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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:

Is the credit spread puzzle a myth?
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2020) Vol. 137, Iss. 2, pp. 297-319
Closed Access | Times Cited: 55

Showing 1-25 of 55 citing articles:

Systematic risk, debt maturity, and the term structure of credit spreads
Hui Chen, Yu Xu, Jun Yang
Journal of Financial Economics (2020) Vol. 139, Iss. 3, pp. 770-799
Open Access | Times Cited: 103
Information Aggregation with Asymmetric Asset Payoffs
Elías Albagli, Christian Hellwig, Aleh Tsyvinski
The Journal of Finance (2024) Vol. 79, Iss. 4, pp. 2715-2758
Open Access | Times Cited: 10
A transformer-based model for default prediction in mid-cap corporate markets
Kamesh Korangi, Christophe Mues, Cristián Bravo
European Journal of Operational Research (2022) Vol. 308, Iss. 1, pp. 306-320
Open Access | Times Cited: 31
Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads
Hui Chen, Yu Xu, Jun Yang
SSRN Electronic Journal (2012)
Open Access | Times Cited: 59
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market
Jing-Zhi Huang, Bibo Liu, Zhan Shi
Review of Finance (2022) Vol. 27, Iss. 2, pp. 539-579
Open Access | Times Cited: 24
Exploring the Correlation between Financial Leverage and Corporate Bond Credit Spreads
Zi Lin, Qing Yang, S. Chen
Finance research letters (2025), pp. 106855-106855
Closed Access
The Decline of Too Big to Fail
Antje Berndt, Darrell Duffie, Yichao Zhu
American Economic Review (2025) Vol. 115, Iss. 3, pp. 945-974
Closed Access
Asymmetric information, disagreement, and the valuation of debt and equity
Snehal Banerjee, Bradyn M. Breon-Drish, Kevin Smith
Journal of Financial Economics (2025) Vol. 165, pp. 103995-103995
Open Access
Debt dynamics and credit risk
Peter Feldhütter, Stephen M. Schaefer
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 497-535
Open Access | Times Cited: 9
Trading and liquidity in the catastrophe bond market
Markus Herrmann, Martin Hibbeln
Journal of Risk & Insurance (2022) Vol. 90, Iss. 2, pp. 283-328
Open Access | Times Cited: 11
Corporate bond liquidity and yield spreads: A review
Michael A. Goldstein, Elmira Shekari Namin
Research in International Business and Finance (2023) Vol. 65, pp. 101925-101925
Closed Access | Times Cited: 6
Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
Gurdip Bakshi, Xiaohui Gao, Zhaodong Zhong
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 391-413
Closed Access | Times Cited: 10
The Decline of Too Big to Fail
Antje Berndt, Darrell Duffie, Yichao Zhu
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 17
Credit variance risk premiums
Manuel Ammann, Mathis Moerke
European Financial Management (2022) Vol. 29, Iss. 4, pp. 1304-1335
Open Access | Times Cited: 8
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
Pricing the Pandemic: Evidence from the Bond Market in China
Haoyu Gao, Yiling Ouyang, Huiyu Wen
Emerging Markets Finance and Trade (2023) Vol. 60, Iss. 1, pp. 59-82
Closed Access | Times Cited: 4
Online Appendix for "the Decline of Too Big to Fail"
Antje Berndt, Darrell Duffie, Yichao Zhu
SSRN Electronic Journal (2024)
Closed 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
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
A Structural Approach to Default Modelling with Pure Jump Processes
Jean-Philippe Aguilar, Nicolas Pesci, Victor James
Applied Mathematical Finance (2021) Vol. 28, Iss. 1, pp. 48-78
Open Access | Times Cited: 8
How Large are Predefault Costs of Financial Distress? Estimates from a Dynamic Model
Redouane Elkamhi, Daniel Kim, Marco Salerno
Management Science (2023) Vol. 70, Iss. 11, pp. 7373-7396
Closed Access | Times Cited: 3
Debt Maturity Structure and Corporate Investment
Claire Yurong Hong, Kewei Hou, Thien Tung Nguyen
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Corporate investment, financing, and exit model with an earnings-based borrowing constraint
Michi Nishihara, Takashi Shibata, Chuanqian Zhang
International Review of Financial Analysis (2022) Vol. 85, pp. 102456-102456
Open Access | Times Cited: 4
Pricing the Pandemic: Evidence from the Bond Market in China
Haoyu Gao, Yiling Ouyang, Huiyu Wen
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
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