Asani Sarkar : Citation Profile


Federal Reserve Bank of New York

15

H index

20

i10 index

974

Citations

RESEARCH PRODUCTION:

29

Articles

103

Papers

2

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 31
   Journals where Asani Sarkar has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 21 (2.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa20
   Updated: 2025-03-08    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Liu, Haoyang (3)

SONG, ZHAOGANG (3)

Cipriani, Marco (2)

armantier, olivier (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 (12)

Carlson, Mark (10)

Fecht, Falko (9)

Chakravarty, Sugato (9)

Acharya, Viral (9)

Cúrdia, Vasco (8)

Woodford, Michael (8)

Mignon, Valérie (7)

Szafarz, Ariane (7)

OOSTERLINCK, Kim (7)

Idier, Julien (6)

Cites to:

Subrahmanyam, Avanidhar (39)

Fleming, Michael (24)

Grossman, Sanford (19)

Brennan, Michael (17)

Stambaugh, Robert (15)

Longstaff, Francis (13)

Kyle, Albert (13)

Acharya, Viral (12)

KRISHNAMURTHY, ARVIND (12)

Harvey, Campbell (11)

Madhavan, Ananth (11)

Main data


Production by document typepaperarticlechapter19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents1234567891011121314151617050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250305101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Asani Sarkar has published?


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

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York50
Staff Reports / Federal Reserve Bank of New York33
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 (2025 and 2024)


Year  ↓Title of citing document  ↓
2025Empirical Study on the Factors Influencing Stock Market Volatility in China. (2025). Zhang, Jingchu. In: Papers. RePEc:arx:papers:2501.08668.

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2024Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198.

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2025Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_642.

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2024Does liquidity regulation affect commercial banks carbon bias? Evidence from China. (2024). Liu, Yan ; Zou, Xin ; Yuan, Wei ; Dai, Junxun. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001421.

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2024Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2024Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

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2024Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings. (2024). Lu, Shan ; Zhao, Jichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001364.

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2024Stock Liquidity Sidedness and Share Repurchase. (2024). Boubaker, Sabri ; Liu, Yifan ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004009.

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2024Pay inequality for stability? Investment preference of the national team intervention in Chinese stock market. (2024). Yuan, Jin ; Jin, Liwei ; Li, Peiran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005659.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124.

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2024Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724.

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2025Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933. (2025). Jaremski, Matthew ; Vossmeyer, Angela ; Richardson, Gary. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001910.

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2024Impacts of population aging on bank loan portfolios: Evidence from China. (2024). Li, Zeguang ; Huang, Yuanbiao ; Hou, Keqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004222.

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2024Can Discount Window Stigma Be Cured? An Experimental Investigation. (2024). armantier, olivier ; Holt, Charles. In: Staff Reports. RePEc:fip:fednsr:98224.

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2024Global Liquidity: Drivers, Volatility and Toolkits. (2024). Goldberg, Linda S. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00208-9.

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Works by Asani Sarkar:


Year  ↓Title  ↓Type  ↓Cited  ↓
1999Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters.
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chapter8
2009Financial innovation and corporate default rates In: IFC Bulletins chapters.
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chapter0
2009Financial innovation and corporate default rates.(2009) In: Proceedings.
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This paper has nother version. Agregated cites: 0
article
2009Market Sidedness: Insights into Motives for Trade Initiation In: Journal of Finance.
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article43
2007Market sidedness: insights into motives for trade initiation.(2007) In: Staff Reports.
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This paper has nother version. Agregated cites: 43
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.
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paper11
2005The joint dynamics of liquidity, returns, and volatility across small and large firms.(2005) In: Staff Reports.
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This paper has nother version. Agregated cites: 11
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.
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paper0
1999Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions In: Journal of Financial and Quantitative Analysis.
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article5
1997Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions.(1997) In: Research Paper.
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This paper has nother version. Agregated cites: 5
paper
2011Liquidity Dynamics and Cross-Autocorrelations In: Journal of Financial and Quantitative Analysis.
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article25
2012Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate In: Journal of Financial and Quantitative Analysis.
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article16
2003Diversification benefits of emerging markets subject to portfolio constraints In: Journal of Empirical Finance.
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article93
2009Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries In: Journal of Empirical Finance.
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article2
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.
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article103
1998Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares.(1998) In: Research Paper.
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This paper has nother version. Agregated cites: 103
paper
2017The effect of the term auction facility on the London interbank offered rate In: Journal of Banking & Finance.
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article86
2008The effect of the Term Auction Facility on the London inter-bank offered rate.(2008) In: Staff Reports.
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This paper has nother version. Agregated cites: 86
paper
2015Discount window stigma during the 2007–2008 financial crisis In: Journal of Financial Economics.
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article92
2011Discount window stigma during the 2007-2008 financial crisis.(2011) In: Staff Reports.
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This paper has nother version. Agregated cites: 92
paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
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article41
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
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This paper has nother version. Agregated cites: 41
paper
1994On the Equivalence of Noise Trader and Hedger Models in Market Microstructure In: Journal of Financial Intermediation.
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article3
1995Dual Trading: Winners, Losers, and Market Impact In: Journal of Financial Intermediation.
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article10
2002A model of brokers trading, with applications to order flow internalization In: Review of Financial Economics.
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article10
1995Liquidity and price shocks in futures markets In: Proceedings.
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article0
1996Securitizing property catastrophe risk In: Current Issues in Economics and Finance.
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article5
1998Electronic trading on futures exchanges In: Current Issues in Economics and Finance.
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article7
2002Securities trading and settlement in Europe: issues and outlook In: Current Issues in Economics and Finance.
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article6
2002Securities trading and settlement in Europe: Issues and outlook.(2002) In: Journal of Financial Transformation.
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This paper has nother version. Agregated cites: 6
article
2002Should U.S. investors hold foreign stocks? In: Current Issues in Economics and Finance.
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article1
2009The global financial crisis and offshore dollar markets In: Current Issues in Economics and Finance.
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article11
2014Components of U.S. financial sector growth, 1950-2013 In: Economic Policy Review.
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article0
2013The failure resolution of Lehman Brothers In: Economic Policy Review.
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article11
2014The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 11
paper
2018The pre-crisis monetary policy implementation framework In: Economic Policy Review.
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article5
2017The pre-crisis monetary policy implementation framework.(2017) In: Staff Reports.
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This paper has nother version. Agregated cites: 5
paper
2022The Term Asset-Backed Securities Loan Facility In: Economic Policy Review.
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article0
2010Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis In: Economic Policy Review.
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article20
2010Financial amplification mechanisms and the Federal Reserves supply of liquidity during the crisis.(2010) In: Staff Reports.
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This paper has nother version. Agregated cites: 20
paper
2011Is There Stigma to Discount Window Borrowing? In: Liberty Street Economics.
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paper0
2011Did the Fed’s Term Auction Facility Work? In: Liberty Street Economics.
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paper0
2011How Might Increased Transparency Affect the CDS Market? In: Liberty Street Economics.
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paper0
2012The Impact of Trade Reporting on the Interest Rate Derivatives Market In: Liberty Street Economics.
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paper0
2012The European Debt Crisis and the Dollar Funding Gap In: Liberty Street Economics.
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paper1
2013Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 In: Liberty Street Economics.
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paper0
2014The Growth of Murky Finance In: Liberty Street Economics.
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paper0
2015History of Discount Window Stigma In: Liberty Street Economics.
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paper0
2016Is Bitcoin Really Frictionless? In: Liberty Street Economics.
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paper1
2016How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market In: Liberty Street Economics.
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paper0
2016Is There Discount Window Stigma in the United Kingdom? In: Liberty Street Economics.
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paper0
2016Why Did the Recent Oil Price Declines Affect Bond Prices of Non-Energy Companies? In: Liberty Street Economics.
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paper0
2017Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? In: Liberty Street Economics.
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paper0
2017The Role of Central Bank Lending Facilities in Monetary Policy In: Liberty Street Economics.
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paper0
2017Counterparty and Collateral Policies of Central Bank Lending Facilities In: Liberty Street Economics.
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paper0
2017Did Investor Sentiment Affect Credit Risk around the 2016 Election? In: Liberty Street Economics.
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paper0
2018Options of Last Resort In: Liberty Street Economics.
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paper0
2018Is Stigma Attached to the European Central Banks Marginal Lending Facility? In: Liberty Street Economics.
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paper3
2018Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics.
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paper0
2019Creditor Recovery in Lehman’s Bankruptcy In: Liberty Street Economics.
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paper2
2019How Much Value Was Destroyed by the Lehman Bankruptcy? In: Liberty Street Economics.
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paper0
2019Lehmans Bankruptcy Expenses In: Liberty Street Economics.
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paper0
2019Customer and Employee Losses in Lehman’s Bankruptcy In: Liberty Street Economics.
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paper0
2019The Indirect Costs of Lehman’s Bankruptcy In: Liberty Street Economics.
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paper0
2019Dealer Participation in the TSLF Options Program In: Liberty Street Economics.
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paper0
2019Large Bank Cash Balances and Liquidity Regulations In: Liberty Street Economics.
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paper0
2019How Do Large Banks Manage Their Cash? In: Liberty Street Economics.
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paper1
2020The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics.
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paper6
2020MBS Market Dysfunctions in the Time of COVID-19 In: Liberty Street Economics.
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paper3
2020Securing Secured Finance: The Term Asset-Backed Securities Loan Facility In: Liberty Street Economics.
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paper1
2020Did Too-Big-To-Fail Reforms Work Globally? In: Liberty Street Economics.
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paper0
2021Did Subsidies to Too-Big-To-Fail Banks Increase during the COVID-19 Pandemic? In: Liberty Street Economics.
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paper0
2021Did Dealers Fail to Make Markets during the Pandemic? In: Liberty Street Economics.
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paper0
2021Who Received PPP Loans by Fintech Lenders? In: Liberty Street Economics.
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2021Who Benefited from PPP Loans by Fintech Lenders? In: Liberty Street Economics.
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paper0
2021Tailoring Regulations In: Liberty Street Economics.
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paper1
2022The First Global Credit Crisis In: Liberty Street Economics.
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paper0
2022Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms? In: Liberty Street Economics.
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paper0
2022How Do Natural Disasters Affect U.S. Small Business Owners? In: Liberty Street Economics.
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2022Small Business Recovery after Natural Disasters In: Liberty Street Economics.
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paper0
2022Can Decentralized Finance Provide More Protection for Crypto Investors? In: Liberty Street Economics.
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paper0
2023The Recent Rise in Discount Window Borrowing In: Liberty Street Economics.
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paper0
2023Financial Fragility without Banks In: Liberty Street Economics.
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paper0
2023What Drove Racial Disparities in the Paycheck Protection Program? In: Liberty Street Economics.
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paper1
2023How Do Natural Disasters Affect Small Business Owners in the Fed’s Second District? In: Liberty Street Economics.
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paper0
2023Small Business Recovery after Natural Disasters in the Fed’s Second District In: Liberty Street Economics.
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paper0
2024Do Exchange‑Traded Products Improve Bitcoin Trading? In: Liberty Street Economics.
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paper0
2024Are Nonbank Financial Institutions Systemic? In: Liberty Street Economics.
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paper0
2025Discount Window Stigma After the Global Financial Crisis In: Liberty Street Economics.
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paper0
2024Discount Window Stigma After the Global Financial Crisis.(2024) In: Staff Reports.
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This paper has nother version. Agregated cites: 0
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1996Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading In: Research Paper.
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paper0
1996Volatility and liquidity in futures markets In: Research Paper.
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paper1
1997Traders broker choice, market liquidity and market structure In: Research Paper.
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paper0
1997Traders broker choice, market liquidity and market structure.(1997) In: Staff Reports.
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This paper has nother version. Agregated cites: 0
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1997Can competition between brokers mitigate agency conflicts with their customers? In: Research Paper.
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1997Can competition between brokers mitigate agency conflicts with their customers?.(1997) In: Staff Reports.
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This paper has nother version. Agregated cites: 0
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1997Estimating the adverse selection cost in markets with multiple informed traders In: Research Paper.
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paper0
1997A general model of brokers trading, with applications to order flow internalization, insider trading and off-exchange block sales In: Research Paper.
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paper0
1998Stock market crises in developed and emerging markets In: Research Paper.
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paper32
1998An analysis of brokers trading with applications to order flow internalization and off-exchange sales In: Research Paper.
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paper2
1998Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders In: Research Paper.
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paper0
2001Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows In: Staff Reports.
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paper6
2003Fifteen minutes of fame? The market impact of internet stock picks In: Staff Reports.
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paper2
2006Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks.(2006) In: The Journal of Business.
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This paper has nother version. Agregated cites: 2
article
2003An empirical analysis of stock and bond market liquidity In: Staff Reports.
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paper75
2004Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries In: Staff Reports.
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paper0
1995The costs and benefits of dual trading In: Staff Reports.
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paper1
2006Two-sided markets and intertemporal trade clustering: insights into trading motives In: Staff Reports.
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paper0
2007The microstructure of cross-autocorrelations In: Staff Reports.
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paper0
2007Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports.
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paper0
2009Credit default swap auctions In: Staff Reports.
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paper8
2009Liquidity risk, credit risk, and the Federal Reserves responses to the crisis In: Staff Reports.
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paper32
2009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis.(2009) In: Financial Markets and Portfolio Management.
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This paper has nother version. Agregated cites: 32
article
2009Capital constraints, counterparty risk, and deviations from covered interest rate parity In: Staff Reports.
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paper80
2009Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports.
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paper2
2009Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes.(2009) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 2
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2011Is there an S&P 500 index effect? In: Staff Reports.
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2011An analysis of CDS transactions: implications for public reporting In: Staff Reports.
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paper39
2012An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports.
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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.
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paper37
2018Liquidity Regulations, Bank Lending, and Fire-Sale Risk In: Staff Reports.
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paper8
2018Is size everything? In: Staff Reports.
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paper1
2020Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis In: Staff Reports.
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1999Assessing the impact of short-sale constraints on the gains from international diversification In: Staff Reports.
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paper0
2020COVID Response: The Term Asset-Backed Securities Loan Facility In: Staff Reports.
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paper0
2023Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? In: Staff Reports.
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paper1
2023Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program?.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2024Investor Attention to Bank Risk During the Spring 2023 Bank Run In: Staff Reports.
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paper0
2000Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets. In: Purdue University Economics Working Papers.
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paper0
2001A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market. In: Purdue University Economics Working Papers.
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paper0
2007Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers.
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2001Liquidity supply and volatility: futures market evidence In: Journal of Futures Markets.
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article5
1998Do Brokers Misallocate Customer Trades? Evidence From Futures Markets In: Finance.
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paper0
2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series.
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paper2

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