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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:

Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis
Jaewon Choi, Or Shachar, Sean Seunghun Shin
Management Science (2018) Vol. 65, Iss. 9, pp. 4100-4122
Closed Access | Times Cited: 47

Showing 1-25 of 47 citing articles:

Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
Jaewon Choi, Yesol Huh, Sean Seunghun Shin
Management Science (2023) Vol. 70, Iss. 1, pp. 187-206
Open Access | Times Cited: 57
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Hui Chen, ZHUO CHEN, Zhiguo He, et al.
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2563-2620
Open Access | Times Cited: 56
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
Reaching for Yield and the Cross Section of Bond Returns
Qianwen Chen, Jaewon Choi
Management Science (2024) Vol. 70, Iss. 8, pp. 5226-5245
Closed Access | Times Cited: 12
Bank-Intermediated Arbitrage
Nina Boyarchenko, Thomas M. Eisenbach, Pooja Gupta, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 60
THE RELATIONSHIP BETWEEN CDS AND BOND SPREADS: LITERATURE DISCUSSION FROM A BIBLIOMETRIC PERSPECTIVE
Semra Bank, Elif Kahraman
Öneri Dergisi (2023) Vol. 18, Iss. 59, pp. 15-39
Open Access | Times Cited: 17
Mutual Fund Trading Style and Bond Market Fragility
Amber Anand, Chotibhak Jotikasthira, Kumar Venkataraman
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2993-3044
Closed Access | Times Cited: 46
Foreign Exchange Fixings and Returns around the Clock
Ingomar Krohn, Philippe Mueller, Paul Whelan
The Journal of Finance (2023) Vol. 79, Iss. 1, pp. 541-578
Open Access | Times Cited: 13
Same Same But Different: The Risk Profile of Corporate Bond ETFs
Johannes Dinger, Marcel Müller, Aleksandra Rzeźnik, et al.
(2025)
Closed Access
The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk
George O. Aragon, Lei Li, Jun Qian
Journal of Financial Economics (2018) Vol. 131, Iss. 1, pp. 168-185
Closed Access | Times Cited: 31
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Hui Chen, Zhuo Chen, Zhiguo He, et al.
(2019)
Open Access | Times Cited: 26
Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk
Wei Jiang, Jitao Ou, Zhongyan Zhu
The Journal of Finance (2020) Vol. 76, Iss. 2, pp. 537-586
Closed Access | Times Cited: 26
Credit default swaps and corporate bond trading
Robert Czech
Journal of Financial Intermediation (2021) Vol. 48, pp. 100932-100932
Open Access | Times Cited: 15
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Hui Chen, Zhuo Chen, Zhiguo He, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 17
Margin Requirements and Equity Option Returns
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig‐Homburg, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 16
Breadth of Ownership and the Cross-Section of Corporate Bond Returns
Jing‐Zhi Huang, Nan Qin, Ying Wang
Management Science (2023)
Closed Access | Times Cited: 4
Mutual Fund Holdings of Credit Default Swaps: Liquidity Management and Risk Taking
Wei Jiang, Jitao Ou, John C. Chu
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 11
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis
Patrick Augustin, Jan Schnitzler
European Financial Management (2020) Vol. 27, Iss. 1, pp. 120-146
Closed Access | Times Cited: 11
The Importance of Investor Heterogeneity: An Examination of the Corporate Bond Market
Jian Li, Hou‐Yong Yu
SSRN Electronic Journal (2021)
Open Access | Times Cited: 10
Asset Dissemination Through Dealer Markets
Jean-Édouard Colliard, Gabrielle Demange
Management Science (2021) Vol. 67, Iss. 10, pp. 6211-6234
Closed Access | Times Cited: 9
Financial oligopolies and parallel exclusion in the credit default swap markets
Lawrence Kryzanowski, Stylianos Perrakis, Rui Zhong
Journal of Financial Markets (2020) Vol. 56, pp. 100606-100606
Closed Access | Times Cited: 9
Measuring Corporate Bond Market Dislocations
Nina Boyarchenko, Richard K. Crump, Anna Kovner, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 8
Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond
Jiakai Chen, Haoyang Liu, Asani Sarkar, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Informed trading in the CDS and OTM put option markets
May Hu, Paresh Kumar Narayan, Jason Park, et al.
International Review of Economics & Finance (2022) Vol. 79, pp. 353-367
Closed Access | Times Cited: 4
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Zhiguo He, Paymon Khorrami, Zhaogang Song
(2019)
Open Access | Times Cited: 5
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