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 0 3 29 67
Bank-Intermediated Arbitrage 0 0 0 6 0 5 13 38
Bank-Intermediated Arbitrage 0 0 0 21 0 2 11 62
Bank-intermediated arbitrage 0 0 0 40 0 6 18 121
Breaking Down TRACE Volumes Further 0 0 0 4 1 3 8 28
Breaking Down TRACE Volumes Further 0 0 0 8 0 3 10 28
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 1 10 21
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 4 8 18 40
Changes in the Returns to Market Making 0 0 0 17 1 3 10 48
Corporate Bond Market Distress 0 0 0 7 3 8 20 29
Corporate Bond Market Distress 0 0 2 22 0 9 32 102
Credit Market Choice 0 0 0 0 0 1 6 24
Credit Market Choice 0 0 0 1 2 9 15 32
Credit Risk and Interdealer Networks 0 0 0 75 0 2 11 121
Credit market choice 0 0 0 4 2 5 14 69
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 0 1 11 70
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 3 11 52
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 9 25 44 68
Dealer balance sheets and bond liquidity provision 0 0 1 56 2 10 24 148
Dealer capacity and US Treasury market functionality 0 0 0 5 5 19 42 58
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 1 6 17 45
Did liquidity providers become liquidity seekers? 0 0 0 20 1 6 17 98
End‑of‑Month Activity Across the Treasury Market 0 0 3 3 0 3 11 11
End‑of‑Month Liquidity in the Treasury Market 1 1 1 7 2 2 10 18
Flighty liquidity 1 2 11 45 2 10 41 214
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 8 12 65
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 5 13 52
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 1 6 63
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 0 2 13 39
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 1 1 22 0 1 7 61
Is There a Future for Credit Default Swap Futures? 0 0 0 6 1 2 9 53
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 1 3 9 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 3 19 37
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 1 3 12 45
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 0 3 16 31
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 0 99 1 4 18 212
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 1 3 19 19
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 0 0 23 1 6 30 78
Market Liquidity after the Financial Crisis 0 0 0 50 2 5 18 115
Market Liquidity after the Financial Crisis 0 0 1 17 0 1 10 43
Market liquidity after the financial crisis 0 0 3 164 0 5 32 317
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 3 8 22 106
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 27 0 5 21 168
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard errors 0 0 1 12 0 8 34 79
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 4 14 70
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 0 2 34 55
The Effects of Entering and Exiting a Credit Default Swap Index 0 1 1 14 0 4 13 69
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 0 1 10 65
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 2 2 1 1 18 18
The Impact of the Corporate Credit Facilities 0 0 0 15 1 3 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 3 12 57
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 2 9 42
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 1 4 17 43
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 31 1 7 19 129
Treasury Market When-Issued Trading Activity 0 1 8 117 19 54 141 695
Unlocking the Treasury Market through TRACE 0 0 0 18 2 6 11 70
Unlocking the Treasury Market through TRACE 0 0 0 8 2 6 15 51
What Is Corporate Bond Market Distress? 0 0 0 14 0 6 11 45
What’s New with Corporate Leverage? 0 0 2 18 0 1 10 26
What’s in A(AA) Credit Rating? 0 0 1 61 1 5 16 106
Total Working Papers 2 6 54 1,415 83 354 1,199 5,365
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 0 60 1 3 33 293
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 0 1 20 74
Liquidity regulations, bank lending and fire-sale risk 0 0 2 8 1 13 32 59
Market Liquidity After the Financial Crisis 0 0 2 14 1 2 14 100
Nonstandard Errors 0 2 7 44 0 9 53 176
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 1 1 14 53
The Municipal Liquidity Facility 0 0 0 1 1 2 14 31
The Primary and Secondary Corporate Credit Facilities 1 1 1 1 2 5 15 28
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 2 6 17 90
Total Journal Articles 1 3 12 189 9 42 212 904

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Statistics updated 2026-06-04