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Bruce Mizrach

Global rank #3890 95%

Institution: Rutgers University-New Brunswick

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://snde.rutgers.edu

First Publication: 1986

Most Recent: 2019

RePEc ID: pmi12 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.67 0.00 0.67
All Time 0.00 4.02 15.25 0.00 25.39

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 23.56

Publications (18)

Year Article Journal Tier Authors
2019 Location Basis Differentials in Crude Oil Prices The Energy Journal B 3
2015 Skyscraper height and the business cycle: separating myth from reality Applied Economics C 3
2014 The market microstructure of the European climate exchange Journal of Banking & Finance B 2
2013 An empirical analysis of the Shanghai and Shenzhen limit order books Economic Modeling C 4
2012 Integration of the global carbon markets Energy Economics A 1
2010 Tail return analysis of Bear Stearns' credit default swaps Economic Modeling C 2
2009 Experts online: An analysis of trading activity in a public Internet chat room Journal of Economic Behavior and Organization B 2
2008 Estimating the intensity of choice in a dynamic mutual fund allocation decision Journal of Economic Dynamics and Control B 2
2008 Information shares in the US Treasury market Journal of Banking & Finance B 2
1996 Determining delay times for phase space reconstruction with application to the FF/DM exchange rate Journal of Economic Behavior and Organization B 1
1995 New evidence on the effectiveness of foreign exchange market intervention European Economic Review B 4
1995 Target zone models with stochastic realignments: an econometric evaluation Journal of International Money and Finance B 1
1994 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 B 1
1992 The state of economic dynamics: A review essay Journal of Economic Dynamics and Control B 1
1992 The distribution of the Theil U-statistic in bivariate normal populations Economics Letters C 1
1991 Nonconvexities in a stochastic control problem with learning Journal of Economic Dynamics and Control B 1
1990 A liquidity-in-advance model of the demand for money under price uncertainty Journal of Monetary Economics A 2
1986 The Stability of Money Demand and Forecasting through Changes in Regimes [The Demand for Money Revisited] [The Case of the Missing Money]. Review of Economics and Statistics A 2