)
by Michael J. Fleming & Bruce Mizrach & Giang Nguyen - Alternative Trading Systems in the Corporate Bond Market (RePEc:fip:fednsr:88515)
by Matthew L. Kozora & Bruce Mizrach & Matthew Peppe & Or Shachar & Jonathan S. Sokobin - An Event Study of the Ethereum Transition to Proof-of-Stake (RePEc:gam:jcommo:v:2:y:2023:i:2:p:6-110:d:1110644)
by Elie Kapengut & Bruce Mizrach - New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section (RePEc:gam:jecnmx:v:8:y:2020:i:2:p:19-:d:360192)
by Bo Yu & Bruce Mizrach & Norman R. Swanson - Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates (RePEc:jae:japmet:v:7:y:1992:i:s:p:s151-63)
by Mizrach, B - The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? (RePEc:kap:rqfnac:v:27:y:2006:i:4:p:365-382)
by Bruce Mizrach - The Market Microstructure of the European Climate Exchange (RePEc:luc:wpaper:12-7)
by Yoichi Otsubo & Bruce Mizrach - Managing the Dollar: Has the Plaza Agreement Mattered? (RePEc:mcb:jmoncb:v:23:y:1991:i:4:p:742-51)
by Klein, Michael & Mizrach, Bruce & Murphy, Robert G - Comment on "Endogenous and Systemic Risk" (RePEc:nbr:nberch:12055)
by Bruce Mizrach - Real Versus Pseudo-International Systemic Risk: Some Lessons from History (RePEc:nbr:nberwo:5371)
by Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz - Unknown item RePEc:run:wpaper:2011-003 (paper)
- The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options (RePEc:rut:rutres:199522)
by Bruce Mizrach - A Simple Nonparametric Test for Independence (RePEc:rut:rutres:199523)
by Bruce Mizrach - Forecast Comparison in L2 (RePEc:rut:rutres:199524)
by Bruce Mizrach - A Markov Switching Cookbook (RePEc:rut:rutres:199817)
by Bruce Mizrach & James Watkins - Methods for Extracting the Implied Distributions in Option Prices (RePEc:rut:rutres:199819)
by Bruce Mizrach - Should ECNs be SOES-able? (RePEc:rut:rutres:200010)
by Bruce Mizrach & Yijie Zhang - The Next Tick on Nasdaq: Does Level II Information Matter? (RePEc:rut:rutres:200202)
by Bruce Mizrach - When Did The Smart Money in Enron Lose Its' Smirk? (RePEc:rut:rutres:200224)
by Bruce Mizrach - Analyst Recommendations and Nasdaq Market Making Activity (RePEc:rut:rutres:200307)
by Bruce Mizrach - The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach (RePEc:rut:rutres:200402)
by Bruce Mizrach & Filippo Occhino - The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics (RePEc:rut:rutres:200405)
by Oleg Korenok & Bruce Mizrach & Stan Radchenko - Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room (RePEc:rut:rutres:200412)
by Bruce Mizrach & Susan Weerts - Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision (RePEc:rut:rutres:200414)
by David Goldbaum & Bruce Mizrach - A Video Interview of Buz Brock (RePEc:rut:rutres:200417)
by Bruce Mizrach - Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup (RePEc:rut:rutres:200601)
by Bruce Mizrach & Susan Zhang Weerts - Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility (RePEc:rut:rutres:200602)
by Bruce Mizrach - The Transition to Electronic Trading in the Secondary Treasury Market (RePEc:rut:rutres:200603)
by Bruce Mizrach & Chris Neely - Nonlinear Time Series Analysis (RePEc:rut:rutres:200604)
by Bruce Mizrach - Highs and Lows: A Behavioral and Technical Analysis (RePEc:rut:rutres:200610)
by Bruce Mizrach & Susan Weerts - Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room (RePEc:rut:rutres:200701)
by Jie Lu & Bruce Mizrach - Recovering Probabilistic Information From Options Prices and the Underlying (RePEc:rut:rutres:200702)
by Bruce Mizrach - Jump and Cojump Risk in Subprime Home Equity Derivatives (RePEc:rut:rutres:200802)
by Bruce Mizrach - The Microstructure of a U.S. Treasury ECN: The Brokertec Platform (RePEc:rut:rutres:200803)
by Michael Fleming & Bruce Mizrach - Integration of the Global Emissions Trading Markets (RePEc:rut:rutres:200901)
by Bruce Mizrach - Tail Return Analysis of Bear Stearns Credit Default Swaps (RePEc:rut:rutres:201003)
by Liuling Li & Bruce Mizrach - The Market Microstructure of the European Climate Exchange (RePEc:rut:rutres:201005)
by Bruce Mizrach & Yoichi Otsubo - A Structural Approach To Information Shares (RePEc:rut:rutres:201130)
by Oleg Korenok & Bruce Mizrach & Stanislav Radchenko - Strategic Interaction in A Stock Trading Chat Room (RePEc:rut:rutres:201317)
by Jie Lu & Bruce Mizrach - Market Quality Breakdowns in Equities (RePEc:rut:rutres:201318)
by Cheng Gao & Bruce Mizrach - An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books (RePEc:rut:rutres:201319)
by Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach - High Frequency Trading in the Equity Markets During U.S. Treasury POMO (RePEc:rut:rutres:201320)
by Cheng Gao & Bruce Mizrach - Location Basis Differentials in Crude Oil Prices (RePEc:sae:enejou:v:40:y:2019:i:2_suppl:p:41-58)
by Phat V. Luong & Bruce Mizrach & Yoichi Otsubo - The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics (RePEc:sce:scecf4:266)
by Oleg Korenok & Bruce Mizrach - Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision (RePEc:sce:scecf5:295)
by David Goldbaum & Bruce Mizrach - Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility (RePEc:sen:journl:v:7:i:4:y:2006:p:471-486)
by B. Mizrach - Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility (RePEc:sen:journl:v:7:y:2006:i:4:p:471-486)
by B. Mizrach - High Frequency Trading in the Equity Markets During US Treasury POMO (RePEc:spr:dymchp:978-3-319-98714-9_4)
by Cheng Gao & Bruce Mizrach - Unknown item RePEc:taf:apfiec:v:19:y:2009:i:10:p:767-777 (article)
- Skyscraper height and the business cycle: separating myth from reality (RePEc:taf:applec:v:47:y:2015:i:2:p:148-160)
by Jason Barr & Bruce Mizrach & Kusum Mundra - The next tick on Nasdaq (RePEc:taf:quantf:v:8:y:2008:i:1:p:19-40)
by Bruce Mizrach - The Stability of Money Demand and Forecasting through Changes in Regimes [The Demand for Money Revisited] [The Case of the Missing Money] (RePEc:tpr:restat:v:68:y:1986:i:2:p:324-28)
by Mizrach, Bruce & Santomero, Anthony M - Bitcoin spot and futures market microstructure (RePEc:wly:jfutmk:v:41:y:2021:i:2:p:194-225)
by Saketh Aleti & Bruce Mizrach - Real versus Pseudo-International Systemic Risk Some Lessons from History (RePEc:wsi:rpbfmp:v:01:y:1998:i:01:n:s0219091598000053)
by Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz - Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts (RePEc:zbw:cfswop:200509)
by Haas, Markus & Mittnik, Stefan & Mizrach, Bruce