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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:

Bond Illiquidity and Excess Volatility
Jack Bao, Jun Pan
Review of Financial Studies (2013) Vol. 26, Iss. 12, pp. 3068-3103
Open Access | Times Cited: 104

Showing 26-50 of 104 citing articles:

Bond and stock market response to unexpected dividend changes
Hui-Ju Tsai, Yangru Wu
Journal of Empirical Finance (2014) Vol. 30, pp. 1-15
Closed Access | Times Cited: 31
Understanding transactions prices in the credit default swaps market
Dragon Yongjun Tang, Hong Yan
Journal of Financial Markets (2016) Vol. 32, pp. 1-27
Closed Access | Times Cited: 31
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
Yongdeng Xu, Nick Taylor, Wenna Lu
International Review of Financial Analysis (2018) Vol. 56, pp. 208-220
Open Access | Times Cited: 28
Foreign ownership in Chinese credit ratings industry: Information revelation or certification?
Xiaolu Hu, Jing Shi, Lafang Wang, et al.
Journal of Banking & Finance (2020) Vol. 118, pp. 105891-105891
Closed Access | Times Cited: 27
Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
Lorenzo Bretscher, Lukas Schmid, Tiange Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
What Moves CDS Spreads?
Dragon Yongjun Tang, Hong Yan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 27
CDS-bond basis and bond return predictability
Gi H. Kim, Haitao Li, Weina Zhang
Journal of Empirical Finance (2016) Vol. 38, pp. 307-337
Open Access | Times Cited: 20
Market Implied Costs of Bankruptcy
Johann Reindl, Neal M. Stoughton, Josef Zechner
SSRN Electronic Journal (2013)
Open Access | Times Cited: 20
What Drives the Commonality between Credit Default Swap Spread Changes?
Mike Anderson
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 1, pp. 243-275
Open Access | Times Cited: 20
A guide on empirical tests of the EMH
David Peón, Manel Antelo, Anxo Calvo-Silvosa
Review of Accounting and Finance (2019) Vol. 18, Iss. 2, pp. 268-295
Closed Access | Times Cited: 18
High-frequency trading and stock liquidity: An intraday analysis
Imen Ben Ammar, Slaheddine Hellara, Imen Ghadhab
Research in International Business and Finance (2020) Vol. 53, pp. 101235-101235
Closed Access | Times Cited: 18
The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach
Ehab Abdel-Tawab Yamani, David A. Rakowski
Financial Review (2019) Vol. 54, Iss. 2, pp. 303-344
Closed Access | Times Cited: 16
Prices and Volatilities in the Corporate Bond Market
Jack Bao, Jia Chen, Kewei Hou, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 15
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
The Journal of Finance (2024)
Open Access | Times Cited: 1
What Determines Bid-Ask Spreads in Over-the-Counter Markets?
Peter Feldhütter, Thomas Poulsen
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 11
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
Belén Nieto, Alfonso Novales, Gonzalo Rubio
Quarterly Journal of Finance (2015) Vol. 05, Iss. 04, pp. 1550021-1550021
Open Access | Times Cited: 10
What Do a Billion Observations Say About Distance and Relationship Lending?
Haoyu Gao, Hong Ru, Xiaoguang Yang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 10
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
Stock‐bond return co‐movement and accounting information
Stefano Cascino
Journal of Business Finance & Accounting (2017) Vol. 44, Iss. 7-8, pp. 1036-1072
Open Access | Times Cited: 10
Volatility and Liquidity
Dan Amiram, Balázs Cserna, Alon Kalay, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Liquidity Fluctuations in Over‐the‐Counter Markets
Vincent Maurin
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1325-1369
Open Access | Times Cited: 6
Specification Analysis of Structural Credit Risk Models
Jing-Zhi Huang, Zhan Shi, Hao Zhou
SSRN Electronic Journal (2008)
Open Access | Times Cited: 12
Comovement of Corporate Bonds and Equities
Jack Bao, Kewei Hou
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 9
Stock returns, illiquidity and feedback trading
Jing Chen, David G. McMillan
Review of Accounting and Finance (2020) Vol. 19, Iss. 2, pp. 135-145
Open Access | Times Cited: 9
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 9

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