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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:

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

Showing 1-25 of 114 citing articles:

Flights to Safety
Lieven Baele, Geert Bekaert, Koen Inghelbrecht, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 2, pp. 689-746
Closed Access | Times Cited: 245
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
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
Krista Schwarz
SSRN Electronic Journal (2010)
Open Access | Times Cited: 160
Media Coverage and the Cost of Debt
Haoyu Gao, Junbo Wang, Yanchu Wang, et al.
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 2, pp. 429-471
Open Access | Times Cited: 130
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
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
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
Over‐the‐Counter Market Frictions and Yield Spread Changes
Nils Friewald, Florian Nagler
The Journal of Finance (2019) Vol. 74, Iss. 6, pp. 3217-3257
Closed Access | Times Cited: 99
Liquidity Supply in the Corporate Bond Market
Jonathan Goldberg, Yoshio Nozawa
The Journal of Finance (2020) Vol. 76, Iss. 2, pp. 755-796
Closed Access | Times Cited: 85
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
Efficient estimation of bid–ask spreads from open, high, low, and close prices
David Ardia, Emanuele Guidotti, Tim Alexander Kroencke
Journal of Financial Economics (2024) Vol. 161, pp. 103916-103916
Open Access | Times Cited: 6
Risk and return in international corporate bond markets
Geert Bekaert, Roberto A. De Santis
Journal of International Financial Markets Institutions and Money (2021) Vol. 72, pp. 101338-101338
Open Access | Times Cited: 35
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
A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis
Hami Amiraslani, Karl V. Lins, Henri Servaes, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 48
The Impact of Hedge Funds on Asset Markets
Mathias S. Kruttli, Andrew J. Patton, Tarun Ramadorai
The Review of Asset Pricing Studies (2015) Vol. 5, Iss. 2, pp. 185-226
Open Access | Times Cited: 46
Predicting Corporate Bond Illiquidity via Machine Learning
Axel Cabrol, Wolfgang Drobetz, Tizian Otto, et al.
Financial Analysts Journal (2024) Vol. 80, Iss. 3, pp. 103-127
Open Access | Times Cited: 4
Environmental liabilities, borrowing costs, and pollution prevention activities: The nationwide impact of the Apex Oil ruling
Jianqiang Chen, Pei‐Fang Hsieh, Po‐Hsuan Hsu, et al.
Journal of Corporate Finance (2025), pp. 102739-102739
Closed Access
Stock and corporate bond liquidity: When having the same issuer induces commonality
Elena Márquez de la Cruz, Ana R. Martínez-Cañete, Belén Nieto
The North American Journal of Economics and Finance (2025), pp. 102384-102384
Closed Access
An estimation of liquidity effects of market microstructure changes in the Indian agricultural commodity market
Sreekha Pullaykkodi
Investment Analysts Journal (2025), pp. 1-18
Closed Access
Sovereign bond return prediction with realized higher moments
Harald Kinateder, Vassilios G. Papavassiliou
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 53-73
Open Access | Times Cited: 34
Size-adapted bond liquidity measures and their asset pricing implications
Michael Reichenbacher, Philipp Schuster
Journal of Financial Economics (2022) Vol. 146, Iss. 2, pp. 425-443
Closed Access | Times Cited: 16
Extreme illiquidity and cross-sectional corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu, et al.
Journal of Financial Markets (2024) Vol. 68, pp. 100895-100895
Closed Access | Times Cited: 3
The impacts of liquidity measures and credit rating on corporate bond yield spreads: evidence from China’s green bond market
Kai Chang, Yan Feng, Peng Liu, et al.
Applied Economics Letters (2020) Vol. 28, Iss. 17, pp. 1446-1457
Closed Access | Times Cited: 25
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
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