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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:

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

Showing 1-25 of 35 citing articles:

Do changes in the implied volatility of stock options predict future changes in CDS spreads?
Changsoo Hong, Yuen Jung Park
Journal of Derivatives and Quantitative Studies 선물연구 (2025)
Closed Access
The Bond-Pricing Implications of Rating-Based Capital Requirements
Scott Murray, Stanislava Nikolova
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 6, pp. 2177-2207
Closed Access | Times Cited: 29
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
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
Extreme illiquidity and cross-sectional corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu, et al.
Journal of Financial Markets (2024) Vol. 68, pp. 100895-100895
Closed Access | Times Cited: 2
Hedging investment-grade and high-yield bonds with credit VIX
Elie Bouri, Naif Alsagr
Economics Letters (2024) Vol. 237, pp. 111630-111630
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
Noisy Prices and Return-based Anomalies in Corporate Bonds
Alexander Dickerson, Cesare Robotti, Giulio Rossetti
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Options Trading and Corporate Debt Structure
Jie Cao, Michael G. Hertzel, Jie Xu, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 13
Common risk factors in cross-sectional FX options returns
Xuanchen Zhang, Raymond H.Y. So, Tarik Driouchi
Review of Finance (2024) Vol. 28, Iss. 3, pp. 897-944
Open 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
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Tong Wang
Review of Finance (2022) Vol. 27, Iss. 1, pp. 325-367
Open Access | Times Cited: 5
Downside Risk and the Cross-section of Corporate Bond Returns
Patrick Augustin, Linxiao Cong, Ricardo Lopez Aliouchkin, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Predicting Individual Corporate Bond Returns
Xin He, Guanhao Feng, Junbo Wang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
Counterparty Risk and Cross-market Price Discovery: Evidence from a Quasi-natural Experiment
Seongjin Kim
SSRN Electronic Journal (2024)
Closed Access
Finding value in the U.S. corporate bond market
Liuren Wu, Hashim Zaman
(2024)
Closed Access
Oil Price Uncertainty and Corporate Debt Choice: International Evidence
Md Ruhul Amin, Hamdi Ben‐Nasr, Abdullah Al Masum
(2024)
Closed Access
The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis
Najaf Iqbal, Elie Bouri, Oktay Özkan
Research in International Business and Finance (2024), pp. 102607-102607
Closed Access
Options trading and corporate debt structure
Jie Cao, Michael G. Hertzel, Jie Xu, et al.
Journal of Accounting and Public Policy (2024) Vol. 49, pp. 107274-107274
Closed Access
Factor Investing with Delays
Alexander Dickerson, Cesare Robotti, Yoshio Nozawa
(2024)
Closed Access
Predicting Individual Corporate Bond Returns
Guanhao Feng, Xin He, Yanchu Wang, et al.
SSRN Electronic Journal (2024)
Closed Access
Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
Jie Cao, Amit Goyal, Yajing Wang, et al.
SSRN Electronic Journal (2024)
Closed Access
Understanding the cross‐section of CDS returns using equity options
Diep Duong, Sunjin Park
The Journal of Financial Research (2024)
Closed Access
Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns
Tao Huang, Liang Jiang, Junye Li
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Fundamentals, real-time uncertainty and CDS index spreads
Alena Audzeyeva, Xu Wang
Review of Quantitative Finance and Accounting (2023) Vol. 61, Iss. 1, pp. 1-33
Open Access | Times Cited: 1
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