Open Access Helper

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:

Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets
Antonio Falato, Itay Goldstein, Alı Hortaçsu
SSRN Electronic Journal (2020)
Open Access | Times Cited: 53

Showing 1-25 of 53 citing articles:

Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program
Isil Erel, Jack Liebersohn
(2020)
Open Access | Times Cited: 105
Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds
Lei Li, Yi Li, Marco Macchiavelli, et al.
Review of Financial Studies (2021) Vol. 34, Iss. 11, pp. 5402-5437
Open Access | Times Cited: 95
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
Hao Jiang, Yi Li, Zheng Sun, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 277-302
Closed Access | Times Cited: 79
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Zhiguo He, Paymon Khorrami, Zhaogang Song
Review of Financial Studies (2022) Vol. 35, Iss. 10, pp. 4630-4673
Open Access | Times Cited: 41
SVB and Beyond: The Banking Stress of 2023
Viral V. Acharya, Matthew Richardson, Kermit L. Schoenholtz, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 28
When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
Valentin Haddad, Alan Moreira, Tyler Muir
(2020)
Open Access | Times Cited: 63
The COVID-19 Pandemic and Sovereign Bond Risk
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101527-101527
Open Access | Times Cited: 42
The exclamation mark of Cain: Risk salience and mutual fund flows
Yevgeny Mugerman, Nadav Steinberg, Zvi Wiener
Journal of Banking & Finance (2021) Vol. 134, pp. 106332-106332
Closed Access | Times Cited: 39
The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum
Caitlin D. Dannhauser, Saeid Hoseinzade
Review of Financial Studies (2021) Vol. 35, Iss. 1, pp. 51-90
Closed Access | Times Cited: 34
Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Zaghum Umar, Youssef Manel, Yasir Riaz, et al.
Pacific-Basin Finance Journal (2021) Vol. 67, pp. 101563-101563
Closed Access | Times Cited: 34
Corporate Bond Liquidity During the COVID-19 Crisis
Mahyar Kargar, Benjamin Lester, David Lindsay, et al.
(2020)
Open Access | Times Cited: 37
Raising Bond Capital in Segmented Markets
Kerry Siani
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 21
The Rise of Bond Financing in Europe
Olivier Darmouni, Melina Papoutsi
SSRN Electronic Journal (2022)
Open Access | Times Cited: 20
Mutual Fund Fragility, Dealer Liquidity Provisions, and the Pricing of Municipal Bonds
Yi Li, Maureen O’Hara, Xing Zhou
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 30
Crowding Out Bank Loans: Liquidity-Driven Bond Issuance
Olivier Darmouni, Kerry Siani
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 28
COVID-19 pandemic and debt financing by firms: Unravelling the channels
Balagopal Gopalakrishnan, Joshy Jacob, Sanket Mohapatra
Economic Modelling (2022) Vol. 114, pp. 105929-105929
Open Access | Times Cited: 16
Liquidity Support and Distress Resilience in Bank-Affiliated Mutual Funds
Giulio Bagattini, Falko Fecht, Ángela Maddaloni
SSRN Electronic Journal (2023)
Open Access | Times Cited: 8
Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program
Camelia Minoiu, Rebecca Zarutskie, Andrei Zlate
Finance and Economics Discussion Series (2021) Vol. 2021.0, Iss. 77, pp. 1-76
Open Access | Times Cited: 19
Steering a Ship in Illiquid Waters: Active Management of Passive Funds
Naz Koont, Yiming Ma, Ľuboš Pástor, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 13
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF
Simon Gilchrist, Bin Wei, Vivian Z. Yue, et al.
Working paper series (2024)
Open Access | Times Cited: 2
Bond market stimulus: Firm-level evidence
Olivier Darmouni, Kerry Siani
Journal of Monetary Economics (2024), pp. 103728-103728
Closed Access | Times Cited: 2
Corporate Bond Liquidity During the COVID-19 Crisis
Mahyar Kargar, Benjamin Lester, David Lindsay, et al.
Working paper (2020)
Open Access | Times Cited: 18
Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels
Viral V. Acharya, Ryan Banerjee, Matteo Crosignani, et al.
(2022)
Open Access | Times Cited: 11
Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis
Grace Arnold, Meredith E. Rhodes
Finance research letters (2020) Vol. 42, pp. 101911-101911
Closed Access | Times Cited: 17
Non-bank financial intermediaries and financial stability
Sirio Aramonte, Andreas Schrimpf, Hyun Song Shin
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15
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