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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:

Predicting U.S. Bank Failures with MIDAS Logit Models
Francesco Audrino, Alexander Kostrov, Juan‐Pablo Ortega
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2575-2603
Open Access | Times Cited: 36

Showing 1-25 of 36 citing articles:

EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks
Tamás Kristóf, Miklós Virág
Research in International Business and Finance (2022) Vol. 61, pp. 101644-101644
Open Access | Times Cited: 39
Bank failure prediction models: Review and outlook
Alberto Citterio
Socio-Economic Planning Sciences (2024) Vol. 92, pp. 101818-101818
Open Access | Times Cited: 12
An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks
Georgios Manthoulis, Michael Doumpos, Constantin Zopounidis, et al.
European Journal of Operational Research (2019) Vol. 282, Iss. 2, pp. 786-801
Closed Access | Times Cited: 58
A two-stage credit scoring model based on random forest: Evidence from Chinese small firms
Ying Zhou, Long Shen, Laura Ballester
International Review of Financial Analysis (2023) Vol. 89, pp. 102755-102755
Open Access | Times Cited: 13
Credit risk prediction based on loan profit: Evidence from Chinese SMEs
Zhe Li, Shuguang Liang, Xianyou Pan, et al.
Research in International Business and Finance (2023) Vol. 67, pp. 102155-102155
Closed Access | Times Cited: 13
A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings
Cuixia Jiang, Junwei Sun, Qifa Xu
The North American Journal of Economics and Finance (2025) Vol. 76, pp. 102381-102381
Closed Access
Analysis of the legal, financial, and organizational determinants of business failure: A case of an emerging market
Nabil Arzou, Miloudi Kobiyh
Corporate Law & Governance Review (2025) Vol. 7, Iss. 2, pp. 50-62
Closed Access
Liquidity and bank capital structure
Ajay Patel, Nonna Sorokina, John Thornton
Journal of Financial Stability (2022) Vol. 62, pp. 101038-101038
Closed Access | Times Cited: 16
Unbalanced data, type II error, and nonlinearity in predicting M&A failure
Kangbok Lee, Sunghoon Joo, Hyeoncheol Baik, et al.
Journal of Business Research (2019) Vol. 109, pp. 271-287
Closed Access | Times Cited: 20
Resilience of agricultural banks during economic downturns
Madhav Regmi, Noah Miller
Agricultural Finance Review (2024)
Closed Access | Times Cited: 2
A MIDAS multinomial logit model with applications for bond ratings
Cuixia Jiang, Yubing Nie, Qifa Xu
Global Finance Journal (2023) Vol. 57, pp. 100867-100867
Closed Access | Times Cited: 6
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
L.H. Goldmann, Jonathan Crook, Raffaella Calabrese
European Journal of Operational Research (2023) Vol. 314, Iss. 3, pp. 1111-1126
Open Access | Times Cited: 6
Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Cuixia Jiang, Wei Xiong, Qifa Xu, et al.
Finance research letters (2020) Vol. 38, pp. 101487-101487
Closed Access | Times Cited: 11
Forecasting low‐frequency macroeconomic events with high‐frequency data
Ana Beatriz Galvão, Michael T. Owyang
Journal of Applied Econometrics (2022) Vol. 37, Iss. 7, pp. 1314-1333
Open Access | Times Cited: 5
When Positive Sentiment is Not so Positive: Textual Analytics and Bank Failures
Aparna Gupta, Cheng Lu, Majeed Simaan, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 6
Macroeconomic conditions and bank failure
Qiongbing Wu, Rebel A. Cole
Journal of Forecasting (2024) Vol. 43, Iss. 5, pp. 1212-1234
Open Access
Time is the Witness: Bank Failure Prediction via a Multistage AI Model
Dimitrios Gounopoulos, Emmanouil Platanakis, Haoran Wu, et al.
SSRN Electronic Journal (2024)
Closed Access
Timely Predictions of Capital Flow Episodes
Shaoni Nandi
(2024)
Closed Access
Threshold mixed data sampling logit model with an application to forecasting US bank failures
Lixiong Yang, Mingjian Ren, Jianming Bai
Empirical Economics (2024)
Closed Access
A multi-modal approach for mixed-frequency time series forecasting
Leopoldo Lusquino Filho, Rafael de Oliveira Werneck, Manuel Castro, et al.
Neural Computing and Applications (2024)
Closed Access
Nowcasting Italian GDP Growth: A Factor MIDAS Approach
Donato Ceci, Orest Prifti, Andrea Silvestrini
SSRN Electronic Journal (2024)
Closed Access
The Formation of Hidden Negative Capital in Banking: A Product Mismatch Hypothesis
Alexander Kostrov, Mikhail Mamonov
SSRN Electronic Journal (2019)
Open Access | Times Cited: 2
Forecasting Low Frequency Macroeconomic Events with High Frequency Data
Michael T. Owyang, Ana Beatriz Galvão
(2020)
Open Access | Times Cited: 2
Factors related to the failure of FDIC-insured US banks
Mario Jordi Maura-Pérez, Herminio Romero
Journal of Financial Regulation and Compliance (2021) Vol. 30, Iss. 1, pp. 82-106
Closed Access | Times Cited: 2
Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States
Alessandro Beretta, Cédric Heuchenne, Marialuisa Restaino
Journal of Applied Statistics (2021) Vol. 49, Iss. 16, pp. 4162-4180
Open Access | Times Cited: 2
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