Bruce Mizrach
Professor of economics at Rutgers University
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Biography
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Bruce Mizrach, an Academic Affiliate of StoneTurn and a Professor of Economics at Rutgers University, has more than 25 years of experience in the analysis of financial markets, specializing in asset pricing, financial econometrics and market microstructure. Bruce has held appointments at Boston College, the Wharton School, the Federal Reserve Bank of New York, and NYU Stern.
Bruce brings more than a decade of experience in providing expert opinion and testimony. His expertise has been retained in numerous matters involving fixed income security litigation, antitrust and business loss damages litigation involving financial markets. He also has experience advising on matters related to cryptocurrencies and financial crisis.
Bruce 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, and has been granted multiple awards and grants by, among others, the U.S. Department of Treasury.
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.
Videos
Prof. Bruce Mizarch of Rutgers University on Microstructures of financial markets
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