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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:

Specification Analysis of Structural Credit Risk Models*
Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Review of Finance (2019)
Open Access | Times Cited: 55

Showing 1-25 of 55 citing articles:

How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
Jing‐Zhi Huang, Mingxin Huang
The Review of Asset Pricing Studies (2012) Vol. 2, Iss. 2, pp. 153-202
Open Access | Times Cited: 1067
Rollover Risk and Credit Risk
Zhiguo He, Wei Xiong
The Journal of Finance (2012) Vol. 67, Iss. 2, pp. 391-430
Open Access | Times Cited: 544
The Empirical Analysis of Liquidity
Craig W. Holden, Stacey E. Jacobsen, Avanidhar Subrahmanyam
Foundations and Trends® in Finance (2014) Vol. 8, Iss. 4, pp. 263-365
Closed Access | Times Cited: 139
Bond Illiquidity and Excess Volatility
Jack Bao, Jun Pan
Review of Financial Studies (2013) Vol. 26, Iss. 12, pp. 3068-3103
Open Access | Times Cited: 104
Pricing Credit Default Swaps with Observable Covariates
Hitesh Doshi, Jan Ericsson, Kris Jacobs, et al.
Review of Financial Studies (2013) Vol. 26, Iss. 8, pp. 2049-2094
Closed Access | Times Cited: 76
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Valuation of European firms during the Russia–Ukraine war
Alexandros Bougias, Athanasios Episcopos, George N. Leledakis
Economics Letters (2022) Vol. 218, pp. 110750-110750
Open Access | Times Cited: 32
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
A Value at Risk Analysis of Credit Default Swaps
Burkhard Raunig, Martin Scheicher
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 70
Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns
Söhnke M. Bartram, Mark Grinblatt, Yoshio Nozawa
Journal of Financial and Quantitative Analysis (2024), pp. 1-49
Open Access | Times Cited: 4
Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China
Yi‐Shuai Ren, Tony Klein, Jiang Yong, et al.
Energy Economics (2025), pp. 108294-108294
Closed Access
Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
Song Han, Hao Zhou
Quarterly Journal of Finance (2016) Vol. 06, Iss. 03, pp. 1650012-1650012
Open Access | Times Cited: 36
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
Measuring ESG risk premia with contingent claims
Ioannis Michopoulos, Alexandros Bougias, Athanasios Episcopos, et al.
European Journal of Finance (2024), pp. 1-24
Closed Access | Times Cited: 3
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
Michael B. Gordy, Søren Willemann
Management Science (2011) Vol. 58, Iss. 3, pp. 476-492
Open Access | Times Cited: 29
Single and joint default in a structural model with purely discontinuous asset prices
Filippo Fiorani, Elisa Luciano, Patrizia Semeraro
Quantitative Finance (2009) Vol. 10, Iss. 3, pp. 249-263
Closed Access | Times Cited: 30
Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants:Evidence from the Credit Default Swap Market
Uğur N. Küçük
The Journal of Fixed Income (2010) Vol. 19, Iss. 4, pp. 44-66
Closed Access | Times Cited: 26
Excess Volatility of Corporate Bonds
Jack Bao, Jun Pan
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 20
Misrepresentation and capital structure: Quantifying the impact on corporate debt value
Xinghua Zhou, R. Mark Reesor
Journal of Corporate Finance (2015) Vol. 34, pp. 293-310
Closed Access | Times Cited: 13
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
Söhnke M. Bartram, Mark Grinblatt, Yoshio Nozawa
SSRN Electronic Journal (2020)
Open Access | Times Cited: 12
Contingent Claims and Hedging of Credit Risk with Equity Options
Davide Avino, Enrique Salvador
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 310-348
Open 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
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
Söhnke M. Bartram, Mark Grinblatt, Yoshio Nozawa
(2020)
Open Access | Times Cited: 11
Dynamic optimal capital structure with regime switching
Robert J. Elliott, Jia Shen
Annals of Finance (2015) Vol. 11, Iss. 2, pp. 199-220
Closed Access | Times Cited: 10
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