Open Access Helper

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:

An Intertemporal CAPM with Stochastic Volatility
John Campbell, Stefano Giglio, Christopher Polk, et al.
(2012)
Open Access | Times Cited: 216

Showing 51-75 of 216 citing articles:

Tobin LIVES: Integrating Evolving Credit Market Architecture into Flow of Funds Based Macro-models
John V. Duca
Federal Reserve Bank of Dallas, Working Papers (2013) Vol. 2013, Iss. 1307
Open Access | Times Cited: 29
Stock Market Beta and Average Returns on Macroeconomic Announcement Days
Pavel G. Savor, Mungo Ivor Wilson
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 29
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
Why do discount rates vary?
Serhiy Kozak, Shrihari Santosh
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 740-751
Closed Access | Times Cited: 23
Does the EVA valuation model explain the market value of equity better under changing required return than constant required return?
Sujata Behera
Financial Innovation (2020) Vol. 6, Iss. 1
Open Access | Times Cited: 22
The Oligopoly Lucas Tree
Winston Wei Dou, Yan Ji, Wei Wu
Review of Financial Studies (2021) Vol. 35, Iss. 8, pp. 3867-3921
Closed Access | Times Cited: 18
Ambiguous Volatility and Asset Pricing in Continuous Time
Larry G. Epstein, Shaolin Ji
SSRN Electronic Journal (2012)
Open Access | Times Cited: 24
Volatility-of-Volatility Risk
Darien Huang, Christian Schlag, Ivan Shaliastovich, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 23
Financial Markets with Trade on Risk and Return
Kevin Smith
Review of Financial Studies (2019) Vol. 32, Iss. 10, pp. 4042-4078
Closed Access | Times Cited: 20
Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics*
Jianjian Jin
European Finance Review (2014) Vol. 19, Iss. 3, pp. 1223-1279
Open Access | Times Cited: 19
Inferring Stock Duration Around FOMC Surprises: Estimates and Implications
Zhanhui Chen
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 2, pp. 669-703
Closed Access | Times Cited: 16
Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns
Kiryoung Lee, Yoontae Jeon, Eun‐Young Nam
International Review of Economics & Finance (2021) Vol. 76, pp. 1063-1077
Closed Access | Times Cited: 15
Global Portfolio Diversification for Long-Horizon Investors
Luis M. Viceira, Zixuan Wang
(2018)
Open Access | Times Cited: 18
Asset Prices and Macroeconomic Outcomes: A Survey
Stijn Claessens, M. Ayhan Köse
World Bank, Washington, DC eBooks (2017)
Open Access | Times Cited: 18
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility
Stanislav Bozhkov, Habin Lee, Uthayasankar Sivarajah, et al.
Annals of Operations Research (2018) Vol. 294, Iss. 1-2, pp. 419-452
Open Access | Times Cited: 18
Volatility Uncertainty and the Cross-Section of Option Returns
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 18
The Great Depression and the Great Recession: A view from financial markets
Francesco Bianchi
Journal of Monetary Economics (2019) Vol. 114, pp. 240-261
Closed Access | Times Cited: 17
What is beneath the surface? Option pricing with multifrequency latent states
Laurent E. Calvet, Marcus Fearnley, Adlai J. Fisher, et al.
Journal of Econometrics (2015) Vol. 187, Iss. 2, pp. 498-511
Open Access | Times Cited: 16
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns
Claudio Morana
Journal of Empirical Finance (2014) Vol. 29, pp. 64-79
Closed Access | Times Cited: 16
Consistent inference for predictive regressions in persistent economic systems
Torben G. Andersen, Rasmus T. Varneskov
Journal of Econometrics (2020) Vol. 224, Iss. 1, pp. 215-244
Open Access | Times Cited: 15
Predictable Risks and Predictive Regression in Present-Value Models
Ilaria Piatti, Fabio Trojani
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 16
Fama-French, CAPM, and implied cost of equity
Dev R. Mishra, Thomas J. O’Brien
Journal of Economics and Business (2018) Vol. 101, pp. 73-85
Closed Access | Times Cited: 16
Beta Risk in the Cross-Section of Equities
Ali Boloorforoosh, Peter Christoffersen, Mathieu Fournier, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 9, pp. 4318-4366
Closed Access | Times Cited: 14
Fat tails, serial dependence, and implied volatility index connections
Michael Ellington
European Journal of Operational Research (2021) Vol. 299, Iss. 2, pp. 768-779
Closed Access | Times Cited: 12
Observable Long-Run Ambiguity and Long-Run Risk
Maxim Ulrich
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 16

Scroll to top