Access Statistics for Or Shachar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 10 14 19 56
Bank-Intermediated Arbitrage 0 0 0 6 1 3 6 29
Bank-Intermediated Arbitrage 0 0 0 21 2 3 6 57
Bank-intermediated arbitrage 0 0 0 40 0 2 7 107
Breaking Down TRACE Volumes Further 0 0 0 4 2 2 3 22
Breaking Down TRACE Volumes Further 0 0 0 8 3 4 5 23
COVID Response: The Municipal Liquidity Facility 0 0 0 3 1 1 2 13
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 4 7 28
Changes in the Returns to Market Making 0 0 1 17 0 0 2 39
Corporate Bond Market Distress 0 0 2 22 2 9 17 82
Corporate Bond Market Distress 0 0 0 7 1 4 7 15
Credit Market Choice 0 0 0 1 0 0 2 18
Credit Market Choice 0 0 0 0 1 3 3 21
Credit Risk and Interdealer Networks 0 0 0 75 3 4 5 114
Credit market choice 0 0 0 4 0 3 3 58
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 2 6 63
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 2 2 3 44
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 7 8 11 32
Dealer balance sheets and bond liquidity provision 0 0 1 56 1 2 7 128
Dealer capacity and US Treasury market functionality 0 0 0 5 9 11 20 34
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 5 5 5 33
Did liquidity providers become liquidity seekers? 0 0 0 20 3 5 6 86
End‑of‑Month Activity Across the Treasury Market 1 3 3 3 2 4 4 4
End‑of‑Month Liquidity in the Treasury Market 0 0 0 6 3 5 7 13
Flighty liquidity 1 6 10 41 6 16 33 196
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 1 4 55
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 1 2 2 41
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 2 2 59
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 3 5 6 31
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 2 3 56
Is There a Future for Credit Default Swap Futures? 0 0 0 6 0 5 7 49
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 1 1 2 32
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 3 4 7 25
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 2 4 4 37
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 5 6 8 22
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 2 4 6 199
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 5 5 5 3 9 9 9
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 0 2 23 9 11 14 60
Market Liquidity after the Financial Crisis 0 0 0 50 1 3 4 100
Market Liquidity after the Financial Crisis 0 0 0 16 0 2 6 36
Market liquidity after the financial crisis 0 0 2 163 2 8 20 301
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 2 2 12 88
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 1 27 4 7 27 161
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard errors 0 0 1 12 3 7 28 63
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 5 6 61
The 2022 Spike in Corporate Security Settlement Fails 0 1 1 13 2 12 15 33
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 2 4 5 61
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 4 4 7 61
The Fed’s Treasury Purchase Prices During the Pandemic 0 1 2 2 1 4 13 13
The Impact of the Corporate Credit Facilities 0 0 0 15 0 1 3 57
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 2 3 4 48
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 2 3 7 36
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 2 5 10 32
The Primary and Secondary Market Corporate Credit Facilities 1 1 4 31 4 4 12 119
Treasury Market When-Issued Trading Activity 2 3 20 116 9 17 176 619
Unlocking the Treasury Market through TRACE 0 0 0 18 1 2 4 62
Unlocking the Treasury Market through TRACE 0 0 0 8 2 4 7 43
What Is Corporate Bond Market Distress? 0 0 0 14 2 3 7 39
What’s New with Corporate Leverage? 0 1 1 17 0 2 2 18
What’s in A(AA) Credit Rating? 0 0 1 61 4 6 7 97
Total Working Papers 6 22 73 1,403 156 302 712 4,629
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealer balance sheets and bond liquidity provision 0 0 2 60 4 17 28 282
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 9 13 64
Liquidity regulations, bank lending and fire-sale risk 0 0 3 8 0 6 17 38
Market Liquidity After the Financial Crisis 0 1 1 13 0 4 7 90
Nonstandard Errors 1 3 16 42 5 18 65 156
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 4 6 10 46
The Municipal Liquidity Facility 0 0 0 1 2 3 5 21
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 4 4 6 18
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 4 5 5 78
Total Journal Articles 1 4 23 185 26 72 156 793

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Statistics updated 2026-01-09