| Year |
Citation |
Score |
| 2020 |
Yu B, Mizrach B, Swanson NR. New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section Econometrics. 8: 19. DOI: 10.3390/Econometrics8020019 |
0.335 |
|
| 2020 |
Mizrach B, Neely CJ. Federal Reserve System International Facilities Economic Synopses. 2020. DOI: 10.20955/Es.2020.29 |
0.422 |
|
| 2020 |
Mizrach B, Neely CJ. Supporting Small Borrowers: ABS Markets and the TALF Economic Synopses. 2020. DOI: 10.20955/Es.2020.20 |
0.413 |
|
| 2020 |
Mizrach B, Neely CJ. Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities Economic Synopses. 2020. DOI: 10.20955/Es.2020.19 |
0.38 |
|
| 2020 |
Mizrach B, Neely CJ. Secondary Market Corporate Credit Facility Supports Main Street Economic Synopses. 2020. DOI: 10.20955/Es.2020.17 |
0.481 |
|
| 2020 |
Mizrach B, Neely CJ. The Stock Market's Wild Ride Economic Synopses. 2020. DOI: 10.20955/Es.2020.15 |
0.451 |
|
| 2019 |
Luong PV, Mizrach B, Otsubo Y. Location Basis Differentials in Crude Oil Prices The Energy Journal. 40. DOI: 10.2139/Ssrn.2436908 |
0.387 |
|
| 2017 |
Yang Q, Li L, Zhu Q, Mizrach B. Analysis of US Sector of Services with a New Fama-French 5-Factor Model Applied Mathematics-a Journal of Chinese Universities Series B. 8: 1307-1319. DOI: 10.4236/Am.2017.89096 |
0.307 |
|
| 2017 |
Li L, Rao X, Zhou W, Mizrach B. Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model Applied Mathematics-a Journal of Chinese Universities Series B. 8: 1684-1702. DOI: 10.4236/Am.2017.811122 |
0.395 |
|
| 2017 |
Fleming MJ, Mizrach B, Nguyen G. The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform Journal of Financial Markets. 40: 2-22. DOI: 10.1016/J.Finmar.2017.05.004 |
0.455 |
|
| 2016 |
Gao C, Mizrach B. Market Quality Breakdowns in Equities Journal of Financial Markets. 28: 1-23. DOI: 10.1016/J.Finmar.2016.03.002 |
0.461 |
|
| 2015 |
Mizrach B. A video interview of James Stock Studies in Nonlinear Dynamics and Econometrics. 19: 393-395. DOI: 10.1515/Snde-2015-0036 |
0.305 |
|
| 2014 |
Bei X, Yang Y, Li L, Mizrach B. Analysis of the Effect of Index Futures on Stock Market with a New Fama-French 3-Factor Model Theoretical Economics Letters. 4: 748-759. DOI: 10.4236/Tel.2014.49095 |
0.438 |
|
| 2014 |
Li L, Gan Q, Zhuo Z, Mizrach B. Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns Theoretical Economics Letters. 4: 666-680. DOI: 10.4236/Tel.2014.48085 |
0.337 |
|
| 2014 |
Mizrach B, Otsubo Y. The market microstructure of the European climate exchange Journal of Banking and Finance. 39: 107-116. DOI: 10.2139/Ssrn.1621340 |
0.483 |
|
| 2013 |
Chung H, Gao C, Lu J, Mizrach B. An empirical analysis of the Shanghai and Shenzhen limit order books Economic Modelling. 34: 37-41. DOI: 10.1016/J.Econmod.2012.11.055 |
0.475 |
|
| 2012 |
Mizrach B. Jump and Cojump Risk in Subprime Home Equity Derivatives The Journal of Portfolio Management. 38: 136-146. DOI: 10.3905/Jpm.2012.38.2.136 |
0.336 |
|
| 2012 |
Mizrach B. Integration of the Global Carbon Markets Energy Economics. 34: 335-349. DOI: 10.2139/Ssrn.1542871 |
0.486 |
|
| 2010 |
Li L, Mizrach B. Tail Return Analysis of Bear Stearns Credit Default Swaps Economic Modelling. 27: 1529-1536. DOI: 10.1016/J.Econmod.2010.07.023 |
0.335 |
|
| 2009 |
Korenok O, Mizrach B, Radchenko S. A note on demand and supply factors in manufacturing output asymmetries Macroeconomic Dynamics. 13: 263-277. DOI: 10.1017/S136510050807048X |
0.623 |
|
| 2009 |
Mizrach B, Weerts S. Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room Journal of Economic Behavior and Organization. 70: 266-281. DOI: 10.1016/J.Jebo.2009.02.001 |
0.451 |
|
| 2008 |
Mizrach B. A Video Interview with James Hamilton Studies in Nonlinear Dynamics and Econometrics. 12: 1-5. DOI: 10.2202/1558-3708.1644 |
0.31 |
|
| 2008 |
Mizrach B. The next tick on Nasdaq Quantitative Finance. 8: 19-40. DOI: 10.1080/14697680701297457 |
0.47 |
|
| 2008 |
Goldbaum D, Mizrach B. Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision Journal of Economic Dynamics and Control. 32: 3866-3876. DOI: 10.1016/J.Jedc.2008.04.002 |
0.325 |
|
| 2008 |
Mizrach B, Occhino F. The impact of monetary policy on bond returns: A segmented markets approach Journal of Economics and Business. 60: 485-501. DOI: 10.1016/J.Jeconbus.2007.06.003 |
0.452 |
|
| 2008 |
Mizrach B, Neely CJ. Information shares in the US Treasury market Journal of Banking and Finance. 32: 1221-1233. DOI: 10.1016/J.Jbankfin.2007.10.007 |
0.427 |
|
| 2006 |
Mizrach B, Weerts SZ. Does the stock market punish corporate malfeasance?: A case study of Citigroup Corporate Ownership and Control. 3. DOI: 10.22495/Cocv3I4P11 |
0.456 |
|
| 2006 |
Haas M, Mittnik S, Mizrach B. Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts Journal of Financial Stability. 2: 28-54. DOI: 10.2139/Ssrn.701190 |
0.471 |
|
| 2006 |
Mizrach B, Neely CJ. The transition to electronic communications networks in the secondary treasury market Canadian Parliamentary Review. 88: 527-542. DOI: 10.20955/R.88.527-542 |
0.422 |
|
| 2006 |
Mizrach B. Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility Competition and Regulation in Network Industries. 7: 471-486. DOI: 10.1177/178359170600100404 |
0.4 |
|
| 2006 |
Mizrach B. The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? Review of Quantitative Finance and Accounting. 27: 365-382. DOI: 10.1007/S11156-006-0043-2 |
0.449 |
|
| 1995 |
Bordo MD, Mizrach B, Schwartz AJ. Real Versus Pseudo-International Systemic Risk: Some Lessons from History National Bureau of Economic Research. DOI: 10.3386/W5371 |
0.305 |
|
| 1995 |
Mizrach B. Target zone models with stochastic realignments: an econometric evaluation Journal of International Money and Finance. 14: 641-657. DOI: 10.1016/0261-5606(95)00027-C |
0.319 |
|
| 1995 |
Koedijk KG, Mizrach B, Stork PA, de Vries CG. New evidence on the effectiveness of foreign exchange market intervention European Economic Review. 39: 501-508. DOI: 10.1016/0014-2921(94)00056-6 |
0.35 |
|
| 1994 |
Mizrach B. 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 Journal of Economic Behavior and Organization. 25: 473-475. DOI: 10.1016/0167-2681(94)90111-2 |
0.415 |
|
| 1992 |
Mayfield ES, Mizrach B. On Determining the Dimension of Real-Time Stock-Price Data Journal of Business & Economic Statistics. 10: 367-374. DOI: 10.1080/07350015.1992.10509911 |
0.331 |
|
| 1992 |
Mizrach B. Multivariate nearest‐neighbour forecasts of ems exchange rates Journal of Applied Econometrics. 7: 151-163. DOI: 10.1002/Jae.3950070511 |
0.335 |
|
| 1991 |
Klein M, Mizrach B, Murphy RG. Managing the Dollar: Has the Plaza Agreement Mattered? Journal of Money, Credit and Banking. 23: 742-751. DOI: 10.2307/1992708 |
0.352 |
|
| 1990 |
Mizrach B, Santomero AM. A liquidity-in-advance model of the demand for money under price uncertainty☆ Journal of Monetary Economics. 26: 143-159. DOI: 10.1016/0304-3932(90)90035-3 |
0.44 |
|
| 1986 |
Mizrach B, Santomero AM. The Stability of Money Demand and Forecasting through Changes in Regimes [The Demand for Money Revisited] [The Case of the Missing Money] The Review of Economics and Statistics. 68: 324-328. DOI: 10.2307/1925514 |
0.311 |
|
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