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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:

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

Showing 1-25 of 34 citing articles:

How to Clean Enhanced TRACE Data
Jens Dick‐Nielsen
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 224
The Cost of Immediacy for Corporate Bonds
Jens Dick‐Nielsen, Marco Rossi
Review of Financial Studies (2018)
Open Access | Times Cited: 123
Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences
Angeloantonio Russo, Massimo Mariani, Alessandra Caragnano
Business Strategy and the Environment (2020) Vol. 30, Iss. 1, pp. 38-59
Closed Access | Times Cited: 96
Dual ownership, returns, and voting in mergers
Andriy Bodnaruk, Marco Rossi
Journal of Financial Economics (2016) Vol. 120, Iss. 1, pp. 58-80
Closed Access | Times Cited: 75
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market
Xuanjuan Chen, Jing‐Zhi Huang, Zhenzhen Sun, et al.
Management Science (2019) Vol. 66, Iss. 2, pp. 932-957
Closed Access | Times Cited: 43
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
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
Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
Song Han, Hao Zhou
Quarterly Journal of Finance (2016) Vol. 06, Iss. 03, pp. 1650012-1650012
Open Access | Times Cited: 36
Market Accessibility, Corporate Bond ETFs, and Liquidity
Craig W. Holden, Jayoung Nam
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 31
Estimating yield spreads volatility using GARCH-type models
Jong‐Min Kim, Dong Kim, Hojin Jung
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101396-101396
Closed Access | Times Cited: 22
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
The Cost of Immediacy for Corporate Bonds
Jens Dick‐Nielsen, Marco Rossi
SSRN Electronic Journal (2016)
Open Access | Times Cited: 23
Time-varying ambiguity, credit spreads, and the levered equity premium
Zhan Shi
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 617-646
Closed Access | Times Cited: 19
Sentiment and Corporate Bond Valuations before and after the Onset of the Credit Crisis
Jing‐Zhi Huang, Marco Rossi, Yuan Wang
The Journal of Fixed Income (2015) Vol. 25, Iss. 1, pp. 34-57
Closed Access | Times Cited: 19
Corporate bond liquidity and yield spreads: A review
Michael A. Goldstein, Elmira Shekari Namin
Research in International Business and Finance (2023) Vol. 65, pp. 101925-101925
Closed Access | Times Cited: 6
DETERMINANTS OF CORPORATE BOND YIELD: THE CASE OF MALAYSIAN BOND MARKET
Norliza Che-Yahya, Ruzita Abdul‐Rahim, Rasidah Mohd‐Rashid
International Journal of Business and Society (2017) Vol. 17, Iss. 2
Open Access | Times Cited: 18
Modeling non-normal corporate bond yield spreads by copula
Jong‐Min Kim, Dong Kim, Hojin Jung
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101210-101210
Closed Access | Times Cited: 12
Informational role of investment and liquidation values
Hyun Soo Doh, Yiyao Wang
Journal of Derivatives and Quantitative Studies 선물연구 (2024) Vol. 32, Iss. 3, pp. 238-263
Open Access | Times Cited: 1
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele E Ect in the Corporate Bond Market
Xuanjuan Chen, Jing-Zhi Huang, Zhenzhen Sun, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 7
An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Huawei Niu, Wei Hua
Economic Modelling (2018) Vol. 78, pp. 47-59
Closed Access | Times Cited: 7
Downside Risk and the Cross-section of Corporate Bond Returns
Patrick Augustin, Linxiao Cong, Ricardo Lopez Aliouchkin, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Speculation and Liquidity in Stock and Corporate Bond Markets
Paolo Pasquariello, Mirela Sandulescu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
Distress risk, product market competition, and corporate bond yield spreads
Han-Hsing Lee
Review of Quantitative Finance and Accounting (2020) Vol. 55, Iss. 3, pp. 1093-1135
Closed Access | Times Cited: 5
Pricing Corporate Bonds with Credit Risk, Liquidity Risk, and Their Correlation
Xinting Li, Baochen Yang, Yunpeng Su, et al.
Discrete Dynamics in Nature and Society (2021) Vol. 2021, pp. 1-14
Open Access | Times Cited: 4
Corporate bond yields and returns: a survey
Stéphanie Heck
Financial markets and portfolio management (2021) Vol. 36, Iss. 2, pp. 179-201
Closed Access | Times Cited: 4
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