Asani Sarkar : Citation Profile


Are you Asani Sarkar?

Federal Reserve Bank of New York

15

H index

19

i10 index

943

Citations

RESEARCH PRODUCTION:

29

Articles

98

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 32
   Journals where Asani Sarkar has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 20 (2.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa20
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Fleming, Michael (7)

Liu, Haoyang (3)

SONG, ZHAOGANG (3)

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)

Carlson, Mark (10)

Acharya, Viral (9)

Cúrdia, Vasco (8)

Chakravarty, Sugato (8)

Woodford, Michael (8)

Fecht, Falko (7)

Mignon, Valérie (7)

OOSTERLINCK, Kim (7)

Szafarz, Ariane (7)

Idier, Julien (6)

Cites to:

Subrahmanyam, Avanidhar (39)

Fleming, Michael (24)

Brennan, Michael (17)

Grossman, Sanford (16)

Stambaugh, Robert (15)

Longstaff, Francis (13)

Kyle, Albert (13)

Acharya, Viral (12)

KRISHNAMURTHY, ARVIND (12)

Madhavan, Ananth (11)

Pedersen, Lasse (11)

Main data


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 Financial Economics2
Journal of Empirical Finance2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York47
Staff Reports / Federal Reserve Bank of New York31
Research Paper / Federal Reserve Bank of New York11
Tinbergen Institute Discussion Papers / Tinbergen Institute2
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA2
Purdue University Economics Working Papers / Purdue University, Department of Economics2

Recent works citing Asani Sarkar (2024 and 2023)


YearTitle of citing document
2023Did quantitative easing reduce the borrowing costs of firms? The risk?taking channel. (2023). Shen, YI ; Wang, Gang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:507-536.

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2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

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2023How do institutional investors influence accounting conservatism in China?. (2023). Pan, Xiaofei ; Ma, Shiguang ; Zhang, Dan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2719-2754.

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2023Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

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2023The Norwegian overnight interbank market during the Covid pandemic. (2023). Smith, Lyndsie ; Findreng, Jon H ; Akram, Farooq Q. In: Working Paper. RePEc:bno:worpap:2023_8.

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2023.

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2023Wind-down of bank trading books. (2023). Akhouen, Richard ; Rossignol, Ghislain ; Santoni, Alessandro. In: Occasional Paper Series. RePEc:ecb:ecbops:2023316.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023Central bank lending facility and investment efficiency of non-SOEs: evidence from China. (2023). Si, Deng-Kui ; Ding, Hui ; Xie, Pinyi ; Li, Xiao-Lin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300233x.

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2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

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2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2023Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483.

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2023Who borrows from the Eurosystem’s lender-of-the-last-resort facility?. (2023). Weber, Patrick ; Fecht, Falko. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000468.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023The effect of the Federal Reserve’s lending facility on PPP lending by commercial banks. (2023). Carlson, Mark ; Styczynski, Mary-Frances ; Anbil, Sriya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000256.

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2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023Directors and Officers liability insurance and cross section of expected stock returns: A mispricing explanation. (2023). Su, Xuan-Qi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000045.

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2023Does machine learning help private sectors to alarm crises? Evidence from China’s currency market. (2023). Zong, LU ; Wang, Peiwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000250.

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2023The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55.

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2023The effects of institutional investors and their contestability on firm innovation: Evidence from Chinese listed firms. (2023). Ma, Shiguang ; Pan, Xiaofei ; Zhang, Dan. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:10:s0048733323001567.

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2023Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-54.

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2023Stakeholders’ Aversion to Inequality and Bank Lending to Minorities. (2023). Crosignani, Matteo ; Le, Hanh. In: Staff Reports. RePEc:fip:fednsr:97349.

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2023Does Direct Monetary Policy Affect the Supply of Bank Credit to Small and Medium-Sized Enterprises? An Analysis Based on Chinese Data. (2023). Ruan, Jia ; Jiang, Ruishi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11674-:d:1205142.

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2023Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the Chinas Stock Markets. (2023). Gao, Wei ; Wu, XU ; Yue, Ding ; Yan, Ruzhen. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10215-5.

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2023The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167.

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2023Supply and Demand Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run. (2023). Schoors, Koen ; Roman, Raluca A ; Lamers, Martien ; Berger, Allen N. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1397-1442.

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Works by Asani Sarkar:


YearTitleTypeCited
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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article39
2007Market sidedness: insights into motives for trade initiation.(2007) In: Staff Reports.
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This paper has nother version. Agregated cites: 39
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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paper10
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: 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.
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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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article24
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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article90
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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article99
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: 99
paper
2017The effect of the term auction facility on the London interbank offered rate In: Journal of Banking & Finance.
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article84
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: 84
paper
2015Discount window stigma during the 2007–2008 financial crisis In: Journal of Financial Economics.
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article88
2011Discount window stigma during the 2007-2008 financial crisis.(2011) In: Staff Reports.
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This paper has nother version. Agregated cites: 88
paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
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article40
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
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This paper has nother version. Agregated cites: 40
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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article8
2014The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 8
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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paper2
2018Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics.
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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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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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paper0
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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paper0
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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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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2022Can Decentralized Finance Provide More Protection for Crypto Investors? In: Liberty Street Economics.
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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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2023Small Business Recovery after Natural Disasters in the Fed’s Second District In: Liberty Street Economics.
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paper0
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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paper31
1998An analysis of brokers trading with applications to order flow internalization and off-exchange sales In: Research Paper.
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paper1
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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paper5
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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paper76
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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paper9
2009Liquidity risk, credit risk, and the Federal Reserves responses to the crisis In: Staff Reports.
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paper31
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: 31
article
2009Capital constraints, counterparty risk, and deviations from covered interest rate parity In: Staff Reports.
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paper79
2009Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports.
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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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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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2018Is size everything? In: Staff Reports.
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paper1
2020Dealers and the Dealer of Last Resort: Evidence from 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
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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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