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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:

An intertemporal CAPM with stochastic volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, et al.
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 207-233
Open Access | Times Cited: 302

Showing 26-50 of 302 citing articles:

Explanations for the Volatility Effect: An OverviewBased on the CAPM Assumptions
David Blitz, Eric Falkenstein, Pim van Vliet
The Journal of Portfolio Management (2014) Vol. 40, Iss. 3, pp. 61-76
Closed Access | Times Cited: 76
Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
Andrey Golubov, Theodosia Konstantinidi
The Journal of Finance (2019) Vol. 74, Iss. 6, pp. 3135-3186
Open Access | Times Cited: 75
Economic Uncertainty, Disagreement, and Credit Markets
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
Management Science (2013) Vol. 60, Iss. 5, pp. 1281-1296
Closed Access | Times Cited: 74
Factor Structure in Commodity Futures Return and Volatility
Peter Christoffersen, Asger Lunde, Kasper V. Olesen
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 3, pp. 1083-1115
Open Access | Times Cited: 67
Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65
Liquidity, style investing and excess comovement of exchange-traded fund returns
Markus S. Broman
Journal of Financial Markets (2016) Vol. 30, pp. 27-53
Closed Access | Times Cited: 63
The short duration premium
Andrei S. Gonçalves
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 919-945
Closed Access | Times Cited: 53
The cross section of the monetary policy announcement premium
Hengjie Ai, Leyla Jianyu Han, Xuhui Pan, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 247-276
Closed Access | Times Cited: 48
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Can Gao, Ian Martin
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 3211-3254
Open Access | Times Cited: 43
Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach
Tianxiang Cui, Nanjiang Du, Xiaoying Yang, et al.
Technological Forecasting and Social Change (2023) Vol. 198, pp. 122944-122944
Open Access | Times Cited: 21
When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
Yacine Aït‐Sahalia, Felix Matthys, Emilio Osambela, et al.
Journal of Econometrics (2024), pp. 105654-105654
Closed Access | Times Cited: 6
Asset Growth, Profitability, and Investment Opportunities
Ilan Cooper, Paulo F. Maio
Management Science (2018) Vol. 65, Iss. 9, pp. 3988-4010
Open Access | Times Cited: 57
How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
Stocks with extreme past returns: Lotteries or insurance?
Alexander Barinov
Journal of Financial Economics (2018) Vol. 129, Iss. 3, pp. 458-478
Closed Access | Times Cited: 53
Macro variables and the components of stock returns
Paulo F. Maio, Dennis Philip
Journal of Empirical Finance (2015) Vol. 33, pp. 287-308
Open Access | Times Cited: 53
A tale of two volatilities: Sectoral uncertainty, growth, and asset prices
Gill Segal
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 110-140
Closed Access | Times Cited: 46
Financial intermediation and capital reallocation
Hengjie Ai, Kai Li, Fang Yang
Journal of Financial Economics (2020) Vol. 138, Iss. 3, pp. 663-686
Closed Access | Times Cited: 43
What Drives the Size and Value Factors?
Jiacui Li
The Review of Asset Pricing Studies (2022) Vol. 12, Iss. 4, pp. 845-885
Open Access | Times Cited: 27
Disagreement in economic forecasts and equity returns: risk or mispricing?
Turan G. Bali, Stephen J. Brown, Yi Tang
China Finance Review International (2022) Vol. 13, Iss. 3, pp. 309-341
Closed Access | Times Cited: 24
Why Does Volatility Uncertainty Predict Equity Option Returns?
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
Quarterly Journal of Finance (2023) Vol. 13, Iss. 01
Open Access | Times Cited: 14
The impact of informed trading on the effectiveness of technical indicators: A behavioral finance perspective
Fei Xie, Yi Zhang, Yangyang Yao, et al.
Pacific-Basin Finance Journal (2025), pp. 102716-102716
Closed Access
A Reminder that, in First-Best Equilibriums, Risk Premiums are not Directly Spanned by any of Uncertainty Risk, Volatility Risk, or Aggregate Risk
Oghenovo A. Obrimah
(2025)
Closed Access
Volatility of Price-Earnings Ratio and Return Predictability
Xiaoquan Jiang, Li Chen
(2025)
Closed Access
Stock return and cash flow predictability: The role of volatility risk
Tim Bollerslev, Lai Xu, Hao Zhou
Journal of Econometrics (2015) Vol. 187, Iss. 2, pp. 458-471
Open Access | Times Cited: 49
Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns
Irina Zviadadze
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1529-1566
Closed Access | Times Cited: 47

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