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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:

Concentrated Capital Losses and the Pricing of Corporate Credit Risk
Emil Siriwardane
SSRN Electronic Journal (2015)
Open Access | Times Cited: 54

Showing 1-25 of 54 citing articles:

Intermediary asset pricing: New evidence from many asset classes
Zhiguo He, Bryan Kelly, Asaf Manela
Journal of Financial Economics (2017) Vol. 126, Iss. 1, pp. 1-35
Open Access | Times Cited: 586
Deviations from Covered Interest Rate Parity
Wenxin Du, Alexander Tepper, Adrien Verdelhan
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 915-957
Open Access | Times Cited: 580
Municipal Bond Liquidity and Default Risk
Michael Schwert
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1683-1722
Closed Access | Times Cited: 216
The Anatomy of the CDS Market
Martin Oehmke, Ádám Zawadowski
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 80-119
Open Access | Times Cited: 181
Intermediary Asset Pricing: New Evidence from Many Asset Classes
Zhiguo He, Bryan Kelly, Asaf Manela
(2016)
Open Access | Times Cited: 173
The Granular Nature of Large Institutional Investors
Itzhak Ben‐David, Francesco A. Franzoni, Rabih Moussawi, et al.
Management Science (2021) Vol. 67, Iss. 11, pp. 6629-6659
Closed Access | Times Cited: 133
The Empirical Analysis of Liquidity
Craig W. Holden, Stacey E. Jacobsen, Avanidhar Subrahmanyam
Foundations and Trends® in Finance (2014) Vol. 8, Iss. 4, pp. 263-365
Closed Access | Times Cited: 140
The demand for central clearing: To clear or not to clear, that is the question!
Mario Bellia, Giulio Girardi, Roberto Panzica, et al.
Journal of Financial Stability (2024) Vol. 72, pp. 101247-101247
Open Access | Times Cited: 9
Excess Volatility: Beyond Discount Rates*
Stefano Giglio, Bryan Kelly
The Quarterly Journal of Economics (2017) Vol. 133, Iss. 1, pp. 71-127
Closed Access | Times Cited: 84
Credit Default Swaps: Past, Present, and Future
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
Annual Review of Financial Economics (2016) Vol. 8, Iss. 1, pp. 175-196
Open Access | Times Cited: 77
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Deviations from Covered Interest Rate Parity
Wenxin Du, Alexander Tepper, Adrien Verdelhan
(2017)
Open Access | Times Cited: 55
A Theory of Liquidity Spillover between Bond and CDS Markets
Batchimeg Sambalaibat
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2525-2569
Closed Access | Times Cited: 27
Voluntary disclosure in bilateral transactions
Vincent Glode, Christian C. Opp, Xingtan Zhang
Journal of Economic Theory (2018) Vol. 175, pp. 652-688
Closed Access | Times Cited: 37
The Emergence of Market Structure
Maryam Farboodi, Gregor Jarosch, Robert Shimer
(2017)
Open Access | Times Cited: 33
Credit Implied Volatility
Bryan T. Kelly, Gerardo Manzo, Diogo Palhares
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 32
Deviations from Covered Interest Rate Parity
Wenxin Du, Alexander Tepper, Adrien Verdelhan
SSRN Electronic Journal (2016)
Open Access | Times Cited: 31
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
Dealing with dealers: Sovereign CDS comovements
Miguel Antón, Sergio Mayordomo, María Rodríguez‐Moreno
Journal of Banking & Finance (2018) Vol. 90, pp. 96-112
Open Access | Times Cited: 31
How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone
Junye Li, Gabriele Zinna
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 28
Liquidity Risk in Credit Default Swap Markets
Benjamin Junge, Anders B. Trolle
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 28
Structural GARCH: The Volatility-Leverage Connection
Robert F. Engle, Emil Siriwardane
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 449-492
Open Access | Times Cited: 28
Dealing with Dealers: Sovereign CDS Comovements
Miguel Antón, Sergio Mayordomo, María Rodríguez‐Moreno
SSRN Electronic Journal (2017)
Open Access | Times Cited: 20
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question
Mario Bellia, Giulio Girardi, Roberto Panzica, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 18
On the efficiency of long intermediation chains
Vincent Glode, Christian C. Opp, Xingtan Zhang
Journal of Financial Intermediation (2017) Vol. 38, pp. 11-18
Closed Access | Times Cited: 17
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