You are here: Home People Faculty Mizrach, Bruce

Bruce MizrachBruce Mizrach

Professor of Economics

Market Microstructure, Financial Crises, Behavioral Finance, Nonlinear Time Series

New Jersey Hall 301D | 848-932-8636

This email address is being protected from spambots. You need JavaScript enabled to view it.  | Website | CV

Bruce Mizrach is a professor in the Department of Economics at Rutgers University. He has held appointments at Boston College, the Wharton School, the Federal Reserve Bank of New York, and NYU Stern. Mizrach is the founder and editor of Studies in Nonlinear Dynamics and Econometrics, which is devoted to using nonlinear analysis to understand economic and financial markets. His most recent work is on the market microstructure of electronic limit order markets in bonds, equities and greenhouse gases.

Selected Publications

  • Chung, Huimin, Cheng Gao, Jie Lu, and Bruce Mizrach, An Empirical Analysis of the Shanghai and Shenzen Limit Order Books, Economic Modeling, forthcoming.
  • Mizrach, Bruce, Leverage and VaR as Measures of Bank Distress, in Joseph Haubrich and Andrew Lo (eds.), Quantifying Systemic Risk, Chicago: U. Chicago Press for NBER, forthcoming.
  • Mizrach, Bruce, Jumps and Cojumps in Subprime Home Equity Derivatives, Journal of Portfolio Management, 38, 2012, 136-46.
  • Mizrach, Bruce, Integration of the Global Carbon Markets, Energy Economics 34, 2012, 335-49.

Contact Us

New Jersey Hall, Room 202
75 Hamilton Street, (CAC)
New Brunswick, NJ
P  (848) 932-7363 (undergraduate)
P  (848) 932-7451 (graduate)
F  (732) 932-7416
Thomas Prusa - Department Chair
Donna Ghilino - Senior Department Administrator
Barry Sopher - Undergraduate Program Director
Hilary Sigman - Graduate Program Director
Undergraduate Inquiries - Help and Advising
Graduate Advisor