Asani Sarkar : Citation Profile

Are you Asani Sarkar?

Federal Reserve Bank of New York

15

H index

20

i10 index

964

Citations

RESEARCH PRODUCTION:

29

Articles

100

Papers

2

Chapters

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 32
   Journals where Asani Sarkar has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 20 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa20
   Updated: 2024-12-03    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Fleming, Michael (7)

SONG, ZHAOGANG (3)

Liu, Haoyang (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 (12)

Carlson, Mark (10)

Acharya, Viral (9)

Fecht, Falko (9)

Chakravarty, Sugato (8)

Cúrdia, Vasco (8)

Woodford, Michael (8)

Szafarz, Ariane (7)

OOSTERLINCK, Kim (7)

Mignon, Valérie (7)

Li, Kai (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)

Madhavan, Ananth (11)

Remolona, Eli (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 Empirical Finance2
Journal of Financial Intermediation2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York48
Staff Reports / Federal Reserve Bank of New York32
Research Paper / Federal Reserve Bank of New York11
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
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Asani Sarkar (2024 and 2023)

YearTitle of citing document
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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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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2023Your skin or mine: Ensuring the viability of a central counterparty. (2023). Varadi, Kata ; Friesz, Melinda. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000791.

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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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2023The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China. (2023). Xu, Zhiwei ; Zhang, Teng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005844.

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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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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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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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2023Realized semibetas and international stock return predictability. (2023). Perez, Fernando ; Herrerias, Renata ; Amaya, Diego ; Vasquez, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323010139.

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2023Does stock market rescue affect investment efficiency in the real sector?. (2023). Ni, Xiaoran ; Lu, Lei ; Li, Zhisheng ; Jin, Ling. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000575.

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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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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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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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2023Liquidity regulations, bank lending and fire-sale risk. (2023). Shachar, Or ; Sarkar, Asani ; Roberts, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s037842662300198x.

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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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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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2023Original sin redux and deviations from covered interest parity. (2023). Zheng, Huanhuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001687.

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2023A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine. (2023). Sheehan, Barry ; Shannon, Darren ; O'Donnell, Niall. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000439.

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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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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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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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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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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.
[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 nother version. Agregated cites: 0		article
2009Market Sidedness: Insights into Motives for Trade Initiation In: Journal of Finance.
[Full Text][Citation analysis]		article41
2007Market sidedness: insights into motives for trade initiation.(2007) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		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]		paper11
2005The joint dynamics of liquidity, returns, and volatility across small and large firms.(2005) In: Staff Reports.
[Full Text][Citation analysis]
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.
[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]		article5
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 nother version. Agregated cites: 5		paper
2011Liquidity Dynamics and Cross-Autocorrelations In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article25
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]		article93
2009Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article102
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 nother version. Agregated cites: 102		paper
2017The effect of the term auction facility on the London interbank offered rate In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article86
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 nother version. Agregated cites: 86		paper
2015Discount window stigma during the 2007–2008 financial crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article90
2011Discount window stigma during the 2007-2008 financial crisis.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
[Full Text][Citation analysis]		article41
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article3
1995Dual Trading: Winners, Losers, and Market Impact In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article10
2002A model of brokers trading, with applications to order flow internalization In: Review of Financial Economics.
[Full Text][Citation analysis]		article10
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]		article5
1998Electronic trading on futures exchanges In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article7
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 nother 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]		article11
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]		article11
2014The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2018The pre-crisis monetary policy implementation framework In: Economic Policy Review.
[Full Text][Citation analysis]		article5
2017The pre-crisis monetary policy implementation framework.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		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]		article20
2010Financial amplification mechanisms and the Federal Reserves supply of liquidity during the crisis.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		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.
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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]		paper1
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.
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2017Counterparty and Collateral Policies of Central Bank Lending Facilities In: Liberty Street Economics.
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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]		paper2
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]		paper2
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.
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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]		paper6
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]		paper1
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
2022Can Decentralized Finance Provide More Protection for Crypto Investors? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023The Recent Rise in Discount Window Borrowing In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Financial Fragility without Banks In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023What Drove Racial Disparities in the Paycheck Protection Program? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2023How Do Natural Disasters Affect Small Business Owners in the Fed’s Second District? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Small Business Recovery after Natural Disasters in the Fed’s Second District In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2024Are Nonbank Financial Institutions Systemic? 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]		paper1
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.
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This paper has nother 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.
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This paper has nother 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]		paper31
1998An analysis of brokers trading with applications to order flow internalization and off-exchange sales In: Research Paper.
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1998Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders In: Research Paper.
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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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2003Fifteen minutes of fame? The market impact of internet stock picks In: Staff Reports.
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2006Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks.(2006) In: The Journal of Business.
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2003An empirical analysis of stock and bond market liquidity In: Staff Reports.
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2004Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries In: Staff Reports.
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1995The costs and benefits of dual trading In: Staff Reports.
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2006Two-sided markets and intertemporal trade clustering: insights into trading motives In: Staff Reports.
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2007The microstructure of cross-autocorrelations In: Staff Reports.
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2007Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports.
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2009Credit default swap auctions In: Staff Reports.
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2009Liquidity risk, credit risk, and the Federal Reserves responses to the crisis In: Staff Reports.
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2009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis.(2009) In: Financial Markets and Portfolio Management.
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2009Capital constraints, counterparty risk, and deviations from covered interest rate parity In: Staff Reports.
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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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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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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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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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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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2020COVID Response: The Term Asset-Backed Securities Loan Facility In: Staff Reports.
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2023Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? In: Staff Reports.
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2023Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program?.(2023) In: NBER Working Papers.
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2024Investor Attention to Bank Risk During the Spring 2023 Bank Run In: Staff Reports.
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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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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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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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1998Do Brokers Misallocate Customer Trades? Evidence From Futures Markets In: Finance.
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2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series.
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