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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:

The Credit Spread Puzzle - Myth or Reality?
Peter Feldhütter, Stephen M. Schaefer
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 18

Showing 18 citing articles:

Credit Ratings and Credit Risk: Is One Measure Enough?
Jens Hilscher, Mungo Ivor Wilson
Management Science (2016) Vol. 63, Iss. 10, pp. 3414-3437
Closed Access | Times Cited: 180
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
Hui Chen, Rui Cui, Zhiguo He, et al.
Review of Financial Studies (2017) Vol. 31, Iss. 3, pp. 852-897
Open Access | Times Cited: 152
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
The value of creditor control in corporate bonds
Peter Feldhütter, Edith Hotchkiss, Oğuzhan Karakaş
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 1-27
Closed Access | Times Cited: 73
The market for credit default swaps: new insights into investors' use of accounting information?
Paul A. Griffin
Accounting and Finance (2014) Vol. 54, Iss. 3, pp. 847-883
Closed Access | Times Cited: 35
A Credit Spread Puzzle for Reduced-Form Models
Antje Berndt
The Review of Asset Pricing Studies (2015) Vol. 5, Iss. 1, pp. 48-91
Closed Access | Times Cited: 23
Option-Based Credit Spreads
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
(2014)
Open Access | Times Cited: 12
Asset Volatility
Maria Correia, Johnny Kang, Scott A. Richardson
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 11
The Impact of Creditor Control on Corporate Bond Pricing and Liquidity
Peter Feldhütter, Edith Hotchkiss, Oğuzhan Karakaş
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 7
Option-Based Credit Spreads
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
SSRN Electronic Journal (2014)
Open Access | Times Cited: 6
A structural model with Explicit Distress
Ricardo Correia, Javier Población
Journal of Banking & Finance (2015) Vol. 58, pp. 112-130
Closed Access | Times Cited: 5
The Credit Spread Puzzle Does Exist—But Is It Really a Puzzle?
Jørgen K. Sæbø
The Journal of Fixed Income (2015) Vol. 25, Iss. 1, pp. 75-83
Closed Access | Times Cited: 5
Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market
Zhijian Huang, Yuchen Luo
Journal of risk and financial management (2016) Vol. 9, Iss. 2, pp. 3-3
Open Access | Times Cited: 3
Pricing Corporate Bonds with Interest Rates Under Double Square-Root Process
Chi‐Fai Lo, Cho‐Hoi Hui
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 3
The Vulture Spread Premium: Distressed Investorss Impact on Recovery Rates and Bond Prices
Ryan Lewis
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 1
Pricing Corporate Bonds with Interest Rates Following Double Square-Root Process
Hong Kong Institute for Monetary and Financial Research
SSRN Electronic Journal (2016)
Closed Access
Corporate Bonds
Jens Dick‐Nielsen, David Lando
(2016), pp. 539-560
Closed Access
Utilizing structural models to evaluate probability of default for Norwegian stock-based firms
Bendik Persch Andersen, Mathilde Rundhaug, Petter Eilif de Lange
Universitetsforlaget eBooks (2021), pp. 129-158
Open Access
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