Open Access Helper

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:

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

Showing 26-50 of 88 citing articles:

Treasury Yield Implied Volatility and Real Activity
Martijn Cremers, Matthias Fleckenstein, Priyank Gandhi
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 6
Structural Stochastic Volatility
Federico M. Bandi, Nicola Fusari, Roberto Renò
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Deep Learning for Corporate Bonds
Jetlir Duraj, Oliver Giesecke
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Political turnover and corporate credit spread: Evidence from China
Lili Fu, Zhe Chen
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102244-102244
Closed Access | Times Cited: 2
Does the Market Understand Time Variation in the Equity Premium?
Mihir Gandhi, Niels Joachim Gormsen, Eben Lazarus
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
A Macrofinance Model for Option Prices: A Story of Rare Economic Events
Michael Hasler, Alexandre Jeanneret
Management Science (2022) Vol. 69, Iss. 9, pp. 5543-5559
Closed Access | Times Cited: 4
Bank default indicators with volatility clustering
Turalay Kenç, Emrah İsmail Çevik, Sel Dibooğlu
Annals of Finance (2020) Vol. 17, Iss. 1, pp. 127-151
Closed Access | Times Cited: 5
Cyclical Dispersion in Expected Defaults
João F. Gomes, Marco Grotteria, Jessica A. Wachter
(2017)
Open Access | Times Cited: 4
Past managerial guidance and returns to variance trading around earnings announcements
Thaddeus Neururer
Accounting and Finance (2019) Vol. 60, Iss. 3, pp. 2995-3031
Closed Access | Times Cited: 4
Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
Gurdip Bakshi, Xiaohui Gao, Zhaodong Zhong
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads
Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein
Management Science (2022) Vol. 69, Iss. 7, pp. 4331-4352
Closed Access | Times Cited: 3
Vanishing Contagion Spreads
Diogo Duarte, Rodolfo Prieto, Marcel Rindisbacher, et al.
Management Science (2021) Vol. 68, Iss. 1, pp. 740-772
Closed Access | Times Cited: 4
Los efectos del crédito bancario otorgado a la industria y al consumo en el crecimiento económico: evidencia de México, 1994-2017
David Salvador Cisneros Zepeda
Deleted Journal (2021) Vol. 17, Iss. 2, pp. 1-25
Open Access | Times Cited: 4
High-Yield Lending:It’s Good Until It’s Not
Joseph L. Pagliari
The Journal of Portfolio Management (2017) Vol. 43, Iss. 6, pp. 138-161
Closed Access | Times Cited: 3
A New Test for an Old Puzzle
Lorenzo Bretscher, Peter Feldhütter, Andrew Kane, et al.
SSRN Electronic Journal (2024)
Closed Access
A Benchmark for Collateralized Loan Obligations
Redouane Elkamhi, Ruicong Li, Yoshio Nozawa
Management Science (2024)
Closed Access
Pricing of Risk in Credit and Equity Index Options-A Role for Option Order Flow?
Pierre Collin‐Dufresne, Anders B. Trolle
(2024)
Closed Access
Understanding the Excess Bond Premium
Kevin Benson, Ing-Haw Cheng, John C. Hull, et al.
(2024)
Closed Access
Understanding the cross‐section of CDS returns using equity options
Diep Duong, Sunjin Park
The Journal of Financial Research (2024)
Closed Access
Crowded Ratings: Clientele Effects in the Corporate Bond Market
Francisco Gomes, Ryan Lewis, Jordan Nickerson
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Gross capital inflows, the U.S. economy, and the response of the Federal Reserve
Andre Harrison, Robert R. Reed
Journal of International Money and Finance (2023) Vol. 139, pp. 102943-102943
Closed Access | Times Cited: 1
Forward Return Expectations
Mihir Gandhi, Niels Joachim Gormsen, Eben Lazarus
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Implied Asset Return Profiles, Firm Fundamentals, and Stock Returns
Jongsub Lee, Andy Naranjo, Stace Sirmans
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Estimating volatility clustering and variance risk premium effects on bank default indicators
Turalay Kenç, Emrah İsmail Çevik
Review of Quantitative Finance and Accounting (2021) Vol. 57, Iss. 4, pp. 1373-1392
Open Access | Times Cited: 3
Asset Variance Risk and Compound Option Prices
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3

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