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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:

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

Showing 1-25 of 80 citing articles:

Quasi-Maximum Likelihood for Estimating Structural Models
Malek Ben-Abdellatif, Hatem Ben‐Ameur, Rim Chérif, et al.
Studies in Nonlinear Dynamics and Econometrics (2025)
Closed Access | Times Cited: 1
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
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao, et al.
Management Science (2022) Vol. 69, Iss. 3, pp. 1375-1397
Open Access | Times Cited: 35
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
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
How Integrated are Credit and Equity Markets? Evidence from Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
The Journal of Finance (2023) Vol. 79, Iss. 2, pp. 949-992
Open Access | Times Cited: 15
Zero leverage and the value in waiting to have debt
Babak Lotfaliei
Journal of Banking & Finance (2018) Vol. 97, pp. 335-349
Closed Access | Times Cited: 43
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
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
Optimal Time-Consistent Debt Policies
Andrey Malenko, Anton Tsoy
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 27
A Joint Factor Model for Bonds, Stocks, and Options
Turan G. Bali, Heiner Beckmeyer, Amit Goyal
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
SSRN Electronic Journal (2010)
Open Access | Times Cited: 33
Structural GARCH: The Volatility-Leverage Connection
Robert F. Engle, Emil Siriwardane
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 449-492
Open Access | Times Cited: 28
The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning
Turan G. Bali, Amit Goyal, Dashan Huang, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 19
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
Industry Competition, Credit Spreads, and Levered Equity Returns
Alexandre Corhay
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 19
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
Jump and volatility risk in the cross-section of corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu
Journal of Financial Markets (2022) Vol. 60, pp. 100733-100733
Closed Access | Times Cited: 10
Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
Gurdip Bakshi, Xiaohui Gao, Zhaodong Zhong
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 391-413
Closed Access | Times Cited: 10
Bonds vs. Equities: Information for Investment
Huifeng Chang, Adrien d’Avernas, Andrea L. Eisfeldt
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 12
Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives
Thuy Thi Thu Truong, Jungmu Kim
Sustainability (2019) Vol. 11, Iss. 24, pp. 6962-6962
Open Access | Times Cited: 13
To expand and to abandon: Real options under asset variance risk premium
Hedayat Alibeiki, Babak Lotfaliei
European Journal of Operational Research (2021) Vol. 300, Iss. 2, pp. 771-787
Closed Access | Times Cited: 11
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
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