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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:

What is the Expected Return on the Market?*
Ian Martin
The Quarterly Journal of Economics (2016) Vol. 132, Iss. 1, pp. 367-433
Open Access | Times Cited: 437

Showing 26-50 of 437 citing articles:

The conditional expected market return
Fousseni Chabi-Yo, Johnathan Loudis
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 752-786
Closed Access | Times Cited: 71
Benchmarking Quantum Annealing Controls with Portfolio Optimization
Erica Grant, Travis S. Humble, Benjamin Stump
Physical Review Applied (2021) Vol. 15, Iss. 1
Open Access | Times Cited: 69
Common shocks in stocks and bonds
Anna Cieślak, Hao Pang
Journal of Financial Economics (2021) Vol. 142, Iss. 2, pp. 880-904
Open Access | Times Cited: 69
Sentiment and Speculation in a Market with Heterogeneous Beliefs
Ian Martin, Dimitris Papadimitriou
American Economic Review (2022) Vol. 112, Iss. 8, pp. 2465-2517
Open Access | Times Cited: 41
Recovering the FOMC risk premium
Hong Liu, Xiaoxiao Tang, Guofu Zhou
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 45-68
Closed Access | Times Cited: 38
The Lost Capital Asset Pricing Model
Daniel Andrei, Julien Cujean, Mungo Ivor Wilson
The Review of Economic Studies (2023) Vol. 90, Iss. 6, pp. 2703-2762
Open Access | Times Cited: 30
The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
Yacine Aït‐Sahalia, Mustafa Karaman, Loriano Mancini
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 81
Capital Share Risk in U.S. Asset Pricing
Martin Lettau, Sydney C. Ludvigson, Sai Ma
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1753-1792
Closed Access | Times Cited: 71
(Almost) Model‐Free Recovery
Paul Schneider, Fabio Trojani
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 323-370
Closed Access | Times Cited: 70
Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
Emmanuel Farhi, Gourio François
Brookings Papers on Economic Activity (2018) Vol. 2018, Iss. 2, pp. 147-250
Open Access | Times Cited: 68
Asset Prices and Portfolio Choice with Learning from Experience
Paul Ehling, Alessandro Graniero, Christian Heyerdahl-Larsen
The Review of Economic Studies (2017) Vol. 85, Iss. 3, pp. 1752-1780
Open Access | Times Cited: 68
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66
A Bound on Expected Stock Returns
Ohad Kadan, Xiaoxiao Tang
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1565-1617
Closed Access | Times Cited: 65
Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65
Disaster Resilience and Asset Prices
Marco Pagano, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2021)
Open Access | Times Cited: 46
A Model of Two Days: Discrete News and Asset Prices
Jessica A. Wachter, Yicheng Zhu
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2246-2307
Closed Access | Times Cited: 45
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: 44
Portfolio optimization with digitized counterdiabatic quantum algorithms
Narendra N. Hegade, Pranav Chandarana, Koushik Paul, et al.
Physical Review Research (2022) Vol. 4, Iss. 4
Open Access | Times Cited: 37
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov
Management Science (2022) Vol. 69, Iss. 2, pp. 922-939
Closed Access | Times Cited: 32
Corporate Discount Rates
Niels Joachim Gormsen, Kilian Huber
(2023)
Open Access | Times Cited: 17
Measuring macroeconomic tail risk
Roberto Marfè, Julien Pénasse
Journal of Financial Economics (2024) Vol. 156, pp. 103838-103838
Open Access | Times Cited: 6
Charting by machines
Scott Murray, Yusen Xia, Houping Xiao
Journal of Financial Economics (2024) Vol. 153, pp. 103791-103791
Closed Access | Times Cited: 6
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
Valuation Fundamentals
Paul H. Décaire, John R. Graham
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 6
Generalized recovery
Christian Skov Jensen, David Lando, Lasse Heje Pedersen
Journal of Financial Economics (2018) Vol. 133, Iss. 1, pp. 154-174
Open Access | Times Cited: 58

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