| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
425 |
| A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
647 |
| An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies |
0 |
0 |
0 |
19 |
0 |
1 |
4 |
103 |
| An analysis of CDS transactions: implications for public reporting |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
98 |
| An analysis of OTC interest rate derivatives transactions: implications for public reporting |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
109 |
| An analysis of brokers' trading with applications to order flow internalization and off-exchange sales |
0 |
0 |
0 |
276 |
0 |
1 |
2 |
1,275 |
| An empirical analysis of stock and bond market liquidity |
0 |
0 |
0 |
983 |
0 |
1 |
8 |
2,900 |
| Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
4 |
| Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
9 |
| Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes |
0 |
0 |
0 |
39 |
1 |
1 |
4 |
167 |
| Are Nonbank Financial Institutions Systemic? |
0 |
1 |
12 |
12 |
0 |
3 |
10 |
10 |
| Are market makers uninformed and passive? Signing trades in the absence of quotes |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
227 |
| Assessing the impact of short-sale constraints on the gains from international diversification |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
613 |
| COVID Response: The Term Asset-Backed Securities Loan Facility |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
13 |
| Can Decentralized Finance Provide More Protection for Crypto Investors? |
0 |
1 |
5 |
39 |
1 |
3 |
10 |
67 |
| Can competition between brokers mitigate agency conflicts with their customers? |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
425 |
| Can competition between brokers mitigate agency conflicts with their customers? |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
312 |
| Capital constraints, counterparty risk, and deviations from covered interest rate parity |
0 |
0 |
3 |
124 |
0 |
0 |
4 |
436 |
| Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows |
0 |
0 |
2 |
790 |
2 |
4 |
10 |
2,763 |
| Counterparty and Collateral Policies of Central Bank Lending Facilities |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
34 |
| Credit default swap auctions |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
170 |
| Creditor Recovery in Lehman’s Bankruptcy |
0 |
1 |
3 |
65 |
0 |
1 |
10 |
331 |
| Customer and Employee Losses in Lehman’s Bankruptcy |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
18 |
| Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
133 |
| Dealer Participation in the TSLF Options Program |
0 |
0 |
4 |
7 |
1 |
2 |
7 |
21 |
| Dealer financial conditions and lender-of-last resort facilities |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
212 |
| Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis |
0 |
0 |
1 |
28 |
2 |
3 |
8 |
85 |
| Did Banks Subject to LCR Reduce Liquidity Creation? |
0 |
0 |
2 |
12 |
0 |
0 |
2 |
28 |
| Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms? |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
23 |
| Did Dealers Fail to Make Markets during the Pandemic? |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
41 |
| Did Investor Sentiment Affect Credit Risk around the 2016 Election? |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
14 |
| Did Subsidies to Too-Big-To-Fail Banks Increase during the COVID-19 Pandemic? |
0 |
0 |
1 |
30 |
1 |
2 |
6 |
77 |
| Did Too-Big-To-Fail Reforms Work Globally? |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
54 |
| Did the Fed’s Term Auction Facility Work? |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
34 |
| Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
216 |
| Discount Window Stigma After the Global Financial Crisis |
0 |
3 |
3 |
3 |
4 |
8 |
9 |
9 |
| Discount Window Stigma After the Global Financial Crisis |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Discount window stigma during the 2007-2008 financial crisis |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
276 |
| Do Brokers Misallocate Customer Trades? Evidence From Futures Markets |
0 |
0 |
0 |
145 |
1 |
1 |
1 |
868 |
| Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
174 |
| Do Exchange‑Traded Products Improve Bitcoin Trading? |
0 |
0 |
2 |
2 |
0 |
1 |
12 |
12 |
| Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders |
0 |
0 |
0 |
145 |
0 |
1 |
2 |
1,148 |
| Estimating the adverse selection cost in markets with multiple informed traders |
0 |
0 |
0 |
196 |
0 |
0 |
1 |
1,205 |
| Fifteen minutes of fame? The market impact of internet stock picks |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
400 |
| Financial Fragility without Banks |
0 |
0 |
1 |
33 |
0 |
1 |
4 |
26 |
| Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis |
0 |
0 |
0 |
73 |
2 |
2 |
3 |
169 |
| History of Discount Window Stigma |
0 |
0 |
1 |
25 |
0 |
0 |
1 |
29 |
| How Do Large Banks Manage Their Cash? |
0 |
1 |
2 |
23 |
2 |
3 |
5 |
38 |
| How Do Natural Disasters Affect Small Business Owners in the Fed’s Second District? |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
8 |
| How Do Natural Disasters Affect U.S. Small Business Owners? |
0 |
0 |
0 |
14 |
1 |
3 |
5 |
40 |
| How Might Increased Transparency Affect the CDS Market? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
| How Much Value Was Destroyed by the Lehman Bankruptcy? |
0 |
0 |
0 |
7 |
1 |
1 |
5 |
36 |
| How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market |
0 |
1 |
2 |
25 |
0 |
1 |
2 |
12 |
| Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares |
0 |
0 |
0 |
1,016 |
0 |
1 |
4 |
5,252 |
| Investor Attention to Bank Risk During the Spring 2023 Bank Run |
0 |
0 |
3 |
3 |
0 |
1 |
10 |
10 |
| Is Bitcoin Really Frictionless? |
0 |
0 |
0 |
43 |
0 |
0 |
4 |
68 |
| Is Stigma Attached to the European Central Bank's Marginal Lending Facility? |
0 |
1 |
4 |
38 |
2 |
3 |
14 |
92 |
| Is There Discount Window Stigma in the United Kingdom? |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
32 |
| Is There Stigma to Discount Window Borrowing? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
22 |
| Is size everything? |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
53 |
| Is there an S&P 500 index effect? |
0 |
0 |
0 |
43 |
2 |
4 |
7 |
233 |
| Large Bank Cash Balances and Liquidity Regulations |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
29 |
| Lehman's Bankruptcy Expenses |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
36 |
| Liquidity Regulations, Bank Lending, and Fire-Sale Risk |
0 |
0 |
0 |
98 |
0 |
0 |
5 |
193 |
| Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets |
0 |
0 |
2 |
1,169 |
0 |
2 |
9 |
4,861 |
| Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis |
0 |
0 |
0 |
83 |
0 |
1 |
4 |
222 |
| MBS Market Dysfunctions in the Time of COVID-19 |
0 |
0 |
0 |
40 |
1 |
3 |
5 |
109 |
| Macro News, Riskfree Rates, and the Intermediary |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
141 |
| Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
279 |
| Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions |
0 |
0 |
0 |
146 |
0 |
0 |
1 |
815 |
| Market sidedness: insights into motives for trade initiation |
0 |
0 |
0 |
85 |
2 |
2 |
2 |
433 |
| Options of Last Resort |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
15 |
| Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
17 |
| Securing Secured Finance: The Term Asset-Backed Securities Loan Facility |
0 |
1 |
1 |
26 |
0 |
2 |
6 |
75 |
| Small Business Recovery after Natural Disasters |
0 |
1 |
2 |
12 |
1 |
2 |
15 |
35 |
| Small Business Recovery after Natural Disasters in the Fed’s Second District |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
4 |
| Stock market crises in developed and emerging markets |
1 |
1 |
2 |
800 |
1 |
2 |
6 |
2,522 |
| Tailoring Regulations |
0 |
0 |
1 |
17 |
4 |
5 |
12 |
65 |
| The COVID-19 Pandemic and the Fed’s Response |
1 |
1 |
18 |
536 |
2 |
7 |
35 |
918 |
| The European Debt Crisis and the Dollar Funding Gap |
0 |
1 |
1 |
10 |
1 |
2 |
3 |
32 |
| The Failure Resolution of Lehman Brothers |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
35 |
| The First Global Credit Crisis |
0 |
0 |
4 |
42 |
0 |
2 |
10 |
53 |
| The Growth of Murky Finance |
0 |
0 |
0 |
7 |
2 |
4 |
5 |
15 |
| The Impact of Trade Reporting on the Interest Rate Derivatives Market |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| The Indirect Costs of Lehman’s Bankruptcy |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
21 |
| The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms |
0 |
0 |
1 |
13 |
2 |
2 |
3 |
76 |
| The Recent Rise in Discount Window Borrowing |
0 |
0 |
7 |
18 |
0 |
1 |
14 |
40 |
| The Role of Central Bank Lending Facilities in Monetary Policy |
0 |
0 |
1 |
45 |
0 |
1 |
3 |
61 |
| The costs and benefits of dual trading |
0 |
0 |
0 |
42 |
0 |
0 |
3 |
538 |
| The effect of the Term Auction Facility on the London inter-bank offered rate |
0 |
0 |
0 |
157 |
0 |
1 |
3 |
556 |
| The joint dynamics of liquidity, returns, and volatility across small and large firms |
0 |
0 |
0 |
234 |
1 |
1 |
1 |
786 |
| The microstructure of cross-autocorrelations |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
127 |
| The pre-crisis monetary policy implementation framework |
0 |
0 |
0 |
54 |
0 |
1 |
13 |
122 |
| Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
222 |
| Traders' broker choice, market liquidity and market structure |
0 |
0 |
1 |
229 |
0 |
0 |
1 |
933 |
| Traders' broker choice, market liquidity and market structure |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
529 |
| Two-sided markets and intertemporal trade clustering: insights into trading motives |
0 |
1 |
1 |
100 |
0 |
2 |
2 |
501 |
| Volatility and liquidity in futures markets |
0 |
0 |
0 |
396 |
0 |
0 |
3 |
1,827 |
| What Drove Racial Disparities in the Paycheck Protection Program? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
5 |
| Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
74 |
| Who Benefited from PPP Loans by Fintech Lenders? |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
96 |
| Who Received PPP Loans by Fintech Lenders? |
0 |
1 |
3 |
12 |
0 |
1 |
4 |
25 |
| Why Did the Recent Oil Price Declines Affect Bond Prices of Non-Energy Companies? |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
11 |
| Total Working Papers |
2 |
16 |
102 |
9,841 |
43 |
108 |
413 |
39,782 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A model of broker's trading, with applications to order flow internalization |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
128 |
| Components of U.S. financial sector growth, 1950-2013 |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
38 |
| Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
58 |
| Dealer financial conditions and lender-of-last-resort facilities |
0 |
0 |
1 |
31 |
1 |
3 |
9 |
165 |
| Discount window stigma during the 2007–2008 financial crisis |
0 |
2 |
4 |
34 |
0 |
2 |
7 |
157 |
| Diversification benefits of emerging markets subject to portfolio constraints |
0 |
0 |
1 |
162 |
0 |
0 |
3 |
510 |
| Dual Trading: Winners, Losers, and Market Impact |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
155 |
| Electronic trading on futures exchanges |
0 |
0 |
0 |
212 |
1 |
1 |
3 |
784 |
| Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
272 |
| Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
77 |
| Financial innovation and corporate default rates |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
62 |
| Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares |
0 |
0 |
1 |
133 |
1 |
1 |
4 |
789 |
| Liquidity Dynamics and Cross-Autocorrelations |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
165 |
| Liquidity and price shocks in futures markets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
61 |
| Liquidity risk, credit risk, and the federal reserve’s responses to the crisis |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
114 |
| Liquidity supply and volatility: futures market evidence |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
18 |
| Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
25 |
| Market Sidedness: Insights into Motives for Trade Initiation |
0 |
2 |
2 |
27 |
0 |
2 |
6 |
143 |
| On the Equivalence of Noise Trader and Hedger Models in Market Microstructure |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
95 |
| Securities trading and settlement in Europe: Issues and outlook |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
88 |
| Securities trading and settlement in Europe: issues and outlook |
0 |
0 |
1 |
188 |
0 |
0 |
1 |
556 |
| Securitizing property catastrophe risk |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
387 |
| Should U.S. investors hold foreign stocks? |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
493 |
| The Term Asset-Backed Securities Loan Facility |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
8 |
| The effect of the term auction facility on the London interbank offered rate |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
81 |
| The failure resolution of Lehman Brothers |
0 |
0 |
0 |
43 |
2 |
2 |
8 |
159 |
| The global financial crisis and offshore dollar markets |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
440 |
| The pre-crisis monetary policy implementation framework |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
76 |
| Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
109 |
| Total Journal Articles |
0 |
4 |
10 |
1,468 |
6 |
17 |
62 |
6,213 |
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