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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:

Consumption Volatility Risk
Oliver Boguth, LARS‐ALEXANDER KUEHN
The Journal of Finance (2013) Vol. 68, Iss. 6, pp. 2589-2615
Closed Access | Times Cited: 153

Showing 26-50 of 153 citing articles:

Cash flow management, performance and risk: evidence from Greece
Gerasimos G. Rompotis
EuroMed Journal of Business (2024)
Closed Access | Times Cited: 3
…and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Caroline Zhu
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 34
Firm characteristics, consumption risk, and firm-level risk exposures
Robert F. Dittmar, Christian Lundblad
Journal of Financial Economics (2017) Vol. 125, Iss. 2, pp. 326-343
Open Access | Times Cited: 30
Horizon-Specific Macroeconomic Risks and the Cross-Section of Expected Returns
Martijn Boons, Andrea Tamoni
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 24
Price-Dividend Ratio Factor Proxies for Long-Run Risks
Ravi Jagannathan, Srikant Marakani
The Review of Asset Pricing Studies (2015) Vol. 5, Iss. 1, pp. 1-47
Open Access | Times Cited: 24
Asset Pricing with Horizon-Dependent Risk Aversion
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
SSRN Electronic Journal (2014)
Open Access | Times Cited: 23
The systematic pricing of market sentiment shock
Samuel Xin Liang
European Journal of Finance (2018) Vol. 24, Iss. 18, pp. 1835-1860
Closed Access | Times Cited: 21
Uncertainty, Risk, and Capital Growth
Gill Segal, Ivan Shaliastovich
SSRN Electronic Journal (2023)
Open Access | Times Cited: 6
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
SSRN Electronic Journal (2012)
Open Access | Times Cited: 23
Tails, Fears, and Equilibrium Option Prices
David Schreindorfer
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 20
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
SSRN Electronic Journal (2012)
Open Access | Times Cited: 20
A Long-run Risks Model with Long- and Short-Run Volatilities: Explaining Predictability and Volatility Risk Premium
Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 17
Transaction costs, liquidity risk, and the CCAPM
Weimin Liu, Di Luo, Huainan Zhao
Journal of Banking & Finance (2015) Vol. 63, pp. 126-145
Open Access | Times Cited: 14
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
Jozef Baruník, Matěj Nevrla
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1590-1646
Open Access | Times Cited: 8
Sovereign risk premia and global macroeconomic conditions
Sandro C. Andrade, Adelphe Ekponon, Alexandre Jeanneret
Journal of Financial Economics (2022) Vol. 147, Iss. 1, pp. 172-197
Closed Access | Times Cited: 8
A Skeptical Appraisal of Robust Asset Pricing Tests
Tim Alexander Kroencke, Julian Thimme
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 11
Disaster learning and aggregate investment
Yingjie Niu, Jinqiang Yang, Zhentao Zou
Journal of Economic Theory (2024) Vol. 220, pp. 105872-105872
Closed Access | Times Cited: 1
Nonsubstitutable Consumption Growth Risk
Robert F. Dittmar, Christian Schlag, Julian Thimme
Management Science (2024)
Closed Access | Times Cited: 1
Demand Risk and Diversification through International Trade
Federico Esposito
SSRN Electronic Journal (2020)
Open Access | Times Cited: 11
The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models
Yuanyuan Zhang, Yue‐Jun Zhang
International Review of Financial Analysis (2022) Vol. 84, pp. 102418-102418
Closed Access | Times Cited: 7
It's not that important: The negligible effect of oil market uncertainty
Libo Yin, Jiabao Feng, Li Liu, et al.
International Review of Economics & Finance (2018) Vol. 60, pp. 62-84
Closed Access | Times Cited: 10
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks
Georgios Xyngis
Journal of Empirical Finance (2017) Vol. 44, pp. 43-65
Open Access | Times Cited: 10
Asset pricing with data revisions
Daniel Borup, Erik Christian Montes Schütte
Journal of Financial Markets (2021) Vol. 59, pp. 100620-100620
Open Access | Times Cited: 9
Consumption Volatility and the Cross-Section of Stock Returns
Roméo Tédongap
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 10
State Variable Hedging and Individual Stocks: New Evidence for the ICAPM
Martijn Boons
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 9

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