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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 fire sales create externalities?
Sergey Chernenko, Adi Sunderam
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 602-628
Closed Access | Times Cited: 88

Showing 1-25 of 88 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: 233
The Rise of Shadow Banking: Evidence from Capital Regulation
Rustom M. Irani, Rajkamal Iyer, Ralf Meisenzahl, et al.
Review of Financial Studies (2020) Vol. 34, Iss. 5, pp. 2181-2235
Open Access | Times Cited: 198
The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach
Imran Yousaf, Linh Pham, John W. Goodell
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101694-101694
Closed Access | Times Cited: 77
Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds
Lei Li, Yi Li, Marco Macchiavelli, et al.
Review of Financial Studies (2021) Vol. 34, Iss. 11, pp. 5402-5437
Open Access | Times Cited: 95
Fire‐Sale Spillovers in Debt Markets
Antonio Falato, Alı Hortaçsu, Dan Li, et al.
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 3055-3102
Closed Access | Times Cited: 93
Swing Pricing and Fragility in Open-End Mutual Funds
Dunhong Jin, Marcin Kacperczyk, Bige Kahraman, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 1, pp. 1-50
Open Access | Times Cited: 57
YOLO trading: Riding with the herd during the GameStop episode
Štefan Lyócsa, Eduard Baumöhl, Tomáš Výrost
Finance research letters (2021) Vol. 46, pp. 102359-102359
Open Access | Times Cited: 55
Bond Price Fragility and the Structure of the Mutual Fund Industry
Mariassunta Giannetti, Chotibhak Jotikasthira
Review of Financial Studies (2024) Vol. 37, Iss. 7, pp. 2063-2109
Open Access | Times Cited: 6
Mutual Fund Trading Style and Bond Market Fragility
Amber Anand, Chotibhak Jotikasthira, Kumar Venkataraman
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2993-3044
Closed Access | Times Cited: 46
Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States
Isil Erel, Eduard Inozemtsev
Journal of Financial and Quantitative Analysis (2024), pp. 1-38
Closed Access | Times Cited: 5
Mitigating Fragility in Open-Ended Investment Funds: The Role of Redemption Restrictions
Luis Molestina Vivar
SSRN Electronic Journal (2025)
Closed Access
Bank Debt, Mutual Fund Equity, and Swing Pricing in Liquidity Provision
Yiming Ma, Kairong Xiao, Yao Zeng
SSRN Electronic Journal (2025)
Closed Access
The Prudential Toolkit with Shadow Banking
Kinda Hachem, Martin Kuncl
Staff reports (2025)
Closed Access
Fire sales, default cascades and complex financial networks
Hamed Amini, Zhongyuan Cao, Agnès Sulem
Mathematics and Financial Economics (2025)
Closed Access
Skilled active liquidity management: Evidence from shocks to fund flows
Aleksandra Rzeźnik
Journal of Empirical Finance (2025) Vol. 81, pp. 101579-101579
Closed Access
The Prudential Toolkit with Shadow Banking
Kinda Hachem, Martin Kuncl
(2025)
Closed Access
Burned by leverage? Flows and fragility in bond mutual funds
Luis Molestina Vivar, Michael Wedow, Christian Weistroffer
Journal of Empirical Finance (2023) Vol. 72, pp. 354-380
Open Access | Times Cited: 10
From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress
Fabrizio Ferriani
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101391-101391
Closed Access | Times Cited: 22
Do interfund network centralities affect fund systematic risk? Evidence from China open-ended funds
Yue Ma, Jichang Zhao
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds
Danxia Wang
International Review of Financial Analysis (2024) Vol. 92, pp. 103095-103095
Closed Access | Times Cited: 2
Flow-Induced Trading: Evidence from the Daily Trading of Municipal Bond Mutual Funds
Sergey Chernenko, Viet-Dung Doan
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2
A U-Shaped Flow-Performance Sensitivity Across the Globe
Markus S. Broman, Kelley Bergsma Lovelace
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2
Dynamic Liquidity Preferences of Mutual Funds
Jiekun Huang
Quarterly Journal of Finance (2020) Vol. 10, Iss. 04, pp. 2050018-2050018
Closed Access | Times Cited: 20
Dynamic Liquidity Preferences of Mutual Funds
Jiekun Huang
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 22
Can Policy Tame the Credit Cycle?
Jeremy C. Stein
IMF Economic Review (2021) Vol. 69, Iss. 1, pp. 5-22
Open Access | Times Cited: 15
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