Market liquidity after the financial crisis T Adrian, M Fleming, O Shachar, E Vogt Annual Review of Financial Economics 9 (1), 43-83, 2017 | 222 | 2017 |
Dealer balance sheets and bond liquidity provision T Adrian, N Boyarchenko, O Shachar Journal of Monetary Economics 89, 92-109, 2017 | 183 | 2017 |
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities N Boyarchenko, A Kovner, O Shachar Journal of Financial Economics 144 (3), 695-731, 2022 | 164 | 2022 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 88 | 2024 |
Dealer liquidity provision and the breakdown of the law of one price: Evidence from the CDS–bond basis J Choi, O Shachar, SS Shin Management Science 65 (9), 4100-4122, 2019 | 88* | 2019 |
Exposing the exposed: Intermediation capacity in the credit default swap market O Shachar Federal researve bank of new york working paper, 2012 | 84 | 2012 |
Liquidity regulations, bank lending and fire-sale risk DT Roberts, A Sarkar, O Shachar Journal of Banking & Finance 156, 107007, 2023 | 81* | 2023 |
Bank-intermediated arbitrage N Boyarchenko, T Eisenbach, P Gupta, O Shachar, P Van Tassel Federal Reserve Bank of New York Staff Reports, 2018 | 81 | 2018 |
Why do closed-end bond funds exist? An additional explanation for the growth in domestic closed-end bond funds EJ Elton, MJ Gruber, CR Blake, O Shachar Journal of Financial and Quantitative Analysis 48 (2), 405-425, 2013 | 58 | 2013 |
The option value of municipal liquidity A Haughwout, B Hyman, O Shachar Mimeo: Federal Reserve Bank of New York, 2022 | 48* | 2022 |
Has US Treasury market liquidity deteriorated? T Adrian, MJ Fleming, D Stackman, E Vogt Liberty Street Economics, 2015 | 34 | 2015 |
Dealer capacity and US Treasury market functionality D Duffie, MJ Fleming, FM Keane, C Nelson, O Shachar, P Van Tassel FRB of New York Staff Report, 2023 | 32 | 2023 |
The long and short of it: The post-crisis corporate CDS market N Boyarchenko, AM Costello, O Shachar Staff Report, 2019 | 32 | 2019 |
Corporate Bond Market Distress N Boyarchenko, RK Crump, A Kovner, O Shachar FRB of New York Staff Report, 2021 | 25* | 2021 |
Unlocking the Treasury market through TRACE D Brain, M De Pooter, D Dobrev, M Fleming, P Johansson, C Jones, ... | 18 | 2018 |
Alternative trading systems in the corporate bond market M Kozora, BM Mizrach, M Peppe, O Shachar, J Sokobin Staff Reports, 2020 | 15 | 2020 |
Regulating OTC derivatives VV Acharya, O Shachar, M Subrahmanyam Regulating Wall Street: The Dodd-Frank Act and the New Architecture of …, 2010 | 12 | 2010 |
Breaking down TRACE volumes further D Brain, M De Pooter, D Dobrev, M Fleming, P Johansson, F Keane, ... | 10 | 2018 |
Has liquidity risk in the corporate bond market increased? T Adrian, MJ Fleming, O Shachar, D Stackman, E Vogt Liberty Street Economics, 2015 | 10 | 2015 |
The Primary and Secondary Market Corporate Credit Facilities N Boyarchenko, A Kovener, O Shachar Federal Reserve Bank of New York Liberty Street Economics, 2020 | 9* | 2020 |