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 1 1 1 8 1 3 29 68
Bank-Intermediated Arbitrage 0 0 0 21 0 1 11 62
Bank-Intermediated Arbitrage 0 0 0 6 2 4 14 40
Bank-intermediated arbitrage 0 0 0 40 1 4 19 122
Breaking Down TRACE Volumes Further 0 0 0 4 0 3 8 28
Breaking Down TRACE Volumes Further 0 0 0 8 0 2 10 28
COVID Response: The Municipal Liquidity Facility 0 0 0 3 1 1 10 22
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 0 7 18 40
Changes in the Returns to Market Making 0 0 0 17 0 3 10 48
Corporate Bond Market Distress 0 0 2 22 0 6 32 102
Corporate Bond Market Distress 0 0 0 7 1 8 21 30
Credit Market Choice 0 0 0 1 13 22 28 45
Credit Market Choice 0 0 0 0 1 2 7 25
Credit Risk and Interdealer Networks 0 0 0 75 1 3 12 122
Credit market choice 0 0 0 4 0 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 0 2 11 52
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 5 28 49 73
Dealer balance sheets and bond liquidity provision 0 0 1 56 0 9 24 148
Dealer capacity and US Treasury market functionality 0 0 0 5 1 13 41 59
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 0 6 17 45
Did liquidity providers become liquidity seekers? 0 0 0 20 3 6 20 101
End‑of‑Month Activity Across the Treasury Market 1 1 4 4 1 4 12 12
End‑of‑Month Liquidity in the Treasury Market 0 1 1 7 1 3 11 19
Flighty liquidity 1 3 11 46 2 6 40 216
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 6 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 0 1 22 0 0 7 61
Is There a Future for Credit Default Swap Futures? 0 0 0 6 1 3 10 54
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 3 8 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 2 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 13 46
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 0 3 16 31
Liquidity Fades as Treasuries Age 0 0 0 0 0 0 0 0
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 0 99 1 5 18 213
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 0 1 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 4 30 79
Market Liquidity after the Financial Crisis 0 0 1 17 0 0 10 43
Market Liquidity after the Financial Crisis 0 0 0 50 0 5 18 115
Market liquidity after the financial crisis 0 0 2 164 0 4 27 317
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 1 6 22 107
Non-Standard Errors 0 0 0 44 2 12 43 483
Non-Standard Errors 0 0 0 27 3 5 21 171
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 4 15 71
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 1 2 11 66
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 2 2 0 1 18 18
The Impact of the Corporate Credit Facilities 0 0 0 15 0 3 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 1 12 57
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 3 10 43
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 1 4 18 44
The Primary and Secondary Market Corporate Credit Facilities 1 1 2 32 1 8 18 130
Treasury Market When-Issued Trading Activity 1 1 8 118 10 45 138 705
Unlocking the Treasury Market through TRACE 0 0 0 8 1 7 15 52
Unlocking the Treasury Market through TRACE 0 0 0 18 0 6 11 70
What Is Corporate Bond Market Distress? 0 0 0 14 1 4 12 46
What’s New with Corporate Leverage? 0 0 2 18 1 2 11 27
What’s in A(AA) Credit Rating? 0 0 0 61 1 6 16 107
Total Working Papers 5 9 53 1,420 66 333 1,224 5,431
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 2 5 34 295
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 1 1 1 19 1 2 21 75
Liquidity regulations, bank lending and fire-sale risk 1 1 2 9 4 14 35 63
Market Liquidity After the Financial Crisis 0 0 2 14 0 1 14 100
Nonstandard Errors 1 1 7 45 4 8 53 180
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 0 1 14 53
The Municipal Liquidity Facility 0 0 0 1 0 2 14 31
The Primary and Secondary Corporate Credit Facilities 0 1 1 1 2 5 17 30
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 1 1 1 34 1 5 18 91
Total Journal Articles 4 5 14 193 14 43 220 918

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Statistics updated 2026-07-10