Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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 Myth of the Credit Spread Puzzle
Peter Feldhütter, Stephen M. Schaefer
Review of Financial Studies (2018)
Open Access | Times Cited: 99

Showing 26-50 of 99 citing articles:

The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets
Samir Kadiric, Arthur Korus
International Economics and Economic Policy (2019) Vol. 16, Iss. 1, pp. 65-102
Open Access | Times Cited: 18
The Decline of Too Big to Fail
Antje Berndt, Darrell Duffie, Yichao Zhu
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 17
The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds
Doron Avramov, Tarun Chordia, Gergana Jostova, et al.
Review of Finance (2021) Vol. 26, Iss. 2, pp. 355-405
Closed Access | Times Cited: 14
Interest Rates and the Design of Financial Contracts
Michael J. Roberts, Michael Schwert
(2020)
Open Access | Times Cited: 12
Marking to Market Corporate Debt
Lorenzo Bretscher, Peter Feldhütter, Andrew Kane, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 12
Essays on Empirical Asset Pricing
Kristoffer Halskov
(2024)
Open Access | Times Cited: 1
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
The Journal of Finance (2024)
Open Access | Times Cited: 1
Marketplace Lending, Information Aggregation, and Liquidity
Julian Franks, Nicolas Serrano-Velarde, Oren Sussman
SSRN Electronic Journal (2016)
Open 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
What Determines Bid-Ask Spreads in Over-the-Counter Markets?
Peter Feldhütter, Thomas Poulsen
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 11
Debt Maturity and the Leverage Ratcheting Effect
Hayne E. Leland, Dirk Hackbarth
Finance (2019) Vol. Vol. 40, Iss. 3, pp. 13-44
Open Access | Times Cited: 10
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
Specification Analysis of Structural Credit Risk Models
Jing-Zhi Huang, Zhan Shi, Hao Zhou
SSRN Electronic Journal (2008)
Open Access | Times Cited: 12
Duration-Based Valuation of Corporate Bonds
Jules H. van Binsbergen, Michael Schwert
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 8
Does Borrowing from Banks Cost More than Borrowing from the Market?
Michael Schwert
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 8
Stocks versus corporate bonds: A cross-sectional puzzle
Jeroen van Zundert, Joost Driessen
Journal of Banking & Finance (2022) Vol. 137, pp. 106447-106447
Open Access | Times Cited: 5
The Convenience Yield, Inflation Expectations, and Public Debt Growth
Jian Li, Zhiyu Fu, Yinxi Xie
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
Ambiguity and Corporate Yield Spreads
Yehuda Izhakian, Ryan Lewis, Jaime F. Zender
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Huawei Niu, Wei Hua
Economic Modelling (2018) Vol. 78, pp. 47-59
Closed Access | Times Cited: 7
Explaining CDS prices with Merton’s model before and after the Lehman default
Gordon Gemmill, Miriam Marra
Journal of Banking & Finance (2019) Vol. 106, pp. 93-109
Open Access | Times Cited: 7
What determines wholesale funding costs of the global systemically important banks?
Simon Cottrell, Xiao Yu, Sarath Delpachitra, et al.
Journal of Banking & Finance (2021) Vol. 132, pp. 106197-106197
Closed Access | Times Cited: 7
Systemic Default and Return Predictability in the Stock and Bond Markets
Jack Bao, Kewei Hou, Shaojun Zhang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 6
The Agency of CoCo: Why Do Banks Issue Contingent Convertible Bonds?
Roman Goncharenko, Steven Ongena, Asad Rauf
SSRN Electronic Journal (2017)
Open Access | Times Cited: 6
Time-Varying Asset Volatility and the Credit Spread Puzzle
Du Du, Redouane Elkamhi, Jan Ericsson
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 6
Structural Recovery of Face Value at Default
Rajiv Guha, Alessandro Sbuelz, Andrea Tarelli
SSRN Electronic Journal (2005)
Open Access | Times Cited: 7

Scroll to top