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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.

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Showing 1-25 of 63 citing articles:

Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis
Maureen O’Hara, Xing Zhou
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 46-68
Open Access | Times Cited: 234
Bank liquidity provision across the firm size distribution
Gabriel Chodorow-Reich, Olivier Darmouni, Stephan Luck, et al.
Journal of Financial Economics (2021) Vol. 144, Iss. 3, pp. 908-932
Open Access | Times Cited: 150
COVID-19 and Its Impact on Financial Markets and the Real Economy
Itay Goldstein, Ralph S. J. Koijen, Holger M. Mueller
Review of Financial Studies (2021) Vol. 34, Iss. 11, pp. 5135-5148
Open Access | Times Cited: 139
In sickness and in debt: The COVID-19 impact on sovereign credit risk
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 3, pp. 1251-1274
Open Access | Times Cited: 127
Corporate bond market reactions to quantitative easing during the COVID-19 pandemic
Yoshio Nozawa, Yancheng Qiu
Journal of Banking & Finance (2021) Vol. 133, pp. 106153-106153
Open Access | Times Cited: 99
The impact of Covid-19 on liquidity of emerging market bonds
Mariya Gubareva
Finance research letters (2020) Vol. 41, pp. 101826-101826
Open Access | Times Cited: 92
Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies
Erik Feyen, Tatiana Alonso Gispert, Tatsiana Kliatskova, et al.
Journal of Banking & Finance (2021) Vol. 133, pp. 106184-106184
Open Access | Times Cited: 86
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
Hao Jiang, Yi Li, Zheng Sun, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 277-302
Closed Access | Times Cited: 79
The Treasury Market in Spring 2020 and the Response of the Federal Reserve
Annette Vissing‐Jørgensen
Journal of Monetary Economics (2021) Vol. 124, pp. 19-47
Closed Access | Times Cited: 68
Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics
Mariya Gubareva, Zaghum Umar
International Journal of Finance & Economics (2020) Vol. 28, Iss. 1, pp. 112-126
Closed Access | Times Cited: 61
Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets
Antonio Falato, Itay Goldstein, Alı Hortaçsu
SSRN Electronic Journal (2020)
Open Access | Times Cited: 54
The COVID-19 Pandemic and Sovereign Bond Risk
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101527-101527
Open Access | Times Cited: 42
A Model of Asset Price Spirals and Aggregate Demand Amplification of a 'COVID-19' Shock
Ricardo J. Caballero, Alp Simsek
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 41
Policy responses to COVID-19 and stock market reactions - An international evidence
Tianjie Deng, Tracy Xu, Young Jin Lee
Journal of Economics and Business (2021) Vol. 119, pp. 106043-106043
Open Access | Times Cited: 35
Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Zaghum Umar, Youssef Manel, Yasir Riaz, et al.
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101563-101563
Closed Access | Times Cited: 34
How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?
Hao Wu, Huiming Zhu, Fei Huang, et al.
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101865-101865
Closed Access | Times Cited: 27
Corporate Bond Liquidity During the COVID-19 Crisis
Mahyar Kargar, Benjamin Lester, David Lindsay, et al.
(2020)
Open Access | Times Cited: 37
COVID‐19, asset markets and capital flows
John Beirne, Nuobu Renzhi, Eric Alexander Sugandi, et al.
Pacific Economic Review (2021) Vol. 26, Iss. 4, pp. 498-538
Open Access | Times Cited: 31
Astonishing insights: emerging market debt spreads throughout the pandemic
Mariya Gubareva, Zaghum Umar, Tatiana V. Sokolova, et al.
Applied Economics (2021) Vol. 54, Iss. 18, pp. 2067-2076
Closed Access | Times Cited: 29
Stock liquidity and algorithmic market making during the COVID-19 crisis
Bidisha Chakrabarty, Roberto Pascual
Journal of Banking & Finance (2022) Vol. 147, pp. 106415-106415
Closed Access | Times Cited: 19
Labor Force Telework Flexibility and Asset Prices: Evidence from the COVID-19 Pandemic
Jack Favilukis, Xiaoji Lin, Ali Sharifkhani, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 30
How new Fed corporate bond programs cushioned the Covid-19 recession
Michael D. Bordo, John V. Duca
Journal of Banking & Finance (2022) Vol. 136, pp. 106413-106413
Open Access | Times Cited: 16
An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies
Alessandro Rebucci, Jonathan Hartley, Daniel A. Jiménez
SSRN Electronic Journal (2020)
Open Access | Times Cited: 26
The impact of the Covid-19 related media coverage upon the five major developing markets
Zaghum Umar, Mariya Gubareva, Tatiana Sokolova
PLoS ONE (2021) Vol. 16, Iss. 7, pp. e0253791-e0253791
Open Access | Times Cited: 21
COVID-19 and the cost of bond debt: The role of corporate diversification
Khadija S. Almaghrabi
Finance research letters (2021) Vol. 46, pp. 102454-102454
Open Access | Times Cited: 21
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