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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:

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

Showing 1-25 of 57 citing articles:

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
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
Hao Jiang, Yi Li, Zheng Sun, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 277-302
Closed Access | Times Cited: 79
Allocating losses: Bail-ins, bailouts and bank regulation
Todd Keister, Yuliyan Mitkov
Journal of Economic Theory (2023) Vol. 210, pp. 105672-105672
Open Access | Times Cited: 20
Financial Markets and the COVID-19 Pandemic
Niels Joachim Gormsen, Ralph S. J. Koijen
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 69-89
Open Access | Times Cited: 16
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
Sitting bucks: Stale pricing in fixed income funds
Jaewon Choi, Mathias Kronlund, Ji Yeol Jimmy Oh
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 296-317
Closed Access | Times Cited: 40
Redemption in Kind and Mutual Fund Liquidity Management
Vikas Agarwal, Honglin Ren, Ke Shen, et al.
Review of Financial Studies (2022) Vol. 36, Iss. 6, pp. 2274-2318
Open Access | Times Cited: 25
Skilled active liquidity management: Evidence from shocks to fund flows
Aleksandra Rzeźnik
Journal of Empirical Finance (2025) Vol. 81, pp. 101579-101579
Closed Access
Mitigating Fragility in Open-Ended Investment Funds: The Role of Redemption Restrictions
Luis Molestina Vivar
SSRN Electronic Journal (2025)
Closed Access
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows
Timothy B. Riley, Qing Yan
Financial Analysts Journal (2022) Vol. 78, Iss. 4, pp. 59-76
Closed Access | Times Cited: 16
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
The Modern Mutual Fund Family
Caitlin D. Dannhauser, Harold D. Spilker
Journal of Financial Economics (2023) Vol. 148, Iss. 1, pp. 1-20
Closed Access | Times Cited: 10
A U-Shaped Flow-Performance Sensitivity Across the Globe
Markus S. Broman, Kelley Bergsma Lovelace
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2
Geographic Shareholder Dispersion and Mutual Fund Flow Risk
Javier Gil‐Bazo, Raffaele Santioni
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2
Nonbank Fragility in Credit Markets: Evidence from a Two-Layer Asset Demand System
Olivier Darmouni, Kerry Siani, Kairong Xiao
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 12
Swing Pricing: Theory and Evidence
Agostino Capponi, Paul Glasserman, Marko Weber
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 617-640
Closed Access | Times Cited: 5
Financial Architecture and Financial Stability
Franklin Allen, Ansgar Walther
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 129-151
Open Access | Times Cited: 12
Steering a Ship in Illiquid Waters: Active Management of Passive Funds
Naz Koont, Yiming Ma, Ľuboš Pástor, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 8
Debt Derisking
Jannic Cutura, Gianpaolo Parise, Andreas Schrimpf
Management Science (2024)
Closed Access | Times Cited: 1
Preventing Runs with Redemption Fees 
Xuesong Huang, Todd Keister
(2024)
Closed Access | Times Cited: 1
Monetary policy and fragility in corporate bond mutual funds
John Chi-Fong Kuong, James O’Donovan, Jinyuan Zhang
Journal of Financial Economics (2024) Vol. 161, pp. 103931-103931
Open Access | Times Cited: 1
Does carbon risk exposure make funds more vulnerable?
Hu Wang
Journal of Empirical Finance (2024) Vol. 78, pp. 101523-101523
Closed Access | Times Cited: 1
Non-bank financial institutions and the functioning of government bond markets
Egemen Eren, Philip Wooldridge
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 10
Steering a Ship in Illiquid Waters: Active Management of Passive Funds
Naz Koont, Yiming Ma, Ľuboš Pástor, et al.
(2022)
Open Access | Times Cited: 6
Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?
Lennart Dekker, Luis Molestina Vivar, Michael Wedow, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101909-101909
Closed Access | Times Cited: 3
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