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
Jump to: Working papers ArticlesWorking papers
- 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.
- 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
- 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.
- 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.
- 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
- 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:
- 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.
- 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).
- Chen, Daniel L. & Sethi, Jasmin, 2016. "Insiders, Outsiders, and Involuntary Unemployment: Sexual Harrassment Exacerbates Gender Inequality," IAST Working Papers 16-44, Institute for Advanced Study in Toulouse (IAST).
- 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).
- Chen, Daniel L. & Yeh, Susan, 2016. "Government Expropriation Increases Economic Growth and Racial Inequality: Evidence from Eminent Domain," TSE Working Papers 16-693, Toulouse School of Economics (TSE).
Articles
- 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:
- 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.
- 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.
- 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.
- 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.
- 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:
- 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.
- 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.
- Pontus Braunerhjelm & Johan E. Eklund, 2014. "Taxes, tax administrative burdens and new firm formation," Kyklos, Wiley Blackwell, vol. 67(1), pages 1-11, February.
- 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.
- Steffen Hurka & Maximilian Haag, 2020. "Policy complexity and legislative duration in the European Union," European Union Politics, , vol. 21(1), pages 87-108, March.
- 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:
- 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.
- 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.
- 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.- NEP-ENV: Environmental Economics (1) 2017-01-08
- NEP-GER: German Papers (1) 2015-08-30
- NEP-LAW: Law and Economics (1) 2015-08-30
- NEP-MST: Market Microstructure (1) 2015-08-30
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