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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:

Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
Burton Hollifield, Artem Neklyudov, Chester S. Spatt
Review of Financial Studies (2017) Vol. 30, Iss. 9, pp. 3048-3085
Closed Access | Times Cited: 138

Showing 1-25 of 138 citing articles:

Dealer Networks
DAN LI, Norman Schürhoff
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 91-144
Open Access | Times Cited: 173
Intermediation and Voluntary Exposure to Counterparty Risk
Maryam Farboodi
Journal of Political Economy (2023) Vol. 131, Iss. 12, pp. 3267-3309
Closed Access | Times Cited: 66
Networks in Production: Asset Pricing Implications
Bernard Herskovic
The Journal of Finance (2018) Vol. 73, Iss. 4, pp. 1785-1818
Closed Access | Times Cited: 134
A Survey of the Microstructure of Fixed-Income Markets
Hendrik Bessembinder, Chester S. Spatt, Kumar Venkataraman
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 1, pp. 1-45
Closed Access | Times Cited: 130
Relationship Trading in Over‐the‐Counter Markets
Terrence Hendershott, Dan Li, Dmitry Livdan, et al.
The Journal of Finance (2019) Vol. 75, Iss. 2, pp. 683-734
Closed Access | Times Cited: 101
Over‐the‐Counter Market Frictions and Yield Spread Changes
Nils Friewald, Florian Nagler
The Journal of Finance (2019) Vol. 74, Iss. 6, pp. 3217-3257
Closed Access | Times Cited: 99
Bid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers
Artem Neklyudov
Review of Economic Dynamics (2019) Vol. 33, pp. 57-84
Closed Access | Times Cited: 94
Pricing and Liquidity in Decentralized Asset Markets
Semih Üslü
Econometrica (2019) Vol. 87, Iss. 6, pp. 2079-2140
Open Access | Times Cited: 93
The Emergence of Market Structure
Maryam Farboodi, Gregor Jarosch, Robert Shimer
The Review of Economic Studies (2022) Vol. 90, Iss. 1, pp. 261-292
Closed Access | Times Cited: 40
Brokers and Order Flow Leakage: Evidence from Fire Sales
Andrea Barbon, Marco Di Maggio, Francesco A. Franzoni, et al.
The Journal of Finance (2019) Vol. 74, Iss. 6, pp. 2707-2749
Open Access | Times Cited: 70
Strategic estimation of asset fair values
Kathleen Hanley, Alan D. Jagolinzer, Stanislava Nikolova
Journal of Accounting and Economics (2018) Vol. 66, Iss. 1, pp. 25-45
Closed Access | Times Cited: 61
Frictional Intermediation in Over-the-Counter Markets
Julien Hugonnier, Benjamin Lester, Pierre-Olivier Weill
The Review of Economic Studies (2019) Vol. 87, Iss. 3, pp. 1432-1469
Open Access | Times Cited: 55
Intraday arbitrage between ETFs and their underlying portfolios
Travis Box, Ryan L. Davis, Richard B. Evans, et al.
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 1078-1095
Closed Access | Times Cited: 54
The Rise of Reddit: How Social Media Affects Retail Investors and Short-sellers’ Roles in Price Discovery
Danqi Hu, Charles M. Jones, Valerie Zhang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 42
Size Discount and Size Penalty: Trading Costs in Bond Markets
Gábor Pintér, Chaojun Wang, Junyuan Zou
Review of Financial Studies (2024) Vol. 37, Iss. 7, pp. 2156-2190
Open Access | Times Cited: 6
Providing Liquidity in an Illiquid Market: Dealer Behavior in U.S. Corporate Bonds
Michael A. Goldstein, Edith Hotchkiss
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 59
Quantitative easing auctions of Treasury bonds
Zhaogang Song, Haoxiang Zhu
Journal of Financial Economics (2018) Vol. 128, Iss. 1, pp. 103-124
Closed Access | Times Cited: 55
Determinants of leadership in online social trading: A signaling theory perspective
Endrit Kromidha, Matthew C. Li
Journal of Business Research (2019) Vol. 97, pp. 184-197
Open Access | Times Cited: 48
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
Municipal Bond Markets
Darío Cestau, Burton Hollifield, Dan Li, et al.
Annual Review of Financial Economics (2019) Vol. 11, Iss. 1, pp. 65-84
Open Access | Times Cited: 44
The decentralization enigma in DeFi: Impact of U.S. federal funds rate changes
Kwamie Dunbar, Daniel N. Treku, Johnson Owusu-Amoako
The British Accounting Review (2025), pp. 101613-101613
Closed Access
Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds
Michael A. Goldstein, Edith Hotchkiss, David J. Pedersen
Journal of risk and financial management (2019) Vol. 12, Iss. 2, pp. 86-86
Open Access | Times Cited: 42
Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise
Vincent Glode, Christian C. Opp
Review of Financial Studies (2019) Vol. 33, Iss. 2, pp. 866-915
Closed Access | Times Cited: 38
Acquiring Information through Peers
Bernard Herskovic, João Ramos
American Economic Review (2020) Vol. 110, Iss. 7, pp. 2128-2152
Open Access | Times Cited: 37
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets
Péter Kondor, Gábor Pintér
The Journal of Finance (2021) Vol. 77, Iss. 1, pp. 505-544
Open Access | Times Cited: 30
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