• 373 Citations
  • 12 h-Index
1990 …2018
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Dive into the research topics where Bruce Mizrach is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

video Social Sciences
interview Social Sciences
Weak Instruments Mathematics
Ecological Modelling Mathematics
Cover Mathematics
Nonlinear Time Series Analysis Mathematics
Interest Rates Mathematics
Non-convexity Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1990 2018

  • 373 Citations
  • 12 h-Index
  • 29 Article
  • 5 Review article
  • 2 Chapter
  • 1 Comment/debate
4 Citations (Scopus)

The microstructure of a U.S. Treasury ECN: The BrokerTec platform

Fleming, M. J., Mizrach, B. & Nguyen, G., Sep 1 2018, In : Journal of Financial Markets. 40, p. 2-22 21 p.

Rutgers, The State University

Research output: Contribution to journalArticle

Limit orders
Microstructure
Price impact
Vector autoregression model
Price discovery
4 Citations (Scopus)

Market quality breakdowns in equities

Gao, C. & Mizrach, B., Mar 1 2016, In : Journal of Financial Markets. 28, p. 1-23 23 p.

Rutgers, The State University

Research output: Contribution to journalArticle

Market quality
Breakdown
Equity
High-frequency trading
Exchange traded funds

A video interview of James Stock

Mizrach, B., Sep 1 2015, In : Studies in Nonlinear Dynamics and Econometrics. 19, 4, p. 393-395 3 p.

Rutgers, The State University

Research output: Contribution to journalReview article

Weak Instruments
Time Series Analysis
Climate
video
Cover

Econometric analysis of currency carry trade

Wang, Y. J., Chung, H. & Mizrach, B., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 1877-1890 14 p.

Rutgers, The State University

Research output: Chapter in Book/Report/Conference proceedingChapter

Currency
Econometrics
Interest Rates
Transition Model
Logistics
7 Citations (Scopus)

Skyscraper height and the business cycle: separating myth from reality

Barr, J., Mizrach, B. & Mundra, K., Jan 8 2015, In : Applied Economics. 47, 2, p. 148-160 13 p.

Rutgers, The State University

Research output: Contribution to journalArticle

Business cycles
Cointegration
Granger causality test
China
Announcement