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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 1-25 of 382 citing articles:

How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
Jing‐Zhi Huang, Mingxin Huang
The Review of Asset Pricing Studies (2012) Vol. 2, Iss. 2, pp. 153-202
Open Access | Times Cited: 1068
The crisis of fair-value accounting: Making sense of the recent debate
Christian Laux, Christian Leuz
Accounting Organizations and Society (2009) Vol. 34, Iss. 6-7, pp. 826-834
Open Access | Times Cited: 803
Corporate bond liquidity before and after the onset of the subprime crisis
Jens Dick‐Nielsen, Peter Feldhütter, David Lando
Journal of Financial Economics (2011) Vol. 103, Iss. 3, pp. 471-492
Open Access | Times Cited: 793
Did Fair-Value Accounting Contribute to the Financial Crisis?
Christian Laux, Christian Leuz
The Journal of Economic Perspectives (2010) Vol. 24, Iss. 1, pp. 93-118
Open Access | Times Cited: 521
Are green bonds priced differently from conventional bonds?
Britta Hachenberg, Dirk Schiereck
Journal of Asset Management (2018) Vol. 19, Iss. 6, pp. 371-383
Closed Access | Times Cited: 400
Capital Commitment and Illiquidity in Corporate Bonds
Hendrik Bessembinder, Stacey E. Jacobsen, William F. Maxwell, et al.
The Journal of Finance (2018) Vol. 73, Iss. 4, pp. 1615-1661
Closed Access | Times Cited: 277
The Volcker Rule and corporate bond market making in times of stress
Jack Bao, Maureen O’Hara, Xing Zhou
Journal of Financial Economics (2018) Vol. 130, Iss. 1, pp. 95-113
Closed Access | Times Cited: 252
Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis
Maureen O’Hara, Xing Zhou
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 46-68
Open Access | Times Cited: 234
Measuring Liquidity in Bond Markets
Raphael Schestag, Philipp Schuster, Marliese Uhrig‐Homburg
Review of Financial Studies (2016) Vol. 29, Iss. 5, pp. 1170-1219
Closed Access | Times Cited: 230
Municipal Bond Liquidity and Default Risk
Michael Schwert
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1683-1722
Closed Access | Times Cited: 216
Trust, social capital, and the bond market benefits of ESG performance
Hami Amiraslani, Karl V. Lins, Henri Servaes, et al.
Review of Accounting Studies (2022) Vol. 28, Iss. 2, pp. 421-462
Open Access | Times Cited: 114
The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market
Yee Cheng Loon, Zhaodong Zhong
Journal of Financial Economics (2013) Vol. 112, Iss. 1, pp. 91-115
Closed Access | Times Cited: 178
The determinants of recovery rates in the US corporate bond market
Rainer Jankowitsch, Florian Nagler, Marti G. Subrahmanyam
Journal of Financial Economics (2014) Vol. 114, Iss. 1, pp. 155-177
Open Access | Times Cited: 156
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
Hui Chen, Rui Cui, Zhiguo He, et al.
Review of Financial Studies (2017) Vol. 31, Iss. 3, pp. 852-897
Open Access | Times Cited: 152
The Empirical Analysis of Liquidity
Craig W. Holden, Stacey E. Jacobsen, Avanidhar Subrahmanyam
Foundations and Trends® in Finance (2014) Vol. 8, Iss. 4, pp. 263-365
Closed Access | Times Cited: 140
The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)
Caitlin D. Dannhauser
Journal of Financial Economics (2017) Vol. 125, Iss. 3, pp. 537-560
Closed Access | Times Cited: 133
A Survey of the Microstructure of Fixed-Income Markets
Hendrik Bessembinder, Chester S. Spatt, Kumar Venkataraman
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 1, pp. 1-45
Closed Access | Times Cited: 130
Liquidity effects in corporate bond spreads
Jean Helwege, Jing‐Zhi Huang, Yuan Wang
Journal of Banking & Finance (2013) Vol. 45, pp. 105-116
Closed Access | Times Cited: 126
A survey of shipping finance research: Setting the future research agenda
George Alexandridis, Manolis G. Kavussanos, Chi Y. Kim, et al.
Transportation Research Part E Logistics and Transportation Review (2018) Vol. 115, pp. 164-212
Open Access | Times Cited: 120
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Dion Bongaerts, Frank de Jong, Joost Driessen
Review of Financial Studies (2017) Vol. 30, Iss. 4, pp. 1229-1269
Closed Access | Times Cited: 114
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads*
Krista Schwarz
Review of Finance (2018) Vol. 23, Iss. 3, pp. 557-597
Open Access | Times Cited: 109
Dealer balance sheets and bond liquidity provision
Tobias Adrian, Nina Boyarchenko, Or Shachar
Journal of Monetary Economics (2017) Vol. 89, pp. 92-109
Open Access | Times Cited: 108
Dynamic volatility spillovers across shipping freight markets
Dimitris A. Tsouknidis
Transportation Research Part E Logistics and Transportation Review (2016) Vol. 91, pp. 90-111
Closed Access | Times Cited: 107
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
The Myth of the Credit Spread Puzzle
Peter Feldhütter, Stephen M. Schaefer
Review of Financial Studies (2018)
Open Access | Times Cited: 100
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