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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 Campbell, Stefano Giglio, Christopher Polk, et al.
(2012)
Open Access | Times Cited: 216

Showing 26-50 of 216 citing articles:

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
Empirical Cross-Sectional Asset Pricing
Stefan Nagel
Annual Review of Financial Economics (2013) Vol. 5, Iss. 1, pp. 167-199
Closed Access | Times Cited: 62
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
Volatility, the Macroeconomy and Asset Prices
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
(2012)
Open Access | Times Cited: 55
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
A Fresh Look at Return Predictability Using a More Efficient Estimator
Travis L. Johnson
The Review of Asset Pricing Studies (2018) Vol. 9, Iss. 1, pp. 1-46
Open Access | Times Cited: 44
Ripples into waves: Trade networks, economic activity, and asset prices
Jeffery Chang, Huancheng Du, Dong Lou, et al.
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 217-238
Open Access | Times Cited: 31
Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns
Alexander Barinov, Georgy Chabakauri
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 46
An Intertemporal CAPM with Stochastic Volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, et al.
SSRN Electronic Journal (2012)
Open Access | Times Cited: 42
Composition of wealth, conditioning information, and the cross-section of stock returns
Nikolai Roussanov
Journal of Financial Economics (2013) Vol. 111, Iss. 2, pp. 352-380
Open Access | Times Cited: 42
Macroeconomic determinants of stock market betas
Mariano González Sánchez, Juan M. Nave, Gonzalo Rubio
Journal of Empirical Finance (2017) Vol. 45, pp. 26-44
Closed Access | Times Cited: 38
What Is the Expected Return on the Market?
Ian Martin
SSRN Electronic Journal (2016)
Open Access | Times Cited: 35
Token-Based Platforms and Speculators
Simon Mayer
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 32
Time-varying state variable risk premia in the ICAPM
Pedro Barroso, Martijn Boons, Paul Karehnke
Journal of Financial Economics (2020) Vol. 139, Iss. 2, pp. 428-451
Open Access | Times Cited: 29
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
Winston Wei Dou, Andrew W. Lo, Ameya Muley, et al.
Annual Review of Financial Economics (2020) Vol. 12, Iss. 1, pp. 95-140
Closed Access | Times Cited: 28
Return decomposition and the Intertemporal CAPM
Paulo F. Maio
Journal of Banking & Finance (2013) Vol. 37, Iss. 12, pp. 4958-4972
Closed Access | Times Cited: 34
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
Bernard Herskovic, Bryan Kelly, Hanno Lustig, et al.
(2014)
Open Access | Times Cited: 31
Estimating the risk-return trade-off with overlapping data inference
Esben Hedegaard, Robert J. Hodrick
Journal of Banking & Finance (2016) Vol. 67, pp. 135-145
Open Access | Times Cited: 29
Bond Risk Premia in Consumption-based Models
Drew Creal, Jing Cynthia Wu
(2016)
Open Access | Times Cited: 28
Cash-flow or return predictability at long horizons? The case of earnings yield
Paulo F. Maio, Danielle Xu
Journal of Empirical Finance (2020) Vol. 59, pp. 172-192
Closed Access | Times Cited: 26
The level, slope, and curve factor model for stocks
Charles Clarke
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 159-187
Closed Access | Times Cited: 21
Economic Uncertainty, Disagreement, and Credit Markets
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 32

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