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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:

Do Distributional Characteristics of Corporate Bonds Predict Their Future Returns?
Jennie Bai, Turan G. Bali, Quan Wen
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

RETRACTED: Common risk factors in the cross-section of corporate bond returns
Jennie Bai, Turan G. Bali, Quan Wen
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 619-642
Closed Access | Times Cited: 299
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
Tarun Chordia, Amit Goyal, Yoshio Nozawa, et al.
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 4, pp. 1301-1342
Open Access | Times Cited: 156
Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 397-417
Open Access | Times Cited: 133
Glass Box Machine Learning and Corporate Bond Returns
Steven L. Bell, Ali Kakhbod, Martin Lettau, et al.
SSRN Electronic Journal (2025)
Closed Access
Machine Learning in Corporate Bonds: Evidence from China
Xiaolu Hu, Angel Zhong, Yvonne Fang, et al.
(2025)
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
Common Risk Factors in the Cross-Section of Corporate Bond Returns
Jennie Bai, Turan G. Bali, Quan Wen
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 24
Prospect theory and corporate bond returns: An empirical study
Xiaoling Zhong, Junbo Wang
Journal of Empirical Finance (2018) Vol. 47, pp. 25-48
Closed Access | Times Cited: 22
The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning
Turan G. Bali, Amit Goyal, Dashan Huang, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 19
Air temperature and sovereign bond returns
Renatas Kizys, Wael Rouatbi, Zaghum Umar, et al.
Financial Markets Institutions and Instruments (2024) Vol. 33, Iss. 2, pp. 179-209
Open Access | Times Cited: 1
Pricing Corporate Bonds with Credit Risk Primitives
Alexander Dickerson, Yoshio Nozawa
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Funding Risk, Market Liquidity, Market Volatility and the Cross-Section of Asset Returns
Jean‐Sébastien Fontaine, René García, Sermin Gungor
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 11
Synthetic Options and Implied Volatility for the Corporate Bond Market
Steven Shu-Hsiu Chen, Hitesh Doshi, Sang Byung Seo
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1295-1325
Open Access | Times Cited: 7
Higher moments and US industry returns: realized skewness and kurtosis
Xiaoyue Chen, Bin Li, Andrew C. Worthington
Review of Accounting and Finance (2021) Vol. 20, Iss. 1, pp. 1-22
Open Access | Times Cited: 9
Intermediary Leverage Shocks and Funding Conditions
Jean‐Sébastien Fontaine, René García, Sermin Gungor
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
Can skewness predict currency excess returns?
Xue Jiang, Liyan Han, Libo Yin
The North American Journal of Economics and Finance (2018) Vol. 48, pp. 628-641
Closed Access | Times Cited: 7
The q-factors and expected bond returns
Benedikt Franke, Sebastian Müller, Sonja Müller
Journal of Banking & Finance (2017) Vol. 83, pp. 19-35
Closed Access | Times Cited: 6
Predicting Individual Corporate Bond Returns
Xin He, Guanhao Feng, Junbo Wang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
New insights into liquidity resiliency
C. O’Sullivan, Vassilios G. Papavassiliou, Ronald Wekesa Wafula, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 90, pp. 101892-101892
Open Access | Times Cited: 2
Measuring Limits of Arbitrage in Fixed-Income Markets
Jean‐Sébastien Fontaine, Guillaume Nolin
SSRN Electronic Journal (2018)
Open Access | Times Cited: 5
A study on the factors that governs US and EU YTM
Darko Vuković, Victor Prosin, Moinak Maiti
Contaduría y Administración (2020) Vol. 66, Iss. 3, pp. 267-267
Open Access | Times Cited: 4
Factor Investing with Delays
Alexander Dickerson, Cesare Robotti, Yoshio Nozawa
(2024)
Closed Access
Can skewness of the futures‐spot basis predict currency spot returns?
Xue Jiang, Liyan Han, Libo Yin
Journal of Futures Markets (2019) Vol. 39, Iss. 11, pp. 1435-1449
Closed Access | Times Cited: 3
Anomalies and Market (Dis)Integration
Jaewon Choi, Yong-Jun Kim
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 2
How does skewness perform in the Chinese commodity futures market?
Xue Jiang, Liyan Han, Yang Xu
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1268-1285
Closed Access | Times Cited: 3
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