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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:

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

Showing 15 citing articles:

Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?
Yifan Ye, Zheqi Fan, Xinfeng Ruan
Journal of Futures Markets (2025)
Open Access
The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
Journal of Financial Economics (2024) Vol. 161, pp. 103932-103932
Closed Access | Times Cited: 3
Corporate bond price reversals
Alexey Ivashchenko
Journal of Financial Markets (2023) Vol. 68, pp. 100880-100880
Open Access | Times Cited: 4
Industry Distress Anomaly
Hui Chen, Winston Wei Dou, Hongye Guo, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Systematic Credit Strategies: Factor Dynamics and Cross-Market Spillovers
Javad Keshavarz, Stace Sirmans
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
The 52-Week High, Downside Risk, and Corporate Bond Returns
Javad Keshavarz, Stace Sirmans
SSRN Electronic Journal (2024)
Closed Access
Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds
Steven Shu-Hsiu Chen
Finance research letters (2024), pp. 106176-106176
Closed Access
Pricing of Risk in Credit and Equity Index Options-A Role for Option Order Flow?
Pierre Collin‐Dufresne, Anders B. Trolle
(2024)
Closed Access
A Segmented Green Premium
Su‐In Kim, Joost Driessen, Olivier Zerbib
(2024)
Closed Access
Understanding the cross‐section of CDS returns using equity options
Diep Duong, Sunjin Park
The Journal of Financial Research (2024)
Closed Access
Asset Variance Risk and Compound Option Prices
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk
Alexander Dickerson, Mathieu Fournier, Alexandre Jeanneret, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
Corporate Bond Price Reversals
Alexey Ivashchenko
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Understanding the Cross-Section of CDS Returns Using Equity Options
Diep Duong, Sunjin Park
SSRN Electronic Journal (2022)
Closed Access
The Debt-Equity Spread
Hui Chen, Zhiyao Chen, Jun Li
SSRN Electronic Journal (2021)
Closed Access
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