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 1 8 1 1 27 69
Bank-Intermediated Arbitrage 1 1 1 7 2 5 19 45
Bank-Intermediated Arbitrage 0 0 0 21 0 1 9 63
Bank-intermediated arbitrage 0 0 0 40 2 3 20 125
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 8 28
Breaking Down TRACE Volumes Further 0 0 0 8 0 0 9 28
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 0 10 22
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 10 0 1 17 41
Changes in the Returns to Market Making 0 0 0 17 0 0 9 48
Corporate Bond Market Distress 0 0 0 7 2 5 24 35
Corporate Bond Market Distress 0 0 0 22 0 2 31 104
Credit Market Choice 0 0 0 1 0 2 29 47
Credit Market Choice 0 0 0 0 0 0 7 25
Credit Risk and Interdealer Networks 0 0 0 75 0 0 12 122
Credit market choice 0 0 0 4 0 1 15 70
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 0 1 10 71
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 0 23 0 0 10 52
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 6 13 62 86
Dealer balance sheets and bond liquidity provision 0 0 0 56 0 1 23 149
Dealer capacity and US Treasury market functionality 0 1 1 6 3 11 47 70
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 0 1 18 46
Did liquidity providers become liquidity seekers? 0 0 0 20 0 1 21 102
End‑of‑Month Activity Across the Treasury Market 0 0 4 4 0 70 82 82
End‑of‑Month Liquidity in the Treasury Market 0 0 1 7 0 0 11 19
Flighty liquidity 2 3 14 49 5 7 43 223
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 0 11 65
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 0 13 52
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 0 6 63
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 1 2 15 41
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 1 22 0 2 9 63
Is There a Future for Credit Default Swap Futures? 0 0 0 6 0 0 10 54
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 8 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 1 2 18 39
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 2 4 17 50
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 0 1 16 32
Liquidity Fades as Treasuries Age 0 2 2 2 2 12 12 12
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 0 99 1 3 21 216
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 1 10 29 29
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 34 83
Market Liquidity after the Financial Crisis 0 0 0 50 0 1 19 116
Market Liquidity after the Financial Crisis 0 0 1 17 1 1 10 44
Market liquidity after the financial crisis 0 0 1 164 1 4 28 321
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 1 1 1 14 1 1 22 108
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 1 1 28 0 2 19 173
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard errors 0 1 1 13 0 3 28 84
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 1 16 72
Stripping STRIPs Trading Activity 1 1 1 1 2 2 2 2
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 0 0 34 55
The Effects of Entering and Exiting a Credit Default Swap Index 1 1 2 15 1 1 13 70
The Evolving Market for U.S. Sovereign Credit Risk 1 1 1 31 1 1 10 67
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 1 2 0 0 9 18
The Impact of the Corporate Credit Facilities 0 0 0 15 0 0 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 2 12 45
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 3 15 60
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 2 2 10 0 3 20 47
The Primary and Secondary Market Corporate Credit Facilities 1 3 5 35 1 5 20 135
Treasury Market When-Issued Trading Activity 1 2 7 120 2 20 123 725
Treasury Trading at the Close 0 0 0 0 1 1 1 1
Unlocking the Treasury Market through TRACE 0 0 0 8 0 0 13 52
Unlocking the Treasury Market through TRACE 0 0 0 18 0 0 10 70
What Is Corporate Bond Market Distress? 0 0 0 14 1 1 11 47
What’s New with Corporate Leverage? 0 0 2 18 0 1 12 28
What’s in A(AA) Credit Rating? 0 0 0 61 0 1 17 108
Total Working Papers 9 21 60 1,441 43 225 1,329 5,656
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 1 1 1 61 4 13 43 308
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 19 3 5 25 80
Liquidity regulations, bank lending and fire-sale risk 0 0 1 9 3 4 35 67
Market Liquidity After the Financial Crisis 0 0 2 14 0 0 14 100
Nonstandard Errors 0 1 7 46 5 16 58 196
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 1 2 15 55
The Municipal Liquidity Facility 0 0 0 1 1 2 15 33
The Primary and Secondary Corporate Credit Facilities 0 0 1 1 0 0 16 30
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 1 34 0 0 18 91
Total Journal Articles 1 2 14 195 17 42 239 960

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Statistics updated 2026-10-11