The DOI matches its Crossref record; 21 of the 21 references it cites were found in a registry or an index.
The Volcker Rule and corporate bond market making in times of stress
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Petersen, M. A. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn053 · Cited by 10,746
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
Market Liquidity and Funding Liquidity
Brunnermeier, M. K., & Pedersen, L. H. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn098 · Cited by 4,835
Robust Inference With Multiway Clustering
Cameron, A. C., Gelbach, J. B., & Miller, D. L. (2011) · Journal of Business & Economic Statistics · doi:10.1198/jbes.2010.07136 · Cited by 3,203
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
Huang, J.-Z., & Huang, M. (2012) · Review of Asset Pricing Studies · doi:10.1093/rapstu/ras011 · Cited by 1,000
The Illiquidity of Corporate Bonds
BAO, J., PAN, J., & WANG, J. (2011) · The Journal of Finance · doi:10.1111/j.1540-6261.2011.01655.x · Cited by 978
Self-citationStructural Models of Corporate Bond Pricing: An Empirical Analysis
Eom, Y. H., Helwege, J., & Huang, J.-Z. (2004) · Review of Financial Studies · doi:10.1093/rfs/hhg053 · Cited by 926
Corporate bond liquidity before and after the onset of the subprime crisis
Dick-Nielsen, J., Feldhütter, P., & Lando, D. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.10.009 · Cited by 786
Carry Trades and Currency Crashes
Brunnermeier, M. K., Nagel, S., & Pedersen, L. H. (2008) · NBER Macroeconomics Annual · doi:10.1086/593088 · Cited by 738
Measuring Abnormal Bond Performance
Bessembinder, H., Kahle, K. M., Maxwell, W. F., & Xu, D. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn105 · Cited by 655
Cited by
MENKVELD, A. J., DREBER, A., HOLZMEISTER, F., HUBER, J., JOHANNESSON, M., KIRCHLER, M., NEUSÜß, S., RAZEN, M., WEITZEL, U., ABAD‐DÍAZ, D., et al. (2024) · The Journal of Finance · doi:10.1111/jofi.13337 · Cited by 113
Metadata
- Authors
- Bao, J., O’Hara, M., & (Alex) Zhou, X.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2018-10
- Volume
- 130
- Issue
- 1
- Pages
- 95-113
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2808714155
- Cited by
- 283
- References
- 21
- FWCI
- 34.95
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: The Volcker Rule and corporate bond market making in times of stress. https://app.cochat.ai/papers/10.1016/j.jfineco.2018.06.001
- The paper
- Bao, J., O’Hara, M., & (Alex) Zhou, X. (2018). The Volcker Rule and corporate bond market making in times of stress. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2018.06.001
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.