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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:

Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective
Marco Macchiavelli, Xing Zhou
Management Science (2021) Vol. 68, Iss. 5, pp. 3379-3398
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Hui Chen, ZHUO CHEN, Zhiguo He, et al.
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2563-2620
Open Access | Times Cited: 55
Arbitrage in the market for cryptocurrencies
Tommy Crépellière, Matthias Pelster, Stefan Zeisberger
Journal of Financial Markets (2023) Vol. 64, pp. 100817-100817
Open Access | Times Cited: 23
Market power in wholesale funding: A structural perspective from the triparty repo market
Amy Wang Huber
Journal of Financial Economics (2023) Vol. 149, Iss. 2, pp. 235-259
Closed Access | Times Cited: 18
Bank Debt, Mutual Fund Equity, and Swing Pricing in Liquidity Provision
Yiming Ma, Kairong Xiao, Yao Zeng
SSRN Electronic Journal (2025)
Closed Access
Predictive distributions and the market return: The role of market illiquidity
Michael Ellington, Maria Kalli
European Journal of Operational Research (2025)
Open Access
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Hui Chen, Zhuo Chen, Zhiguo He, et al.
(2019)
Open Access | Times Cited: 26
Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk
Ulrich Krüger, Christoph Roling, Leonid Silbermann, et al.
Journal of Banking Regulation (2024)
Open Access | Times Cited: 2
Interbank liquidity risk transmission to large emerging markets in crisis periods
Imtiaz Sifat, Alireza Zarei, Seyed Mehdi Hosseini, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102200-102200
Open Access | Times Cited: 11
Trading and liquidity in the catastrophe bond market
Markus Herrmann, Martin Hibbeln
Journal of Risk & Insurance (2022) Vol. 90, Iss. 2, pp. 283-328
Open Access | Times Cited: 11
How does the repo market behave under stress? Evidence from the COVID-19 crisis
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
Journal of Financial Stability (2023) Vol. 70, pp. 101193-101193
Open Access | Times Cited: 6
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Hui Chen, Zhuo Chen, Zhiguo He, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 17
Competing with Inventory in Dealership Markets
Yu An
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 15
Managing Regulatory Pressure: Bank Regulation and its Impact on Corporate Bond Intermediation
Andreas C. Rapp, Martin Waibel
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Intermediary Leverage Shocks and Funding Conditions
Jean‐Sébastien Fontaine, René García, Sermin Gungor
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
The Dynamics of the U.S. Overnight Triparty Repo Market
Mark E. Paddrik, Carlos Ramírez, Matthew McCormick
FEDS Notes (2021) Vol. 2021.0, Iss. 2948
Closed Access | Times Cited: 6
Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations
Mathias S. Kruttli, Marco Macchiavelli, Phillip Monin, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Financial Intermediaries and Contagion in Market Efficiency: The Case of ETFs
Claire Yurong Hong, Frank Weikai Li, Avanidhar Subrahmanyam
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
Cutting Operational Costs by Integrating Fintech into Traditional Banking Firms
Linda J. S. Allen, Yu Shan, Yi Tang, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Leverage Constraints Affect Portfolio Choice: Evidence from Closed-End Funds
Petri Jylhä, Paul Rintamäki
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Do Margins Contribute to Market Illiquidity? Evidence from the S&P 500 Futures
Yang‐Ho Park
(2024)
Closed Access
Intermediary Leverage Shocks and Funding Conditions
Jean‐Sébastien Fontaine, René García, Sermin Gungor
The Journal of Finance (2024)
Closed Access
Debt versus Equity in Liquidity Provision
Yiming Ma, Kairong Xiao, Yao Zeng
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
How Does the Repo Market Behave Under Stress? Evidence from the Covid-19 Crisis
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
Funding Liquidity Risk in Emerging Markets: Is COVID-19 Any Different?
Imtiaz Sifat, Alireza Zarei, Seyed Mehdi Hosseini, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 1
Collateral Choice
Benedikt Ballensiefen
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
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