Now the former Merrill Lynch,analyst-turned-hedge-fund-investor is trying , and trying , to do the same for espionage. Last year Vogel self-published Short Three Thousand, a tale of spying, market manipulation and the breakup of the former Soviet Union. (The $16.95 paperback is available from online booksellers.) As it turns out, the longtime media and entertainment analyst , he spent 17 years at Merrill and four at S.G. Cowen & Co. , had toiled on the thriller since 1986; he self-published an earlier version in 1993. Until then his writing had been limited to research fare. "I had only written analyst reports and had just completed the first edition of my first textbook," Vogel says. (Cambridge University Press recently published the fifth edition of his Entertainment Industry Economics.) Vogel, named ten times as the leading analyst in his sector in this magazine's All-America Research Team, has high hopes for his masterwork. "As an entertainment analyst," he says, "how could I not think of the movie or movie-of-the-week possibilities?