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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:

Systematic default and return predictability in the stock and bond markets
Jack Bao, Kewei Hou, Shaojun Zhang
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 349-377
Closed Access | Times Cited: 15

Showing 15 citing articles:

Algorithmically Efficient Identification of Volatile KSE-30 Equities and Their Role in Optimized Portfolio Allocation
Nazish Shahid
Operations Research Forum (2025) Vol. 6, Iss. 1
Closed Access
Optimal share repurchase decision model for retailers under supply chain collaboration
Xin Li, Zihan Xu, Dexiang Mei, et al.
International Review of Financial Analysis (2025), pp. 104235-104235
Closed Access
Volatility of Price-Earnings Ratio and Return Predictability
Xiaoquan Jiang, Li Chen
(2025)
Closed Access
The Global Credit Cycle
Nina Boyarchenko, Leonardo Elías
Staff reports (2024)
Open Access | Times Cited: 3
Can stock market always act as a ‘barometer’ for industrial system? An analysis on the connectedness between production and return spillover networks
Z Li, Chi Xie, Zhijian Zeng, et al.
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 1
Portfolio Default Losses Driven by Idiosyncratic Risk
Shaoying Chen, Zhiwei Tong, Yang Yang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Portfolio default losses driven by idiosyncratic risks
Shaoying Chen, Zhiwei Tong, Yang Yang
European Journal of Operational Research (2024) Vol. 320, Iss. 3, pp. 765-776
Closed Access
From text to treasure: the predictive superiority of a FinTech index in stock market returns
Yangli Guo, Feng Ma, Yizhi Wang, et al.
European Journal of Finance (2024), pp. 1-18
Open Access
Newly-Constructed Chinese Geopolitical Risk Index and Trade Stock Returns
Jixiang Zhang, Qing Zeng, Elie Bouri, et al.
Research in International Business and Finance (2024), pp. 102705-102705
Closed Access
Market leverage, debt heterogeneity, and equity returns
Moonsoo Kang, Seungho Baek
Financial Management (2024) Vol. 53, Iss. 4, pp. 715-747
Closed Access
Creditable bonds’ multifunctional roles during the COVID-19 pandemic
Qiyu Wang, Junhong Yang, Terence Tai‐Leung Chong
The North American Journal of Economics and Finance (2024), pp. 102348-102348
Closed Access
Systemic risk of optioned portfolio: Controllability and optimization
Xiaochuan Pang, Shushang Zhu, Xueting Cui, et al.
Journal of Economic Dynamics and Control (2023) Vol. 153, pp. 104701-104701
Closed Access | Times Cited: 1
Predicting stock market returns using aggregate credit risk
Tangrong Li, Xuchu Sun
International Review of Economics & Finance (2023) Vol. 88, pp. 1087-1103
Closed Access | Times Cited: 1
Market Leverage and Financial Soundness
Berardino Palazzo, Raffaele Corvino, Federico Maglione
SSRN Electronic Journal (2023)
Closed Access
Default Contagion in a Two-Tree Economy
Jan Ericsson, Alexandre Jeanneret, Yiliu Lu
SSRN Electronic Journal (2021)
Closed Access
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