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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 51-75 of 104 citing articles:

Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors
Ming‐Tsung Lin, Olga Kolokolova, Ser‐Huang Poon
European Journal of Finance (2019) Vol. 27, Iss. 1-2, pp. 136-157
Open Access | Times Cited: 8
Explaining CDS prices with Merton’s model before and after the Lehman default
Gordon Gemmill, Miriam Marra
Journal of Banking & Finance (2019) Vol. 106, pp. 93-109
Open Access | Times Cited: 7
How Integrated Are Credit and Equity Markets? Evidence From Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Does Mutual Fund Illiquidity Introduce Fragility into Asset Prices? Evidence from the Corporate Bond Market
Hao Jiang, Yi Li, Zheng Sun, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 7
Systemic Default and Return Predictability in the Stock and Bond Markets
Jack Bao, Kewei Hou, Shaojun Zhang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 6
Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Zhihong Jian, Zhican Zhu, Jie Zhou, et al.
International Review of Economics & Finance (2020) Vol. 70, pp. 168-186
Closed Access | Times Cited: 6
Impact persistence of stock market risks in commodity markets: Evidence from China
Shusheng Ding, Zhipan Yuan, Fan Chen, et al.
PLoS ONE (2021) Vol. 16, Iss. 11, pp. e0259308-e0259308
Open Access | Times Cited: 6
Speculation and Liquidity in Stock and Corporate Bond Markets
Paolo Pasquariello, Mirela Sandulescu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
CDS-Bond Basis Arbitrage: A Stabilizing Force in the Corporate Bond Market
Gi H. Kim, Haitao Li, Weina Zhang
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 5
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Rana Imroze Palwishah, Muhammad Kashif, Mobeen Ur Rehman, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102919-102919
Closed Access | Times Cited: 2
Risk-based capital for credit insurers with business cycles and dynamic leverage
Issouf Soumaré, Ernest Tafolong
Quantitative Finance (2016) Vol. 17, Iss. 4, pp. 597-612
Closed Access | Times Cited: 4
On the Relative Performance of Investment‐Grade Corporate Bonds with Differing Maturities
Darrin DeCosta, Fei Leng, Gregory Noronha
Financial Management (2016) Vol. 46, Iss. 4, pp. 839-872
Closed Access | Times Cited: 4
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Zhiguo He, Paymon Khorrami, Zhaogang Song
(2019)
Open Access | Times Cited: 5
Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds
D. P. V. Leal, Bryan Stanhouse, Duane Stock
Journal of International Financial Markets Institutions and Money (2020) Vol. 67, pp. 101217-101217
Closed Access | Times Cited: 5
Does Public Disclosure Crowd Out Private Information Production?
Jia Chen, Ruichang Lu
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 4
Why Do Firms Issue Secured Debt?
Jack Bao, Adam C. Kolasinski
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 3
Low-Frequency Volatility in China’s Gold Futures Market and Its Macroeconomic Determinants
Song Liu, Tingfei Tang, Andrew M. McKenzie, et al.
Mathematical Problems in Engineering (2015) Vol. 2015, pp. 1-8
Open Access | Times Cited: 3
Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market
Zhijian Huang, Yuchen Luo
Journal of risk and financial management (2016) Vol. 9, Iss. 2, pp. 3-3
Open Access | Times Cited: 3
The Link between Short-termism and Risk: Barriers to Investment in Long-term Infrastructure Projects
Boyan Yanovski, Kai Lessmann, Ibrahim Tahri
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Capital Concentration of the Bond Fund Industry and Bond Market Fragility
Yong Chen, Mengqiao Du, Sun Zheng
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Market implied volatilities for defaultable bonds
Vincenzo Russo, Rosella Giacometti, Frank J. Fabozzi
Annals of Operations Research (2018) Vol. 275, Iss. 2, pp. 669-683
Open Access | Times Cited: 3
Unraveling the impact of female CEOs on corporate bond markets
Jasmine Yur‐Austin, Ran Zhao, Lu Zhu
Financial Management (2024) Vol. 53, Iss. 2, pp. 391-423
Closed Access
Illiquidity-Driven Return Synchronicity and Information Environment: Evidence from the Corporate Bond Market
Zehua Zhang, Ran Zhao, Zhirui Song
(2024)
Closed Access
How does informed trading affect credit bond spreads: Evidence from China's interbank bond market
Ye Yanyi, Yang Xiao-guang
Scientific insights and discoveries review (2024) Vol. 4, pp. 11-26
Open Access
Global Financial Crisis: Dynamics of Liquidity Risk in Emerging Asia
Suraj Kumar, Krishna Prasanna
Journal of Emerging Market Finance (2019) Vol. 18, Iss. 3, pp. 339-362
Closed Access | Times Cited: 3

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