Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

The Myth of the Credit Spread Puzzle
Peter Feldhütter, Stephen M. Schaefer
Review of Financial Studies (2018)
Open Access | Times Cited: 99

Showing 1-25 of 99 citing articles:

The Limits of Model‐Based Regulation
Markus Behn, Rainer Haselmann, Vikrant Vig
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1635-1684
Open Access | Times Cited: 70
Does Borrowing from Banks Cost More than Borrowing from the Market?
Michael Schwert
The Journal of Finance (2019) Vol. 75, Iss. 2, pp. 905-947
Closed Access | Times Cited: 127
Time‐Varying Asset Volatility and the Credit Spread Puzzle
Du Du, Redouane Elkamhi, Jan Ericsson
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1841-1885
Closed Access | Times Cited: 80
Climate Regulatory Risks and Corporate Bonds
Lee Seltzer, Laura T. Starks, Qifei Zhu
SSRN Electronic Journal (2020)
Open Access | Times Cited: 73
Climate Regulatory Risks and Corporate Bonds
Lee Seltzer, Laura T. Starks, Qifei Zhu
SSRN Electronic Journal (2022)
Open Access | Times Cited: 68
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
Specification Analysis of Structural Credit Risk Models*
Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Review of Finance (2019)
Open Access | Times Cited: 55
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
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
A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis
Hami Amiraslani, Karl V. Lins, Henri Servaes, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 48
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
Corporate Bond Factors: Replication Failures and a New Framework
Jens Dick‐Nielsen, Peter Feldhütter, Lasse Heje Pedersen, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 15
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: 14
How does the bond market price corporate ESG engagement? Evidence from China
Zhiqian Jiang, Yue Xu, Fang Mei, et al.
Economic Analysis and Policy (2023) Vol. 78, pp. 1406-1423
Closed Access | Times Cited: 11
Marketplace Lending, Information Aggregation, and Liquidity
Julian Franks, Nicolas Serrano-Velarde, Oren Sussman
Review of Financial Studies (2020) Vol. 34, Iss. 5, pp. 2318-2361
Open Access | Times Cited: 31
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
The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
Journal of Financial Economics (2024) Vol. 161, pp. 103932-103932
Closed Access | Times Cited: 3
The Corporate Bond Factor Zoo
Alexander Dickerson, Christian Julliard, Philippe Mueller
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Leveraged buyouts and bond credit spreads
Yael Eisenthal-Berkovitz, Peter Feldhütter, Vikrant Vig
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 577-601
Open Access | Times Cited: 24
Can the cure kill the patient? Corporate credit interventions and debt overhang
Nicolas Crouzet, Fabrice Tourre
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 19
Yield Spreads and the Corporate Bond Rollover Channel
Florian Nagler
Review of Finance (2019)
Closed Access | Times Cited: 20
The agency of CoCos: Why contingent convertible bonds are not for everyone
Roman Goncharenko, Steven Ongena, Asad Rauf
Journal of Financial Intermediation (2020) Vol. 48, pp. 100882-100882
Open Access | Times Cited: 18
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
Time-varying ambiguity, credit spreads, and the levered equity premium
Zhan Shi
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 617-646
Closed Access | Times Cited: 19
Page 1 - Next Page

Scroll to top