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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 Y. Campbell, Stefano Giglio, Christopher Polk, et al.
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 207-233
Open Access | Times Cited: 302

Showing 51-75 of 302 citing articles:

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
The Booms and Busts of Beta Arbitrage
Shiyang Huang, Xin Liu, Dong Lou, et al.
Management Science (2023) Vol. 70, Iss. 8, pp. 5367-5385
Open Access | Times Cited: 11
Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns
Alexander Barinov, Georgy Chabakauri
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 4, pp. 653-690
Closed Access | Times Cited: 11
A Reminder that, in First-Best Equilibriums, Risk Premiums are not Directly Spanned by any of Uncertainty Risk, Volatility Risk, or Aggregate Risk
Oghenovo A. Obrimah
(2025)
Closed Access
Volatility of Price-Earnings Ratio and Return Predictability
Xiaoquan Jiang, Li Chen
(2025)
Closed Access
Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns
Alexander Barinov, Georgy Chabakauri
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 46
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
Premium for Heightened Uncertainty: Solving the FOMC Puzzle
Grace Xing Hu, Jun Pan, Jiang Wang, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 33
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
Rational inattention, misallocation, and the aggregate economy
Naveen Gondhi
Journal of Monetary Economics (2023) Vol. 136, pp. 50-75
Open Access | Times Cited: 10
Impact of corporate board size and board independence on stock returns volatility in Ghana
James Ntiamoah Doku, Haruna Abdul-Razak Borowa, Mohammed Issah, et al.
Cogent Business & Management (2023) Vol. 10, Iss. 2
Open Access | Times Cited: 9
The Global Credit Cycle
Nina Boyarchenko, Leonardo Elías
Staff reports (2024)
Open Access | Times Cited: 3
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
Are Intermediary Constraints Priced?
Wenxin Du, Benjamin Hébert, Amy Wang Huber
(2019)
Open Access | Times Cited: 26
Bond risk premia in consumption‐based models
Drew Creal, Jing Cynthia Wu
Quantitative Economics (2020) Vol. 11, Iss. 4, pp. 1461-1484
Open Access | Times Cited: 26
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
Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020
Kiryoung Lee
Finance research letters (2022) Vol. 48, pp. 102913-102913
Closed Access | Times Cited: 14
Scale or Yield? A Present-Value Identity
Thummim Cho, Lukas Kremens, Dongryeol Lee, et al.
Review of Financial Studies (2023) Vol. 37, Iss. 3, pp. 950-988
Closed Access | Times Cited: 8
Volatility, Labor Heterogeneity and Asset Prices
Marcelo Ochoa
Finance and Economics Discussion Series (2013) Vol. 2013, Iss. 71, pp. 1-48
Open Access | Times Cited: 28
Economic uncertainty, trading activity, and commodity futures volatility
Sumudu W. Watugala
Journal of Futures Markets (2019) Vol. 39, Iss. 8, pp. 921-945
Closed Access | Times Cited: 25
Capital asset pricing model: A time-varying volatility approach
Kun Ho Kim, Taejin Kim
Journal of Empirical Finance (2016) Vol. 37, pp. 268-281
Closed Access | Times Cited: 24
Moment risk premia and the cross-section of stock returns in the European stock market
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Journal of Banking & Finance (2019) Vol. 111, pp. 105732-105732
Open Access | Times Cited: 24

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