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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:

The Cross‐Section of Credit Risk Premia and Equity Returns
Nils Friewald, Christian Wagner, Josef Zechner
The Journal of Finance (2014) Vol. 69, Iss. 6, pp. 2419-2469
Open Access | Times Cited: 185

Showing 1-25 of 185 citing articles:

Credit Ratings and Credit Risk: Is One Measure Enough?
Jens Hilscher, Mungo Ivor Wilson
Management Science (2016) Vol. 63, Iss. 10, pp. 3414-3437
Closed Access | Times Cited: 178
Corporate social responsibility and systematic risk: international evidence
Gregor Dorfleitner, Johannes Grebler
The Journal of Risk Finance (2022) Vol. 23, Iss. 1, pp. 85-120
Open Access | Times Cited: 73
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
Tarun Chordia, Amit Goyal, Yoshio Nozawa, et al.
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 4, pp. 1301-1342
Open Access | Times Cited: 153
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
Anomalies and market (dis)integration
Jaewon Choi, Yong-Jun Kim
Journal of Monetary Economics (2018) Vol. 100, pp. 16-34
Closed Access | Times Cited: 124
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Investment‐Based Corporate Bond Pricing
Lars‐Alexander Kuehn, Lukas Schmid
The Journal of Finance (2014) Vol. 69, Iss. 6, pp. 2741-2776
Closed Access | Times Cited: 117
Robust Contracts in Continuous Time
Jianjun Miao, Alejandro Rivera
Econometrica (2016) Vol. 84, Iss. 4, pp. 1405-1440
Open Access | Times Cited: 111
The term structure of CDS spreads and sovereign credit risk
Patrick Augustin
Journal of Monetary Economics (2018) Vol. 96, pp. 53-76
Closed Access | Times Cited: 89
Global Relation between Financial Distress and Equity Returns
Pengjie Gao, Christopher A. Parsons, Jianfeng Shen
Review of Financial Studies (2017) Vol. 31, Iss. 1, pp. 239-277
Open Access | Times Cited: 86
Credit Default Swaps: A Survey
Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, et al.
(2014)
Closed Access | Times Cited: 69
Leverage and the Cross‐Section of Equity Returns
Hitesh Doshi, Kris Jacobs, Praveen Kumar, et al.
The Journal of Finance (2019) Vol. 74, Iss. 3, pp. 1431-1471
Closed Access | Times Cited: 55
Debt Refinancing and Equity Returns
Nils Friewald, Florian Nagler, Christian Wagner
The Journal of Finance (2022) Vol. 77, Iss. 4, pp. 2287-2329
Open Access | Times Cited: 36
The term structure of credit spreads, firm fundamentals, and expected stock returns
Bing Han, Avanidhar Subrahmanyam, Yi Zhou
Journal of Financial Economics (2017) Vol. 124, Iss. 1, pp. 147-171
Closed Access | Times Cited: 51
The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns
Hao Zhang, Yukun Shi, Dun Han, et al.
Journal of Futures Markets (2025)
Open Access
Credit Ratings and Credit Risk
Jens Hilscher, Mungo Ivor Wilson
SSRN Electronic Journal (2011)
Open Access | Times Cited: 50
News sentiment and bank credit risk
Lee A. Smales
Journal of Empirical Finance (2016) Vol. 38, pp. 37-61
Open Access | Times Cited: 42
Extending Fama–French Factors to Corporate Bond Markets
Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, et al.
The Journal of Portfolio Management (2019) Vol. 45, Iss. 3, pp. 141-158
Closed Access | Times Cited: 42
Herding by corporates in the US and the Eurozone through different market conditions
Meryem Duygun, Radu Tunaru, Davide Vioto
Journal of International Money and Finance (2020) Vol. 110, pp. 102311-102311
Open Access | Times Cited: 38
A unified model of distress risk puzzles
Zhiyao Chen, Dirk Hackbarth, Ilya A. Strebulaev
Journal of Financial Economics (2022) Vol. 146, Iss. 2, pp. 357-384
Closed Access | Times Cited: 19
Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns*
Deniz Anginer, Çelim Yıldızhan
Review of Finance (2017) Vol. 22, Iss. 2, pp. 633-660
Closed Access | Times Cited: 39
An analysis of sectoral equity and CDS spreads
Paresh Kumar Narayan
Journal of International Financial Markets Institutions and Money (2014) Vol. 34, pp. 80-93
Closed Access | Times Cited: 37
Credit quality implied momentum profits for Islamic stocks
Paresh Kumar Narayan, Seema Narayan, Dinh Hoang Bach Phan, et al.
Pacific-Basin Finance Journal (2015) Vol. 42, pp. 11-23
Closed Access | Times Cited: 36
Is Tail Risk Priced in Credit Default Swap Premia?
Christian Meine, Hendrik Supper, Gregor Weiß
Review of Finance (2015) Vol. 20, Iss. 1, pp. 287-336
Open Access | Times Cited: 34
Do Stock Returns Really Decrease with Default Risk? New International Evidence
Kevin Aretz, Chris Florackis, Alexandros Kostakis
Management Science (2017) Vol. 64, Iss. 8, pp. 3821-3842
Open Access | Times Cited: 34
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