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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:

Modeling Corporate Bond Returns
Bryan Kelly, DIOGO PALHARES, SETH PRUITT
The Journal of Finance (2023) Vol. 78, Iss. 4, pp. 1967-2008
Closed Access | Times Cited: 88

Showing 1-25 of 88 citing articles:

Deep Learning in Characteristics-Sorted Factor Models
Guanhao Feng, Jingyu He, Nicholas G. Polson, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-36
Open Access | Times Cited: 48
The Cross-Section of Corporate Bond Returns
Guido Baltussen, Frederik Muskens, Patrick Verwijmeren
SSRN Electronic Journal (2025)
Closed Access | Times Cited: 1
Machine Learning and the Implementable Efficient Frontier
Theis Ingerslev Jensen, Bryan T. Kelly, Semyon Malamud, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 35
A One-Factor Model of Corporate Bond Premia
Redouane Elkamhi, Chanik Jo, Yoshio Nozawa
Management Science (2023) Vol. 70, Iss. 3, pp. 1875-1900
Closed Access | Times Cited: 19
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
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
Interpretable machine learning for creditor recovery rates
Abdolreza Nazemi, Frank J. Fabozzi
Journal of Banking & Finance (2024) Vol. 164, pp. 107187-107187
Closed Access | Times Cited: 5
Glass Box Machine Learning and Corporate Bond Returns
Steven L. Bell, Ali Kakhbod, Martin Lettau, et al.
SSRN Electronic Journal (2025)
Closed Access
Commodity Futures Characteristics and Asset Pricing Models
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
The Global Credit Cycle
Nina Boyarchenko, Leonardo Elías
Staff reports (2024)
Open Access | Times Cited: 3
Predicting Corporate Bond Illiquidity via Machine Learning
Axel Cabrol, Wolfgang Drobetz, Tizian Otto, et al.
Financial Analysts Journal (2024) Vol. 80, Iss. 3, pp. 103-127
Open Access | Times Cited: 3
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Diagnostics for asset pricing models
Ai He, Guofu Zhou
Financial Management (2023) Vol. 52, Iss. 4, pp. 617-642
Closed Access | Times Cited: 8
The Corporate Bond Factor Zoo
Alexander Dickerson, Christian Julliard, Philippe Mueller
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
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
Deep Learning Factor Alpha
Guanhao Feng, Jingyu He, Nick Polson, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 24
Climate risks, corporate bonds, and economic uncertainty
Vaibhav Lalwani
Economics Letters (2024), pp. 111984-111984
Closed Access | Times Cited: 2
Predicting Individual Corporate Bond Returns
Guanhao Feng, Xin He, Yanchu Wang, et al.
Journal of Banking & Finance (2024), pp. 107372-107372
Closed Access | Times Cited: 2
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
A New Option Momentum: Compensation for Risk
Heiner Beckmeyer, Ilias Filippou, Guofu Zhou
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Financial Machine Learning
Bryan Kelly, Dacheng Xiu
(2023)
Open Access | Times Cited: 5
Noisy Prices and Return-based Anomalies in Corporate Bonds
Alexander Dickerson, Cesare Robotti, Giulio Rossetti
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Debt Refinancing and Corporate Bond Returns
Yifei Li, Anni Wang, Qun Wu, et al.
(2024)
Closed Access | Times Cited: 1
Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
Zhongtian Chen, Nikolai Roussanov, Xiaoliang Wang, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Systematic Credit Strategies: Factor Dynamics and Cross-Market Spillovers
Javad Keshavarz, Stace Sirmans
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
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