Asani Sarkar : Citation Profile


Are you Asani Sarkar?

Federal Reserve Bank of New York

15

H index

17

i10 index

878

Citations

RESEARCH PRODUCTION:

29

Articles

90

Papers

2

Chapters

RESEARCH ACTIVITY:

   28 years (1994 - 2022). See details.
   Cites by year: 31
   Journals where Asani Sarkar has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 20 (2.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa20
   Updated: 2022-11-19    RAS profile: 2020-10-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Fleming, Michael (10)

Hrung, Warren (3)

Liu, Haoyang (3)

SONG, ZHAOGANG (3)

Shachar, Or (2)

Acharya, Viral (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Asani Sarkar.

Is cited by:

Goldberg, Linda (11)

Acharya, Viral (9)

Woodford, Michael (8)

Cúrdia, Vasco (8)

Chakravarty, Sugato (7)

Carlson, Mark (7)

Fecht, Falko (7)

Heider, Florian (6)

Idier, Julien (6)

Avouyi-Dovi, Sanvi (6)

Li, Kai (6)

Cites to:

Subrahmanyam, Avanidhar (35)

Fleming, Michael (24)

Grossman, Sanford (16)

Stambaugh, Robert (15)

Brennan, Michael (14)

Longstaff, Francis (13)

Kyle, Albert (13)

KRISHNAMURTHY, ARVIND (12)

Acharya, Viral (12)

Madhavan, Ananth (11)

Harvey, Campbell (11)

Main data


Where Asani Sarkar has published?


Journals with more than one article published# docs
Current Issues in Economics and Finance5
Economic Policy Review5
Journal of Financial and Quantitative Analysis3
Journal of Financial Economics2
Journal of Financial Intermediation2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York41
Staff Reports / Federal Reserve Bank of New York30
Research Paper / Federal Reserve Bank of New York11
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Purdue University Economics Working Papers / Purdue University, Department of Economics2
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA2

Recent works citing Asani Sarkar (2022 and 2021)


YearTitle of citing document
2021The Bank Liquidity Channel of Financial (In)stability. (2021). Bosshardt, Joshua ; Saidi, Farzad ; Kakhbod, Ali. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:108.

Full description at Econpapers || Download paper

2022Learning Financial Networks with High-frequency Trade Data. (2022). Easley, David ; Basu, Sumanta ; Karpman, Kara. In: Papers. RePEc:arx:papers:2208.03568.

Full description at Econpapers || Download paper

2022Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9.

Full description at Econpapers || Download paper

2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

Full description at Econpapers || Download paper

2021Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921.

Full description at Econpapers || Download paper

2021When LIBOR becomes LIEBOR: Reputational penalties and bank contagion. (2021). Parbonetti, Antonio ; Huan, Xing ; Fabrizi, Michele. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:157-178.

Full description at Econpapers || Download paper

2021Three Projects in the New Law and Finance. (2021). Dan, Awrey. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:11:y:2021:i:1:p:9-25:n:1.

Full description at Econpapers || Download paper

2021Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. (2021). Shannon, Darren ; Odonnell, Niall ; Sheehan, Barry. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000216.

Full description at Econpapers || Download paper

2022Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414.

Full description at Econpapers || Download paper

2022Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x.

Full description at Econpapers || Download paper

2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

Full description at Econpapers || Download paper

2022Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments. (2022). Strange, Roger ; Chen, Ding ; Zhang, Xiaoxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002830.

Full description at Econpapers || Download paper

2022Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266.

Full description at Econpapers || Download paper

2022Financial contagion effects of major crises in African stock markets. (2022). Bello, Jaliyyah ; Guo, Jiaqi ; Newaz, Mohammad Khaleq. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000965.

Full description at Econpapers || Download paper

2022The dollar’s ”Convenience Yield”. (2022). Robe, Michel A. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001477.

Full description at Econpapers || Download paper

2021Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors. (2021). Procasky, William J. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300501.

Full description at Econpapers || Download paper

2022Sidedness in the interbank market. (2022). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000446.

Full description at Econpapers || Download paper

2022COVID-19 as a stress test: Assessing the bank regulatory framework. (2022). Wang, KE ; Ranish, Ben ; Mooney, Timothy ; Martinez, Francis ; Maddrey, Alice ; Loudis, Bert ; Iercosan, Diana ; Horvath, Akos ; Duncan, Elizabeth ; Wix, Carlo ; Warusawitharana, Missaka. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000419.

Full description at Econpapers || Download paper

2022The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. (2022). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000764.

Full description at Econpapers || Download paper

2022Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential. (2022). Wang, Zhiqin ; Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s104402832100017x.

Full description at Econpapers || Download paper

2022The real effects of invoicing exports in dollars. (2022). Berthou, Antoine ; Mesonnier, Jean-Stephane ; Horny, Guillaume. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199622000010.

Full description at Econpapers || Download paper

2021Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232.

Full description at Econpapers || Download paper

2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

Full description at Econpapers || Download paper

2021Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242.

Full description at Econpapers || Download paper

2022Bank complexity, governance, and risk. (2022). Correa, Ricardo ; Goldberg, Linda S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620302740.

Full description at Econpapers || Download paper

2022Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions. (2022). Fecht, Falko ; Weber, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001801.

Full description at Econpapers || Download paper

2022When does the fed care about stock prices?. (2022). Zaynutdinova, Gulnara R ; Olson, Eric ; Kurov, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001522.

Full description at Econpapers || Download paper

2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:545-560.

Full description at Econpapers || Download paper

2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

Full description at Econpapers || Download paper

2021Information shocks, disagreement, and drift. (2021). Sabah, Nasim ; Cardella, Laura ; Armstrong, Will J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:916-940.

Full description at Econpapers || Download paper

2021Bias in the effective bid-ask spread. (2021). Hagstromer, Bjorn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:314-337.

Full description at Econpapers || Download paper

2021Liquidity from two lending facilities. (2021). Vossmeyer, Angela ; Anbil, Sriya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957320300383.

Full description at Econpapers || Download paper

2021Informed trading and earnings announcement driven disagreement in global markets. (2021). Chen, Tao. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000045.

Full description at Econpapers || Download paper

2021Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19. (2021). Malliaris, A G ; Bhar, Ramaprasad. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:15-33.

Full description at Econpapers || Download paper

2021The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Beltran, Daniel ; Klee, Elizabeth ; Bolotnyy, Valentin . In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202.

Full description at Econpapers || Download paper

2021Does corporate social responsibility reduce share price premium? Evidence from Chinas A- and H-shares. (2021). Xu, Chen ; Sun, Jianfei ; Luo, Rui ; Liao, Mingqing ; Deng, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000767.

Full description at Econpapers || Download paper

2021Political uncertainty and A-H share premium. (2021). Wang, Junbo ; Kong, Dongmin ; Cheng, XU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304925.

Full description at Econpapers || Download paper

2021How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001128.

Full description at Econpapers || Download paper

2021Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises. (2021). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:480-493.

Full description at Econpapers || Download paper

2021Measuring the stocks factor beta and identifying risk factors under market inefficiency. (2021). Semenov, Andrei . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:635-649.

Full description at Econpapers || Download paper

2021Too big to fail and optimal regulation. (2021). Nguyen, Xuan-Hai ; Ma, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:747-758.

Full description at Econpapers || Download paper

2021International equity U.S. mutual funds and diversification benefits. (2021). Fletcher, Jonathan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:246-257.

Full description at Econpapers || Download paper

2022Growth impact of equity market crises: A global perspective. (2022). Chang, Yu Ching ; Huang, Chai Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:153-176.

Full description at Econpapers || Download paper

2022Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits. (2022). Paul, Justin ; Yadav, Surendra Singh ; Kashiramka, Smita ; Thomas, Nisha Mary. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:95-121.

Full description at Econpapers || Download paper

2022Collateralized networks. (2020). Young, Hobart ; Glasserman, Paul ; Ghamami, Samim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107496.

Full description at Econpapers || Download paper

2021COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework. (2021). Wix, Carlo ; Wang, Ke ; Warusawitharana, Missaka ; Mooney, Timothy ; Martinez, Francis ; Loudis, Bert ; Iercosan, Diana A ; Horvath, Akos ; Duncan, Elizabeth ; Abboud, Alice ; Ranish, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-24.

Full description at Econpapers || Download paper

2022Crisis Liquidity Facilities with Nonbank Counterparties: Lessons from the Term Asset-Backed Securities Loan Facility. (2022). Pence, Karen ; Meisenzahl, Ralf R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-21.

Full description at Econpapers || Download paper

2021Federal Reserve Independence: Foundations and Responsibilities: a speech at the Federal Reserve Bank of Cleveland, Cleveland, Ohio (via livestream), November 30, 2021. (2021). Clarida, Richard. In: Speech. RePEc:fip:fedgsq:93418.

Full description at Econpapers || Download paper

2021COVID Response: The Primary Dealer Credit Facility. (2021). McLaughlin, Susan ; Martin, Antoine. In: Staff Reports. RePEc:fip:fednsr:93072.

Full description at Econpapers || Download paper

2021The Federal Reserve’s Market Functioning Purchases. (2021). Fleming, Michael ; Schurmeier, Jake ; Podjasek, Rich ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:93540.

Full description at Econpapers || Download paper

2021COVID-19 and Monetary Policy with Zero Bounds: A Cross-Country Investigation. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2112.

Full description at Econpapers || Download paper

2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

Full description at Econpapers || Download paper

2022Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China. (2022). Wang, Mu-Shun. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09350-8.

Full description at Econpapers || Download paper

2022Exploring the diversification benefits of US international equity closed-end funds. (2022). Fletcher, Jonathan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:3:d:10.1007_s11408-021-00397-1.

Full description at Econpapers || Download paper

2021What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?. (2021). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-020-09594-3.

Full description at Econpapers || Download paper

2021Public Firm Borrowers of the U.S. Paycheck Protection Program. (2021). Rosen, Samuel ; Cororaton, Anna . In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:10:y:2021:i:4:p:641-693..

Full description at Econpapers || Download paper

2022Improving MSMEs’ access to start-up financing in ASEAN countries. (2022). Maran, Raluca. In: MPRA Paper. RePEc:pra:mprapa:114501.

Full description at Econpapers || Download paper

2022Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data. (2022). Jha, Sumit Kumar ; Bhattacharya, Sharad Nath. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:2:p:251-272.

Full description at Econpapers || Download paper

2021Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

Full description at Econpapers || Download paper

2022Bank demand for central bank liquidity and its impact on interbank markets. (2022). Krause, Andreas ; Xiao, DI. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-021-00336-3.

Full description at Econpapers || Download paper

2021Regulating Insurance Markets: Multiple Contracting and Adverse Selection. (2019). Salanie, Franois ; Mariotti, Thomas ; Attar, Andrea. In: TSE Working Papers. RePEc:tse:wpaper:123328.

Full description at Econpapers || Download paper

2021Monetary Policy Dynamics in the United States. (2021). Abdul, Shobande Olatunji ; Oladimeji, Shodipe. In: Open Economics. RePEc:vrs:openec:v:4:y:2021:i:1:p:14-30:n:2.

Full description at Econpapers || Download paper

2021Are crises sentimental?. (2021). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:962-985.

Full description at Econpapers || Download paper

2021The role of time?varying risk premia in international interbank markets. (2021). Karouzakis, Nikolaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5720-5745.

Full description at Econpapers || Download paper

2022Is there a threshold effect in the liquidity risk–non?performing loans relationship? A PSTR approach for MENA banks. (2022). Karmani, Majdi ; Hakimi, Abdelaziz ; Boussaada, Rim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1886-1898.

Full description at Econpapers || Download paper

2021Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

Full description at Econpapers || Download paper

2022Sentiment?dependent impact of funding liquidity shocks on futures market liquidity. (2022). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:61-76.

Full description at Econpapers || Download paper

2022The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach. (2022). Schoenemann, Gregor Helmut. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:446-471.

Full description at Econpapers || Download paper

2022Do oil shocks impact stock liquidity?. (2022). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:472-491.

Full description at Econpapers || Download paper

2022Does offshore NDF market influence onshore forex market? Evidence from India. (2022). Chinoy, Sajjid ; Ranjan, Rajiv ; Behera, Harendra. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1167-1185.

Full description at Econpapers || Download paper

2022An experimental examination of the flow of irrelevant information across markets. (2022). Ackert, Lucy ; Wei, Lijia ; Qi, LI ; Kluger, Brian D. In: Southern Economic Journal. RePEc:wly:soecon:v:88:y:2022:i:3:p:1119-1148.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

Works by Asani Sarkar:


YearTitleTypeCited
1999Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters.
[Full Text][Citation analysis]
chapter8
2009Financial innovation and corporate default rates In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter0
2009Financial innovation and corporate default rates.(2009) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009Market Sidedness: Insights into Motives for Trade Initiation In: Journal of Finance.
[Full Text][Citation analysis]
article34
2007Market sidedness: insights into motives for trade initiation.(2007) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2005The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper10
2005The joint dynamics of liquidity, returns, and volatility across small and large firms.(2005) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2001An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper0
1999Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article4
1997Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Liquidity Dynamics and Cross-Autocorrelations In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article22
2012Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article16
2003Diversification benefits of emerging markets subject to portfolio constraints In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article85
2009Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
1998Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article92
1998Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares.(1998) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2017The effect of the term auction facility on the London interbank offered rate In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article80
2008The effect of the Term Auction Facility on the London inter-bank offered rate.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2015Discount window stigma during the 2007–2008 financial crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]
article83
2011Discount window stigma during the 2007-2008 financial crisis.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
[Full Text][Citation analysis]
article37
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
1994On the Equivalence of Noise Trader and Hedger Models in Market Microstructure In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article3
1995Dual Trading: Winners, Losers, and Market Impact In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article9
2002A model of brokers trading, with applications to order flow internalization In: Review of Financial Economics.
[Full Text][Citation analysis]
article8
1995Liquidity and price shocks in futures markets In: Proceedings.
[Citation analysis]
article0
1996Securitizing property catastrophe risk In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article4
1998Electronic trading on futures exchanges In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article6
2002Securities trading and settlement in Europe: issues and outlook In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article6
2002Securities trading and settlement in Europe: Issues and outlook.(2002) In: Journal of Financial Transformation.
[Citation analysis]
This paper has another version. Agregated cites: 6
article
2002Should U.S. investors hold foreign stocks? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article1
2009The global financial crisis and offshore dollar markets In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article10
2014Components of U.S. financial sector growth, 1950-2013 In: Economic Policy Review.
[Full Text][Citation analysis]
article0
2013The failure resolution of Lehman Brothers In: Economic Policy Review.
[Full Text][Citation analysis]
article6
2014The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2018The pre-crisis monetary policy implementation framework In: Economic Policy Review.
[Full Text][Citation analysis]
article4
2017The pre-crisis monetary policy implementation framework.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2022The Term Asset-Backed Securities Loan Facility In: Economic Policy Review.
[Full Text][Citation analysis]
article0
2010Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis In: Economic Policy Review.
[Full Text][Citation analysis]
article19
2010Financial amplification mechanisms and the Federal Reserves supply of liquidity during the crisis.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2011Is There Stigma to Discount Window Borrowing? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2011Did the Fed’s Term Auction Facility Work? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2011How Might Increased Transparency Affect the CDS Market? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2012The Impact of Trade Reporting on the Interest Rate Derivatives Market In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2012The European Debt Crisis and the Dollar Funding Gap In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2013Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014The Growth of Murky Finance In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015History of Discount Window Stigma In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Is Bitcoin Really Frictionless? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Is There Discount Window Stigma in the United Kingdom? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Why Did the Recent Oil Price Declines Affect Bond Prices of Non-Energy Companies? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2017Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2017The Role of Central Bank Lending Facilities in Monetary Policy In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2017Counterparty and Collateral Policies of Central Bank Lending Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2017Did Investor Sentiment Affect Credit Risk around the 2016 Election? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018Options of Last Resort In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018Is Stigma Attached to the European Central Banks Marginal Lending Facility? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2018Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019Creditor Recovery in Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2019How Much Value Was Destroyed by the Lehman Bankruptcy? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019Lehmans Bankruptcy Expenses In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019Customer and Employee Losses in Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019The Indirect Costs of Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019Dealer Participation in the TSLF Options Program In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019Large Bank Cash Balances and Liquidity Regulations In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2019How Do Large Banks Manage Their Cash? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2020The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics.
[Full Text][Citation analysis]
paper5
2020MBS Market Dysfunctions in the Time of COVID-19 In: Liberty Street Economics.
[Full Text][Citation analysis]
paper3
2020Securing Secured Finance: The Term Asset-Backed Securities Loan Facility In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2020Did Too-Big-To-Fail Reforms Work Globally? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2021Did Subsidies to Too-Big-To-Fail Banks Increase during the COVID-19 Pandemic? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2021Did Dealers Fail to Make Markets during the Pandemic? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2021Who Received PPP Loans by Fintech Lenders? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2021Who Benefited from PPP Loans by Fintech Lenders? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2021Tailoring Regulations In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2022The First Global Credit Crisis In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2022Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2022How Do Natural Disasters Affect U.S. Small Business Owners? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2022Small Business Recovery after Natural Disasters In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
1996Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading In: Research Paper.
[Full Text][Citation analysis]
paper0
1996Volatility and liquidity in futures markets In: Research Paper.
[Full Text][Citation analysis]
paper0
1997Traders broker choice, market liquidity and market structure In: Research Paper.
[Full Text][Citation analysis]
paper0
1997Traders broker choice, market liquidity and market structure.(1997) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Can competition between brokers mitigate agency conflicts with their customers? In: Research Paper.
[Full Text][Citation analysis]
paper0
1997Can competition between brokers mitigate agency conflicts with their customers?.(1997) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Estimating the adverse selection cost in markets with multiple informed traders In: Research Paper.
[Full Text][Citation analysis]
paper0
1997A general model of brokers trading, with applications to order flow internalization, insider trading and off-exchange block sales In: Research Paper.
[Full Text][Citation analysis]
paper0
1998Stock market crises in developed and emerging markets In: Research Paper.
[Full Text][Citation analysis]
paper18
1998An analysis of brokers trading with applications to order flow internalization and off-exchange sales In: Research Paper.
[Full Text][Citation analysis]
paper1
1998Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders In: Research Paper.
[Full Text][Citation analysis]
paper0
2001Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows In: Staff Reports.
[Full Text][Citation analysis]
paper5
2003Fifteen minutes of fame? The market impact of internet stock picks In: Staff Reports.
[Full Text][Citation analysis]
paper2
2006Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks.(2006) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2003An empirical analysis of stock and bond market liquidity In: Staff Reports.
[Full Text][Citation analysis]
paper76
2004Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries In: Staff Reports.
[Full Text][Citation analysis]
paper0
1995The costs and benefits of dual trading In: Staff Reports.
[Citation analysis]
paper1
2006Two-sided markets and intertemporal trade clustering: insights into trading motives In: Staff Reports.
[Full Text][Citation analysis]
paper0
2007The microstructure of cross-autocorrelations In: Staff Reports.
[Full Text][Citation analysis]
paper0
2007Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports.
[Full Text][Citation analysis]
paper0
2009Credit default swap auctions In: Staff Reports.
[Full Text][Citation analysis]
paper9
2009Liquidity risk, credit risk, and the Federal Reserves responses to the crisis In: Staff Reports.
[Full Text][Citation analysis]
paper30
2009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis.(2009) In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2009Capital constraints, counterparty risk, and deviations from covered interest rate parity In: Staff Reports.
[Full Text][Citation analysis]
paper79
2009Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports.
[Full Text][Citation analysis]
paper2
2009Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes.(2009) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Is there an S&P 500 index effect? In: Staff Reports.
[Full Text][Citation analysis]
paper0
2011An analysis of CDS transactions: implications for public reporting In: Staff Reports.
[Full Text][Citation analysis]
paper38
2012An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports.
[Full Text][Citation analysis]
paper6
1999Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets In: Staff Reports.
[Full Text][Citation analysis]
paper37
2018The Costs and Benefits of Liquidity Regulations In: Staff Reports.
[Full Text][Citation analysis]
paper5
2018Is size everything? In: Staff Reports.
[Full Text][Citation analysis]
paper1
2020Dealers and the Dealer of Last Resort: Evidence from MBS Markets in the COVID-19 Crisis In: Staff Reports.
[Full Text][Citation analysis]
paper0
1999Assessing the impact of short-sale constraints on the gains from international diversification In: Staff Reports.
[Full Text][Citation analysis]
paper0
2020COVID Response: The Term Asset-Backed Securities Loan Facility In: Staff Reports.
[Full Text][Citation analysis]
paper0
2000Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2001A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2007Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2001Liquidity supply and volatility: futures market evidence In: Journal of Futures Markets.
[Full Text][Citation analysis]
article5
1998Do Brokers Misallocate Customer Trades? Evidence From Futures Markets In: Finance.
[Full Text][Citation analysis]
paper0
2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team