OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Is economic uncertainty priced in the cross-section of stock returns?
Turan G. Bali, Stephen J. Brown, Yi Tang
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 471-489
Closed Access | Times Cited: 352

Showing 51-75 of 352 citing articles:

Hedges of the Second Republic: firms, equity investors and political uncertainty in a nascent democracy, 1930–1936
Stefano Battilossi, Stefan Houpt
Revista de Historia Económica / Journal of Iberian and Latin American Economic History (2025), pp. 1-30
Closed Access

Reprint of: Political uncertainty, corporate social responsibility, and firm performance
Yi Hu, Chao Yin
The British Accounting Review (2025), pp. 101566-101566
Closed Access

Economic policy uncertainty and the cost of equity capital
Yizhi Wang, Jingze Zhang, Qiaoqiao Zhu
The Journal of Financial Research (2025)
Closed Access

Portfolio optimization with robust contextual mean absolute deviation model
Yiwei Huang
Applied Economics Letters (2025), pp. 1-8
Closed Access

Investor sentiment and the economic policy uncertainty premium
Gilbert V. Nartea, Hengyu Bai, Ji Wu
Pacific-Basin Finance Journal (2020) Vol. 64, pp. 101438-101438
Open Access | Times Cited: 35

Cultural dimensions, economic policy uncertainty, and momentum investing: international evidence
Emilios Galariotis, Konstantinos Karagiannis
European Journal of Finance (2020) Vol. 27, Iss. 10, pp. 976-993
Closed Access | Times Cited: 32

Abnormal temperature and the cross-section of stock returns in China
Yaojie Zhang, Bingheng Song, Mengxi He, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103274-103274
Closed Access | Times Cited: 4

Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19
Jan Jakub Szczygielski, Ailie Charteris, Lidia Obojska, et al.
Technological Forecasting and Social Change (2024) Vol. 205, pp. 123319-123319
Open Access | Times Cited: 4

Resurrecting the Downside Risk Premium -a Geographic Perspective
Frank Weikai Li, Zilong Niu
SSRN Electronic Journal (2025)
Closed Access

The Value of Investor Sophistication
Chengbo Fu, Gady Jacoby, Nanying Lin, et al.
Financial Management (2025)
Open Access

Social Media Sentiment Beta and the Cross-Section of Stock Returns: Evidence from China
Guanglong Xu, Helong Li, Teng Hong-qing
Emerging Markets Finance and Trade (2025), pp. 1-26
Closed Access

Forward Selection Fama-Macbeth Regression with Higher Order Asset-Pricing Factors
Nicola Borri, Denis Chetverikov, Yukun Liu, et al.
SSRN Electronic Journal (2025)
Closed Access

Monetary policy, stock market and inflation amid economic uncertainty: Fresh evidence from an emerging market (the Indian case)
Asis Kumar Sahu, Byomakesh Debata, Paras Sachdeva
International Review of Finance (2025) Vol. 25, Iss. 2
Closed Access

Asset Growth and Stock Market Returns: A Time-Series Analysis*
Quan Wen
Review of Finance (2018) Vol. 23, Iss. 3, pp. 599-628
Closed Access | Times Cited: 34

Recovery rates: Uncertainty certainly matters
Paolo Gambetti, Geneviève Gauthier, Frédéric Vrins
Journal of Banking & Finance (2019) Vol. 106, pp. 371-383
Closed Access | Times Cited: 33

Economic policy uncertainty and stock returns—evidence from the Japanese market
Thomas C. Chiang
Quantitative Finance and Economics (2020) Vol. 4, Iss. 3, pp. 430-458
Open Access | Times Cited: 30

Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets
Tihana Škrinjarić, Zrinka Orlović
Mathematics (2020) Vol. 8, Iss. 7, pp. 1077-1077
Open Access | Times Cited: 28

Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression
Jihong Xiao, Yudong Wang
Energy (2021) Vol. 241, pp. 122517-122517
Closed Access | Times Cited: 25

EPU spillovers and stock return predictability: A cross-country study
Yuting Gong, Zhongzhi He, Wenjun Xue
Journal of International Financial Markets Institutions and Money (2022) Vol. 78, pp. 101556-101556
Closed Access | Times Cited: 16

Predicting Bond Return Predictability
Daniel Borup, Jonas N. Eriksen, Mads Markvart Kjær, et al.
Management Science (2023) Vol. 70, Iss. 2, pp. 931-951
Closed Access | Times Cited: 9

Which Factors for Corporate Bond Returns?
Thuy Duong Dang, Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 4, pp. 615-652
Closed Access | Times Cited: 9

Can sustainability performance mitigate the negative effect of policy uncertainty on the firm valuation?
Asil Azimli, Kemal Çek
Sustainability Accounting Management and Policy Journal (2023) Vol. 15, Iss. 3, pp. 752-775
Closed Access | Times Cited: 9

RMB exchange rate volatility and the cross-section of Chinese A-share returns
Tongshuai Qiao, Wenjie Ding, Liyan Han, et al.
Journal of International Money and Finance (2024) Vol. 142, pp. 103024-103024
Closed Access | Times Cited: 3

Scroll to top