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Michael J. Bommarito, II

Personal Details

First Name:Michael
Middle Name:J.
Last Name:Bommarito
Suffix:II
RePEc Short-ID:pbo499
http://www-personal.umich.edu/~mjbommar/

Affiliation

University of Michigan, Ann Arbor

http://financialeng.engin.umich.edu/
Ann Arbor, Michigan, USA

Research output

as
Jump to: Working papers Articles

Working papers

  1. Michael J Bommarito II & Daniel Martin Katz, 2016. "Measuring the temperature and diversity of the U.S. regulatory ecosystem," Papers 1612.09244, arXiv.org, revised Jan 2017.
  2. Daniel Martin Katz & Michael J Bommarito II & Tyler Soellinger & James Ming Chen, 2015. "Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making," Papers 1508.05751, arXiv.org, revised May 2017.

Articles

  1. Ahmet Duran & Michael Bommarito, 2011. "A profitable trading and risk management strategy despite transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 829-848.
  2. Bommarito, Michael J. & Katz, Daniel M., 2010. "A mathematical approach to the study of the United States Code," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4195-4200.
  3. Bommarito, Michael J. & Katz, Daniel Martin & Zelner, Jonathan L. & Fowler, James H., 2010. "Distance measures for dynamic citation networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4201-4208.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Daniel Martin Katz & Michael J Bommarito II & Tyler Soellinger & James Ming Chen, 2015. "Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making," Papers 1508.05751, arXiv.org, revised May 2017.

    Cited by:

    1. Filippo Mezzanotti, 2021. "Roadblock to Innovation: The Role of Patent Litigation in Corporate R&D," Management Science, INFORMS, vol. 67(12), pages 7362-7390, December.
    2. Chen, Daniel L. & Sethi, Jasmin, 2016. "Insiders, Outsiders, and Involuntary Unemployment: Sexual Harrassment Exacerbates Gender Inequality," TSE Working Papers 16-687, Toulouse School of Economics (TSE).
    3. Chen, Daniel L. & Yeh, Susan, 2016. "Government Expropriation Increases Economic Growth and Racial Inequality: Evidence from Eminent Domain," IAST Working Papers 16-46, Institute for Advanced Study in Toulouse (IAST).

Articles

  1. Ahmet Duran & Michael Bommarito, 2011. "A profitable trading and risk management strategy despite transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 829-848.

    Cited by:

    1. Bommarito, Michael J. & Duran, Ahmet, 2018. "Spectral analysis of time-dependent market-adjusted return correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 273-282.
    2. Uluyol, Burhan & Hui Pu, Suan & Shaturaev, Jakhongir & Kanaparan, Geetha, 2023. "Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies," MPRA Paper 119039, University Library of Munich, Germany, revised 05 Oct 2023.
    3. Jordan Mann & J. Nathan Kutz, 2016. "Dynamic mode decomposition for financial trading strategies," Quantitative Finance, Taylor & Francis Journals, vol. 16(11), pages 1643-1655, November.
    4. Gurdal Ertek & Aysha Al-Kaabi & Aktham Issa Maghyereh, 2022. "Analytical Modeling and Empirical Analysis of Binary Options Strategies," Future Internet, MDPI, vol. 14(7), pages 1-23, July.

  2. Bommarito, Michael J. & Katz, Daniel M., 2010. "A mathematical approach to the study of the United States Code," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4195-4200.

    Cited by:

    1. Bokwon Lee & Kyu-Min Lee & Jae-Suk Yang, 2019. "Network structure reveals patterns of legal complexity in human society: The case of the Constitutional legal network," PLOS ONE, Public Library of Science, vol. 14(1), pages 1-15, January.
    2. Braunerhjelm, Pontus & Eklund, Johan E., 2013. "Taxes, tax administrative burdens and new firm formation," Working Paper Series in Economics and Institutions of Innovation 312, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    3. Michael J Bommarito II & Daniel Martin Katz, 2016. "Measuring the temperature and diversity of the U.S. regulatory ecosystem," Papers 1612.09244, arXiv.org, revised Jan 2017.
    4. Steffen Hurka & Maximilian Haag, 2020. "Policy complexity and legislative duration in the European Union," European Union Politics, , vol. 21(1), pages 87-108, March.

  3. Bommarito, Michael J. & Katz, Daniel Martin & Zelner, Jonathan L. & Fowler, James H., 2010. "Distance measures for dynamic citation networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4201-4208.

    Cited by:

    1. Justin Stoler & Alessandria San Roman, 2016. "Where is precedent set? An exploratory geovisualization of State Supreme Court cases," Journal of Maps, Taylor & Francis Journals, vol. 12(2), pages 334-343, March.
    2. Shen, Yi, 2013. "Detect local communities in networks with an outside rate coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(12), pages 2821-2829.
    3. Clough, James R. & Evans, Tim S., 2016. "What is the dimension of citation space?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 235-247.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (1) 2017-01-08
  2. NEP-GER: German Papers (1) 2015-08-30
  3. NEP-LAW: Law and Economics (1) 2015-08-30
  4. NEP-MST: Market Microstructure (1) 2015-08-30

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