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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:

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

Showing 1-25 of 156 citing articles:

The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment
Hyunseob Kim, Howard Kung
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 245-280
Closed Access | Times Cited: 507
Credit Ratings and Credit Risk: Is One Measure Enough?
Jens Hilscher, Mungo Ivor Wilson
Management Science (2016) Vol. 63, Iss. 10, pp. 3414-3437
Closed Access | Times Cited: 180
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
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
The impact of loan loss provisioning on bank capital requirements
Steffen Krüger, Daniel Rösch, Harald Scheule
Journal of Financial Stability (2018) Vol. 36, pp. 114-129
Open Access | Times Cited: 86
Sovereign Bonds Since Waterloo
Josefin Meyer, Carmen Reinhart, Christoph Trebesch
The Quarterly Journal of Economics (2022) Vol. 137, Iss. 3, pp. 1615-1680
Open Access | Times Cited: 39
Dynamic corporate liquidity
Boris Nikolov, Lukas Schmid, Roberto Steri
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 76-102
Open Access | Times Cited: 74
The value of creditor control in corporate bonds
Peter Feldhütter, Edith Hotchkiss, Oğuzhan Karakaş
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 1-27
Closed Access | Times Cited: 73
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Interpretable machine learning for creditor recovery rates
Abdolreza Nazemi, Frank J. Fabozzi
Journal of Banking & Finance (2024) Vol. 164, pp. 107187-107187
Closed Access | Times Cited: 6
Macroeconomic variable selection for creditor recovery rates
Abdolreza Nazemi, Frank J. Fabozzi
Journal of Banking & Finance (2018) Vol. 89, pp. 14-25
Closed Access | Times Cited: 56
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
Self-Fulfilling Credit Cycles
Costas Azariadis, Leo Kaas, Yi Wen
The Review of Economic Studies (2015) Vol. 83, Iss. 4, pp. 1364-1405
Open Access | Times Cited: 52
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Abdolreza Nazemi, Konstantin Heidenreich, Frank J. Fabozzi
European Journal of Operational Research (2018) Vol. 271, Iss. 2, pp. 664-675
Closed Access | Times Cited: 49
Credit Ratings and Credit Risk
Jens Hilscher, Mungo Ivor Wilson
SSRN Electronic Journal (2011)
Open Access | Times Cited: 50
Fuzzy decision fusion approach for loss-given-default modeling
Abdolreza Nazemi, Farnoosh Fatemi Pour, Konstantin Heidenreich, et al.
European Journal of Operational Research (2017) Vol. 262, Iss. 2, pp. 780-791
Closed Access | Times Cited: 48
Downturn LGD modeling using quantile regression
Steffen Krüger, Daniel Rösch
Journal of Banking & Finance (2017) Vol. 79, pp. 42-56
Closed Access | Times Cited: 44
A Theory of Liquidity Spillover between Bond and CDS Markets
Batchimeg Sambalaibat
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2525-2569
Closed Access | Times Cited: 27
Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions
Huiling Chen, Paul Griffin, Paolo Recchia, et al.
(2025)
Open Access
The role of CDS spreads in explaining bond recovery rates
Matteo Barbagli, Pascal François, Geneviève Gauthier, et al.
Journal of Banking & Finance (2025), pp. 107414-107414
Closed Access
Sovereign vs. corporate debt and default: More similar than you think
Gita Gopinath, Josefin Meyer, Carmen Reinhart, et al.
Journal of International Economics (2025), pp. 104082-104082
Closed Access
The Valuation of Corporate Coupon Bonds
Jens Hilscher, Robert A. Jarrow, Donald R. van Deventer
Journal of Financial and Quantitative Analysis (2025), pp. 1-34
Closed Access
Separating the Components of Default Risk: A Derivative-Based Approach
Anh Le
Quarterly Journal of Finance (2014) Vol. 05, Iss. 01, pp. 1550005-1550005
Open Access | Times Cited: 36
Recovery rates: Uncertainty certainly matters
Paolo Gambetti, Geneviève Gauthier, Frédéric Vrins
Journal of Banking & Finance (2019) Vol. 106, pp. 371-383
Closed Access | Times Cited: 33
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