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 3 4 9 46
Bank-Intermediated Arbitrage 0 0 0 6 1 2 5 28
Bank-Intermediated Arbitrage 0 0 0 21 1 1 5 55
Bank-intermediated arbitrage 0 0 0 40 1 3 7 107
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 1 20
Breaking Down TRACE Volumes Further 0 0 0 8 1 2 2 20
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 0 1 12
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 3 6 27
Changes in the Returns to Market Making 0 0 1 17 0 0 2 39
Corporate Bond Market Distress 0 0 2 22 3 7 15 80
Corporate Bond Market Distress 0 0 0 7 3 4 6 14
Credit Market Choice 0 0 0 0 2 2 2 20
Credit Market Choice 0 0 0 1 0 1 2 18
Credit Risk and Interdealer Networks 0 0 0 75 1 1 4 111
Credit market choice 0 0 0 4 1 3 3 58
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 1 6 62
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 1 2 23 0 1 2 42
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 0 1 5 25
Dealer balance sheets and bond liquidity provision 0 1 1 56 0 3 6 127
Dealer capacity and US Treasury market functionality 0 0 0 5 1 3 12 25
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 0 0 0 28
Did liquidity providers become liquidity seekers? 0 0 0 20 1 2 3 83
End‑of‑Month Activity Across the Treasury Market 1 2 2 2 0 2 2 2
End‑of‑Month Liquidity in the Treasury Market 0 0 0 6 2 2 5 10
Flighty liquidity 3 5 9 40 4 10 29 190
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 2 4 55
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 1 1 1 40
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 1 2 2 59
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 1 2 4 28
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 2 2 3 56
Is There a Future for Credit Default Swap Futures? 0 0 0 6 5 5 7 49
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 1 31
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 1 1 4 22
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 2 2 2 35
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 1 2 3 17
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 1 2 4 197
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 5 5 5 5 6 6 6 6
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 2 2 5 51
Market Liquidity after the Financial Crisis 0 0 0 16 1 2 6 36
Market Liquidity after the Financial Crisis 0 0 0 50 2 2 4 99
Market liquidity after the financial crisis 0 1 2 163 4 8 18 299
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 0 10 86
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 2 44 6 8 32 452
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard errors 0 1 2 12 3 8 28 60
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 3 4 59
The 2022 Spike in Corporate Security Settlement Fails 0 1 1 13 1 10 14 31
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 1 2 3 59
The Evolving Market for U.S. Sovereign Credit Risk 0 0 2 30 0 0 5 57
The Fed’s Treasury Purchase Prices During the Pandemic 0 1 2 2 1 4 12 12
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 1 1 2 46
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 1 5 34
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 2 3 8 30
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 30 0 3 8 115
Treasury Market When-Issued Trading Activity 1 2 20 114 2 16 181 610
Unlocking the Treasury Market through TRACE 0 0 0 18 1 1 3 61
Unlocking the Treasury Market through TRACE 0 0 0 8 2 2 6 41
What Is Corporate Bond Market Distress? 0 0 0 14 1 1 5 37
What’s New with Corporate Leverage? 1 1 1 17 1 2 2 18
What’s in A(AA) Credit Rating? 0 0 1 61 2 2 3 93
Total Working Papers 11 21 72 1,397 88 181 604 4,473
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 5 60 10 14 28 278
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 7 10 61
Liquidity regulations, bank lending and fire-sale risk 0 0 3 8 3 7 21 38
Market Liquidity After the Financial Crisis 0 1 1 13 2 4 8 90
Nonstandard Errors 0 3 17 41 3 17 69 151
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 2 3 6 42
The Municipal Liquidity Facility 0 0 0 1 1 1 5 19
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 3 14
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 1 1 1 74
Total Journal Articles 0 4 27 184 25 55 151 767

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Statistics updated 2025-12-06