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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:

Anchoring Credit Default Swap Spreads to Firm Fundamentals
Jennie Bai, Liuren Wu
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 5, pp. 1521-1543
Closed Access | Times Cited: 83

Showing 1-25 of 83 citing articles:

RETRACTED: Common risk factors in the cross-section of corporate bond returns
Jennie Bai, Turan G. Bali, Quan Wen
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 619-642
Closed Access | Times Cited: 299
ESG and corporate credit spreads
Florian Barth, Benjamin Hübel, Hendrik Scholz
The Journal of Risk Finance (2022) Vol. 23, Iss. 2, pp. 169-190
Closed Access | Times Cited: 80
The great wall of debt: Real estate, political risk, and Chinese local government financing cost
Andrew Ang, Jennie Bai, Hao Zhou
The Journal of Finance and Data Science (2023) Vol. 9, pp. 100098-100098
Open Access | Times Cited: 49
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
Peter Carr, Liuren Wu
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 5, pp. 2119-2156
Closed Access | Times Cited: 99
The effect of environmental sustainability on credit risk
André Höck, Christian Klein, Alexander Landau, et al.
Journal of Asset Management (2020) Vol. 21, Iss. 2, pp. 85-93
Open Access | Times Cited: 77
Ambiguity, Volatility, and Credit Risk
Patrick Augustin, Yehuda Izhakian
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1618-1672
Closed Access | Times Cited: 76
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
Contagion risk in global banking sector
Kevin Daly, Jonathan A. Batten, Anil V. Mishra, et al.
Journal of International Financial Markets Institutions and Money (2019) Vol. 63, pp. 101136-101136
Closed Access | Times Cited: 56
Specification Analysis of Structural Credit Risk Models*
Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Review of Finance (2019)
Open Access | Times Cited: 55
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps
Andrea Ugolini, Juan C. Reboredo, Javier Ojea-Ferreiro
Research in International Business and Finance (2024) Vol. 70, pp. 102372-102372
Open Access | Times Cited: 4
The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns
Hao Zhang, Yukun Shi, Dun Han, et al.
Journal of Futures Markets (2025)
Open Access
Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs
Weifang Mao, Huiming Zhu, Hao Wu, et al.
Expert Systems with Applications (2022) Vol. 213, pp. 119012-119012
Closed Access | Times Cited: 18
The Role of Social Media in the Corporate Bond Market: Evidence from Twitter
Eli Bartov, Lucile Faurel, Partha S. Mohanram
Management Science (2022) Vol. 69, Iss. 9, pp. 5638-5667
Closed Access | Times Cited: 17
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
What Do We Know About Corporate Bond Returns?
Jing‐Zhi Huang, Zhan Shi
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 363-399
Open Access | Times Cited: 22
Common Risk Factors in the Cross-Section of Corporate Bond Returns
Jennie Bai, Turan G. Bali, Quan Wen
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 24
Corporate social responsibility and the term structure of CDS spreads
Feng Gao, Yubin Li, Xinjie Wang, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101406-101406
Closed Access | Times Cited: 18
CDS trading and analyst optimism
Chen Zhao, Yubin Li, Suresh Govindaraj, et al.
The British Accounting Review (2022) Vol. 54, Iss. 4, pp. 101109-101109
Closed Access | Times Cited: 13
A Credit Spread Puzzle for Reduced-Form Models
Antje Berndt
The Review of Asset Pricing Studies (2015) Vol. 5, Iss. 1, pp. 48-91
Closed Access | Times Cited: 23
Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis
Xiaoqing Fu, Matthew C. Li, Philip Molyneux
Empirical Economics (2020) Vol. 60, Iss. 5, pp. 2203-2225
Open Access | Times Cited: 19
Private Debt Fund Returns, Persistence, and Market Conditions
Pascal Böni, Sophie Manigart
Financial Analysts Journal (2022) Vol. 78, Iss. 4, pp. 121-144
Open Access | Times Cited: 11
News sentiment, credit spreads, and information asymmetry
Shanxiang Yang, Zhechen Liu, Xinjie Wang
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101179-101179
Closed Access | Times Cited: 18
Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
Gurdip Bakshi, Xiaohui Gao, Zhaodong Zhong
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 391-413
Closed Access | Times Cited: 10
To change or not to change? The CDS market response of firms on credit watch
Florian Kiesel, Sascha Kolaric, Lars Nordén, et al.
Journal of Banking & Finance (2021) Vol. 125, pp. 106067-106067
Closed Access | Times Cited: 14
The value of bond underwriter relationships
Jens Dick‐Nielsen, Mads Stenbo Nielsen, Stine Louise von Rüden
Journal of Corporate Finance (2021) Vol. 68, pp. 101930-101930
Closed Access | Times Cited: 13
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