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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 1-25 of 104 citing articles:

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
Do long-term investors improve corporate decision making?
Jarrad Harford, Ambrus Kecskés, Sattar Mansi
Journal of Corporate Finance (2017) Vol. 50, pp. 424-452
Closed Access | Times Cited: 250
Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 397-417
Open Access | Times Cited: 133
Anomalies and market (dis)integration
Jaewon Choi, Yong-Jun Kim
Journal of Monetary Economics (2018) Vol. 100, pp. 16-34
Closed Access | Times Cited: 125
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
Option-Based Credit Spreads
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
American Economic Review (2018) Vol. 108, Iss. 2, pp. 454-488
Open Access | Times Cited: 88
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
Hao Jiang, Yi Li, Zheng Sun, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 277-302
Closed Access | Times Cited: 79
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Zhiguo He, Paymon Khorrami, Zhaogang Song
Review of Financial Studies (2022) Vol. 35, Iss. 10, pp. 4630-4673
Open Access | Times Cited: 41
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
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Specification Analysis of Structural Credit Risk Models*
Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Review of Finance (2019)
Open Access | Times Cited: 55
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao, et al.
Management Science (2022) Vol. 69, Iss. 3, pp. 1375-1397
Open Access | Times Cited: 35
Concentrated Capital Losses and the Pricing of Corporate Credit Risk
Emil Siriwardane
SSRN Electronic Journal (2015)
Open Access | Times Cited: 54
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
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market
Jing-Zhi Huang, Bibo Liu, Zhan Shi
Review of Finance (2022) Vol. 27, Iss. 2, pp. 539-579
Open Access | Times Cited: 24
How Integrated are Credit and Equity Markets? Evidence from Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
The Journal of Finance (2023) Vol. 79, Iss. 2, pp. 949-992
Open Access | Times Cited: 15
Systematic default and return predictability in the stock and bond markets
Jack Bao, Kewei Hou, Shaojun Zhang
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 349-377
Closed Access | Times Cited: 15
Corporate Bond Factors: Replication Failures and a New Framework
Jens Dick‐Nielsen, Peter Feldhütter, Lasse Heje Pedersen, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 15
De Facto Seniority, Credit Risk, and Corporate Bond Prices
Jack Bao, Kewei Hou
Review of Financial Studies (2017) Vol. 30, Iss. 11, pp. 4038-4080
Open Access | Times Cited: 41
ETFs and the price volatility of underlying bonds
Anna Agapova, Margarita Kaprielyan, Nikanor Volkov
Financial Review (2025)
Open Access
Global Financial Stability Report, April 2014: Moving from Liquidity- to Growth-Driven Markets
International Monetary Fund
Global financial stability report (2014)
Open Access | Times Cited: 41
Do Distributional Characteristics of Corporate Bonds Predict Their Future Returns?
Jennie Bai, Turan G. Bali, Quan Wen
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 35
The Informational Role of Ownership Networks in Bank Lending
Haoyu Gao, Hong Ru, Xiaoguang Yang
Journal of Financial and Quantitative Analysis (2022) Vol. 57, Iss. 8, pp. 2993-3017
Closed Access | Times Cited: 16
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds
Jing-Zhi Huang, Yan Wang, Ying Wang
Journal of Banking & Finance (2024) Vol. 165, pp. 107217-107217
Closed Access | Times Cited: 3
Realized Volatility, Liquidity, and Corporate Yield Spreads
Marco Rossi
Quarterly Journal of Finance (2014) Vol. 04, Iss. 01, pp. 1450004-1450004
Closed Access | Times Cited: 34
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