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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
Nils Friewald, Rainer Jankowitsch, Marti G. Subrahmanyam
Journal of Financial Economics (2012) Vol. 105, Iss. 1, pp. 18-36
Open Access | Times Cited: 382

Showing 26-50 of 382 citing articles:

Over‐the‐Counter Market Frictions and Yield Spread Changes
Nils Friewald, Florian Nagler
The Journal of Finance (2019) Vol. 74, Iss. 6, pp. 3217-3257
Closed Access | Times Cited: 99
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio, et al.
Journal of Financial Economics (2016) Vol. 122, Iss. 1, pp. 86-115
Open Access | Times Cited: 95
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
Hao Jiang, Yi Li, Zheng Sun, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 277-302
Closed Access | Times Cited: 79
Causal analysis of central bank holdings of corporate bonds under interference
Taneli Mäkinen, Fan Li, Andrea Mercatanti, et al.
Economic Modelling (2022) Vol. 113, pp. 105873-105873
Closed Access | Times Cited: 41
Collateral eligibility of corporate debt in the Eurosystem
Loriana Pelizzon, Max Riedel, Zorka Simon, et al.
Journal of Financial Economics (2024) Vol. 153, pp. 103777-103777
Open Access | Times Cited: 11
Dealer Inventory and the Cross-Section of Corporate Bond Returns
Nils Friewald, Florian Nagler
(2024)
Closed Access | Times Cited: 10
What drives liquidity in the Chinese credit bond markets?
Jingyuan Mo, Marti G. Subrahmanyam
The Journal of Finance and Data Science (2024) Vol. 10, pp. 100139-100139
Open Access | Times Cited: 9
Click or Call? Auction Versus Search in the Over-the-Counter Market
Terrence Hendershott, Ananth Madhavan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 83
Economic policy uncertainty, CDS spreads, and CDS liquidity provision
Xinjie Wang, Weike Xu, Zhaodong Zhong
Journal of Futures Markets (2018) Vol. 39, Iss. 4, pp. 461-480
Closed Access | Times Cited: 69
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
Yee Cheng Loon, Zhaodong Zhong
Journal of Financial Economics (2016) Vol. 119, Iss. 3, pp. 645-672
Closed Access | Times Cited: 67
Political uncertainty and a firm's credit risk: Evidence from the international CDS market
Jinyu Liu, Rui Zhong
Journal of Financial Stability (2017) Vol. 30, pp. 53-66
Closed Access | Times Cited: 65
Specification Analysis of Structural Credit Risk Models*
Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Review of Finance (2019)
Open Access | Times Cited: 55
Debt Refinancing and Equity Returns
Nils Friewald, Florian Nagler, Christian Wagner
The Journal of Finance (2022) Vol. 77, Iss. 4, pp. 2287-2329
Open Access | Times Cited: 37
Providing Liquidity in an Illiquid Market: Dealer Behavior in U.S. Corporate Bonds
Michael A. Goldstein, Edith Hotchkiss
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 59
How capital regulation and other factors drive the role of shadow banking in funding short-term business credit
John V. Duca
Journal of Banking & Finance (2015) Vol. 69, pp. S10-S24
Closed Access | Times Cited: 59
Measuring the multi-faceted dimension of liquidity in financial markets: A literature review
Antonio Díaz, Ana Escribano
Research in International Business and Finance (2019) Vol. 51, pp. 101079-101079
Closed Access | Times Cited: 54
Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act
Evangelos Benos, Richard Payne, Michalis Vasios
Journal of Financial and Quantitative Analysis (2018) Vol. 55, Iss. 1, pp. 159-192
Open Access | Times Cited: 53
Global risk spillover and the predictability of sovereign CDS spread: International evidence
Sasha Srivastava, Hai Lin, I. M. Premachandra, et al.
International Review of Economics & Finance (2015) Vol. 41, pp. 371-390
Open Access | Times Cited: 52
Short Selling and Price Discovery in Corporate Bonds
Terrence Hendershott, Roman Kozhan, Vikas Raman
Journal of Financial and Quantitative Analysis (2018) Vol. 55, Iss. 1, pp. 77-115
Open Access | Times Cited: 47
Mutual Fund Trading Style and Bond Market Fragility
Amber Anand, Chotibhak Jotikasthira, Kumar Venkataraman
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2993-3044
Closed Access | Times Cited: 46
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market
Xuanjuan Chen, Jing‐Zhi Huang, Zhenzhen Sun, et al.
Management Science (2019) Vol. 66, Iss. 2, pp. 932-957
Closed Access | Times Cited: 43
Sustainability premium in energy bonds
Antonio Díaz, Ana Escribano
Energy Economics (2021) Vol. 95, pp. 105113-105113
Closed Access | Times Cited: 33
Pricing of Sustainability-Linked Bonds
Peter Feldhütter, Kristoffer Halskov, Arthur Krebbers
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 13
Liquidity Risk of Corporate Bond Returns
Viral V. Acharya, Yakov Amihud, Sreedhar T. Bharath
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 61
Are corporate bond market returns predictable?
Yongmiao Hong, Hai Lin, Chunchi Wu
Journal of Banking & Finance (2012) Vol. 36, Iss. 8, pp. 2216-2232
Closed Access | Times Cited: 54

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