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 2 4 29 67
Bank-Intermediated Arbitrage 0 0 0 6 2 7 13 38
Bank-Intermediated Arbitrage 0 0 0 21 1 2 11 62
Bank-intermediated arbitrage 0 0 0 40 3 6 18 121
Breaking Down TRACE Volumes Further 0 0 0 4 2 2 7 27
Breaking Down TRACE Volumes Further 0 0 0 8 2 3 10 28
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 2 10 21
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 3 7 14 36
Changes in the Returns to Market Making 0 0 0 17 2 3 9 47
Corporate Bond Market Distress 0 0 2 22 6 11 34 102
Corporate Bond Market Distress 0 0 0 7 4 6 17 26
Credit Market Choice 0 0 0 1 7 11 14 30
Credit Market Choice 0 0 0 0 1 1 6 24
Credit Risk and Interdealer Networks 0 0 0 75 2 3 12 121
Credit market choice 0 0 0 4 3 5 12 67
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 2 11 70
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 3 10 51
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 14 20 35 59
Dealer balance sheets and bond liquidity provision 0 0 1 56 7 13 22 146
Dealer capacity and US Treasury market functionality 0 0 0 5 7 14 37 53
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 5 8 16 44
Did liquidity providers become liquidity seekers? 0 0 0 20 2 5 17 97
End‑of‑Month Activity Across the Treasury Market 0 0 3 3 3 6 11 11
End‑of‑Month Liquidity in the Treasury Market 0 0 0 6 0 1 8 16
Flighty liquidity 1 1 10 44 2 11 40 212
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 5 8 11 64
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 5 5 13 52
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 1 1 6 63
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 1 1 6 2 4 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 8 52
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 2 3 8 38
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 2 5 19 37
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 1 2 11 44
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 3 5 16 31
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 3 3 18 211
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 0 3 18 18
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 0 1 23 2 5 30 77
Market Liquidity after the Financial Crisis 0 1 1 17 0 2 11 43
Market Liquidity after the Financial Crisis 0 0 0 50 3 6 16 113
Market liquidity after the financial crisis 0 1 3 164 4 8 35 317
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 2 8 22 103
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard errors 0 0 1 12 3 10 35 79
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 3 6 15 70
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 2 7 34 55
The Effects of Entering and Exiting a Credit Default Swap Index 1 1 1 14 4 5 13 69
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 1 1 10 65
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 2 2 0 1 17 17
The Impact of the Corporate Credit Facilities 0 0 0 15 2 3 8 64
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 1 4 12 57
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 2 9 41
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 2 4 17 42
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 31 6 7 18 128
Treasury Market When-Issued Trading Activity 0 1 10 117 16 45 141 676
Unlocking the Treasury Market through TRACE 0 0 0 18 4 6 10 68
Unlocking the Treasury Market through TRACE 0 0 0 8 4 5 13 49
What Is Corporate Bond Market Distress? 0 0 0 14 3 6 12 45
What’s New with Corporate Leverage? 0 1 2 18 1 2 10 26
What’s in A(AA) Credit Rating? 0 0 1 61 4 5 15 105
Total Working Papers 2 8 59 1,413 184 366 1,159 5,282
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 7 32 292
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 1 4 20 74
Liquidity regulations, bank lending and fire-sale risk 0 0 3 8 9 12 32 58
Market Liquidity After the Financial Crisis 0 0 2 14 0 5 14 99
Nonstandard Errors 0 2 8 44 4 15 58 176
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 0 0 14 52
The Municipal Liquidity Facility 0 0 0 1 1 7 13 30
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 1 5 13 26
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 2 9 15 88
Total Journal Articles 0 2 13 188 20 64 211 895

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Statistics updated 2026-05-06