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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:

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
Agostino Capponi, Paul Glasserman, Marko Weber
Management Science (2020) Vol. 66, Iss. 8, pp. 3581-3602
Closed Access | Times Cited: 39

Showing 1-25 of 39 citing articles:

Swing Pricing and Fragility in Open-End Mutual Funds
Dunhong Jin, Marcin Kacperczyk, Bige Kahraman, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 1, pp. 1-50
Open Access | Times Cited: 57
ESG investment preference and fund vulnerability
Wang Hu
International Review of Financial Analysis (2023) Vol. 91, pp. 103002-103002
Closed Access | Times Cited: 17
Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States
Isil Erel, Eduard Inozemtsev
Journal of Financial and Quantitative Analysis (2024), pp. 1-38
Closed Access | Times Cited: 5
Mitigating Fragility in Open-Ended Investment Funds: The Role of Redemption Restrictions
Luis Molestina Vivar
SSRN Electronic Journal (2025)
Closed Access
Bank Debt, Mutual Fund Equity, and Swing Pricing in Liquidity Provision
Yiming Ma, Kairong Xiao, Yao Zeng
SSRN Electronic Journal (2025)
Closed Access
Pay, Stay, or Delay? How to Settle a Run
Rafael Matta, Enrico Perotti
Review of Financial Studies (2023) Vol. 37, Iss. 4, pp. 1368-1407
Open Access | Times Cited: 10
A U-Shaped Flow-Performance Sensitivity Across the Globe
Markus S. Broman, Kelley Bergsma Lovelace
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2
Contagious Bank Runs and Committed Liquidity Support
Zhao Li, Kebin Ma
Management Science (2022) Vol. 68, Iss. 12, pp. 9152-9174
Open Access | Times Cited: 9
Swing Pricing: Theory and Evidence
Agostino Capponi, Paul Glasserman, Marko Weber
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 617-640
Closed Access | Times Cited: 5
Debt Derisking
Jannic Cutura, Gianpaolo Parise, Andreas Schrimpf
Management Science (2024)
Closed Access | Times Cited: 1
Does carbon risk exposure make funds more vulnerable?
Hu Wang
Journal of Empirical Finance (2024) Vol. 78, pp. 101523-101523
Closed Access | Times Cited: 1
Preventing Runs with Redemption Fees 
Xuesong Huang, Todd Keister
(2024)
Closed Access | Times Cited: 1
ETFs and tail dependence: Evidence from Chinese stock market
Wei Ning, Jiahua Zhao, Fuwei Jiang
Journal of International Money and Finance (2024), pp. 103194-103194
Closed Access | Times Cited: 1
Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?
Lennart Dekker, Luis Molestina Vivar, Michael Wedow, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101909-101909
Closed Access | Times Cited: 3
Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply
Agostino Capponi, Albert J. Menkveld, Hongzhong Zhang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 9
Macroprudential stress‑test models: a survey
David Aikman, Daniel Beale, Adam Brinley Codd, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Systemic Portfolio Diversification
Agostino Capponi, Marko Weber
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 4
Stress Testing Spillover Risk in Mutual Funds
Agostino Capponi, Paul Glasserman, Marko Weber
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode
Gabriel Wu, Joe Wong, Tom Fong
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102118-102118
Closed Access
Mutual fund flow-driven trading and the mispricing of cross-listed stocks
David A. Rakowski, J. David Diltz, Anh Tuan Nguyen
Journal of Multinational Financial Management (2024), pp. 100888-100888
Closed Access
Feedback Trading: The Intraday Case of Retail Derivatives
Rainer Baule, Bart Frijns, Sebastian Schlie
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1487-1507
Open Access
A model of risk contagion for mutual funds considering fund redemptions and asset fire sales
Yue Ma, Yunhuan Jia, Jichang Zhao
(2024), pp. 8-12
Closed Access
Flow-Performance Relationship of French Bond Funds
Pierre-Emmanuel Darpeix, Laura-Dona Capotă
SSRN Electronic Journal (2024)
Closed Access
Connected but fragile: Fund-to-fund holdings and redemptions
Milan Szabo
Borsa Istanbul Review (2024)
Open Access
Stress Testing Spillover Risk in Mutual Funds
Agostino Capponi, Paul Glasserman, Marko Weber
Management Science (2024)
Closed Access
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