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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:

Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121

Showing 26-50 of 121 citing articles:

The COVID-19 Pandemic and Corporate Dividend Policy
Georg Cejnek, Otto Randl, Josef Zechner
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 16
Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process
Khaldoun Khashanah, Majeed Simaan, Yusif Simaan
International Review of Financial Analysis (2022) Vol. 81, pp. 102068-102068
Closed Access | Times Cited: 9
What we know about the low-risk anomaly: a literature review
Joshua Traut
Financial markets and portfolio management (2023) Vol. 37, Iss. 3, pp. 297-324
Open Access | Times Cited: 5
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Minhao Leong, Simon Kwok
Journal of Empirical Finance (2023) Vol. 74, pp. 101420-101420
Closed Access | Times Cited: 5
The volatility puzzle of the low-risk anomaly
Pedro Barroso, Andrew L. Detzel, Paulo F. Maio
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 12
Do idiosyncratic skewness and kurtosis really matter?
Mohamed Ayadi, Xu Cao, Skander Lazrak, et al.
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 101008-101008
Closed Access | Times Cited: 13
Exploring Low-Risk Anomalies: A Dynamic CAPM Utilizing a Machine Learning Approach
Jiawei Wang, Zhen Chen
Mathematics (2023) Vol. 11, Iss. 14, pp. 3220-3220
Open Access | Times Cited: 4
The Effects of the COVID-19 Crisis on Risk Factors and Option-Implied Expected Market Risk Premia: An International Perspective
Belén Nieto, Gonzalo Rubio
Journal of risk and financial management (2022) Vol. 15, Iss. 1, pp. 13-13
Open Access | Times Cited: 7
Fact and Fiction about Low-Risk Investing
Ron Alquist, Andrea Frazzini, Antti Ilmanen, et al.
The Journal of Portfolio Management (2020) Vol. 46, Iss. 6, pp. 72-92
Closed Access | Times Cited: 8
Does a search attention index explain portfolio returns in India?
M. Dharani, M. Kabir Hassan, Mohammad Zoynul Abedin, et al.
Borsa Istanbul Review (2021) Vol. 22, Iss. 2, pp. 226-239
Open Access | Times Cited: 8
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Tail Risk Targeting: Target VaR and CVaR Strategies
Lars Rickenberg
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 8
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Tong Wang
Review of Finance (2022) Vol. 27, Iss. 1, pp. 325-367
Open Access | Times Cited: 5
Optimal Cross-Sectional Regression
Zhipeng Liao, Yan Liu, Zhenzhen Xie
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Disentangling Anomalies: Risk Versus Mispricing
Justin Birru, Hannes Mohrschladt, Trevor Young
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
On the time‐varying relationship between coskewness and returns of banks
Silvia Bressan, Alex Weissensteiner
Review of Financial Economics (2023) Vol. 42, Iss. 1, pp. 21-38
Open Access | Times Cited: 2
Mispricing and anomalies in China
Yongdong Shi, Haomiao Wang, Yu Xia, et al.
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102038-102038
Closed Access | Times Cited: 2
Implied Volatility Spread and Stock Mispricing
Zhen Cao, Surya Chelikani, Osman KILIÇ, et al.
Journal of Behavioral Finance (2022) Vol. 25, Iss. 1, pp. 79-91
Closed Access | Times Cited: 4
Managing downside risk of low-risk anomaly portfolios
Hyuksoo Kim, Saejoon Kim
Finance research letters (2021) Vol. 46, pp. 102388-102388
Closed Access | Times Cited: 5
Multivariate Crash Risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 4
Anomaly or Possible Risk Factor? Simple-To-Use Tests
Benjamin Holcblat, Abraham Lioui, Michael Weber
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
The beta anomaly in the Australian stock market and the lottery demand
Reza Bradrania, Jose Francisco Veron
Pacific-Basin Finance Journal (2022) Vol. 77, pp. 101903-101903
Closed Access | Times Cited: 3
Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal
Tim Bollerslev
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
When to Bet Against Beta? Ask Google
Pedro Piccoli
(2024)
Closed Access
Skewness-seeking behavior and financial investments
Matteo Benuzzi, Matteo Ploner
Annals of Finance (2024) Vol. 20, Iss. 1, pp. 129-165
Open Access

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