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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:

Treasury Inconvenience Yields during the COVID-19 Crisis
Zhiguo He, Stefan Nagel, Zhaogang Song
(2020)
Open Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
Valentin Haddad, Alan Moreira, Tyler Muir
Review of Financial Studies (2020) Vol. 34, Iss. 11, pp. 5309-5351
Open Access | Times Cited: 290
Corporate Bond Liquidity during the COVID-19 Crisis
Mahyar Kargar, Benjamin Lester, David Lindsay, et al.
Review of Financial Studies (2021) Vol. 34, Iss. 11, pp. 5352-5401
Open Access | Times Cited: 194
In sickness and in debt: The COVID-19 impact on sovereign credit risk
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 3, pp. 1251-1274
Open Access | Times Cited: 123
Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises
Gustavo Cortés, George Gao, Felipe Bastos G. Silva, et al.
Journal of International Money and Finance (2021) Vol. 122, pp. 102543-102543
Open Access | Times Cited: 118
Corporate bond market reactions to quantitative easing during the COVID-19 pandemic
Yoshio Nozawa, Yancheng Qiu
Journal of Banking & Finance (2021) Vol. 133, pp. 106153-106153
Open Access | Times Cited: 98
The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets
Adam Zaremba, Renatas Kizys, Panagiotis Tzouvanas, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 71, pp. 101284-101284
Open Access | Times Cited: 88
Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
Adam Zaremba, Renatas Kizys, David Y. Aharon, et al.
Finance research letters (2021) Vol. 44, pp. 102042-102042
Open Access | Times Cited: 74
The Treasury Market in Spring 2020 and the Response of the Federal Reserve
Annette Vissing‐Jørgensen
Journal of Monetary Economics (2021) Vol. 124, pp. 19-47
Closed Access | Times Cited: 68
Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
Adam Zaremba, Renatas Kizys, David Y. Aharon
Finance research letters (2021) Vol. 43, pp. 102011-102011
Open Access | Times Cited: 64
Bank-Intermediated Arbitrage
Nina Boyarchenko, Thomas M. Eisenbach, Pooja Gupta, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 60
Coronavirus: Impact on Stock Prices and Growth Expectations
Niels Joachim Gormsen, Ralph S. J. Koijen
SSRN Electronic Journal (2020)
Open Access | Times Cited: 51
The Private Production of Safe Assets
Marcin Kacperczyk, Christophe Pérignon, Guillaume Vuillemey
The Journal of Finance (2020) Vol. 76, Iss. 2, pp. 495-535
Closed Access | Times Cited: 51
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
Foreign to all but fluent in many: The effect of multinationality on shock resilience
Harald Puhr, Jakob Müllner
Journal of World Business (2022) Vol. 57, Iss. 6, pp. 101370-101370
Closed Access | Times Cited: 27
Liquidity, Liquidity Everywhere, Not a Drop to Use: Why Flooding Banks with Central Bank Reserves May Not Expand Liquidity
Viral V. Acharya, Raghuram G. Rajan
The Journal of Finance (2024) Vol. 79, Iss. 5, pp. 2943-2991
Closed Access | Times Cited: 6
The Term Structure of Interest Rates in a Heterogeneous Monetary Union
James Costain, Galo Nuño, Carlos Thomas
SSRN Electronic Journal (2022)
Open Access | Times Cited: 26
Corporate Bond Liquidity During the COVID-19 Crisis
Mahyar Kargar, Benjamin Lester, David Lindsay, et al.
(2020)
Open Access | Times Cited: 37
Hedge Funds and the Treasury Cash-Futures Disconnect
Daniel Barth, R. Jay Kahn
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 31
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
COVID-19 Pandemic, Urban Resilience and Real Estate Prices: The Experience of Cities in the Yangtze River Delta in China
Chuanhao Tian, Xintian Peng, Xiang Zhang
Land (2021) Vol. 10, Iss. 9, pp. 960-960
Open Access | Times Cited: 25
Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis
Mathias S. Kruttli, Phillip Monin, Lubomir Petrasek, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 23
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
Nusret Cakici, Adam Zaremba
Journal of International Financial Markets Institutions and Money (2021) Vol. 72, pp. 101333-101333
Open Access | Times Cited: 19
Corporate bond liquidity and yield spreads: A review
Michael A. Goldstein, Elmira Shekari Namin
Research in International Business and Finance (2023) Vol. 65, pp. 101925-101925
Closed Access | Times Cited: 6
The COVID-19 Pandemic and Sovereign Bond Risk
Alin Marius Andrieș, Steven Ongena, Nicu Sprincean
SSRN Electronic Journal (2020)
Open Access | Times Cited: 17
How do secured funding markets behave under stress? Evidence from the gilt repo market
Anne‐Caroline Hüser, Caterina Lepore, Luitgard Anna Maria Veraart
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 14
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