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:

Volatility risk and the value premium: Evidence from the French stock market
Yakup Eser Arısoy
Journal of Banking & Finance (2009) Vol. 34, Iss. 5, pp. 975-983
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Global equity fund performance, portfolio concentration, and the fundamental law of active management
Joop Huij, Jeroen Derwall
Journal of Banking & Finance (2010) Vol. 35, Iss. 1, pp. 155-165
Closed Access | Times Cited: 76
International variations in expected equity premia: Role of financial architecture and governance
Raj Aggarwal, John W. Goodell
Journal of Banking & Finance (2011) Vol. 35, Iss. 11, pp. 3090-3100
Closed Access | Times Cited: 33
Good times, bad times: the stock market performance of firms that own high value brands
Kevin E. Voss, Mayoor Mohan
European Journal of Marketing (2016) Vol. 50, Iss. 5/6, pp. 670-694
Closed Access | Times Cited: 26
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns
Eirini Konstantinidi, George Skiadopoulos
Journal of Banking & Finance (2015) Vol. 62, pp. 62-75
Closed Access | Times Cited: 25
Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
Fousseni Chabi-Yo
Journal of Banking & Finance (2011) Vol. 35, Iss. 8, pp. 1971-1983
Closed Access | Times Cited: 26
Volatility components, leverage effects, and the return–volatility relations
Junye Li
Journal of Banking & Finance (2010) Vol. 35, Iss. 6, pp. 1530-1540
Closed Access | Times Cited: 19
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia
Yakup Eser Arısoy
Journal of Futures Markets (2012) Vol. 34, Iss. 1, pp. 34-55
Closed Access | Times Cited: 12
Growth opportunities and earnings management by cross-listed and U.S. firms
Shrikant P. Jategaonkar, Linda M. Lovata, Xiaoxiao Song
Journal of Economics and Finance (2022) Vol. 47, Iss. 1, pp. 157-183
Closed Access | Times Cited: 7
Brand equity and stock performance in time of crisis: evidence from the COVID-19 pandemic
Maryam Farhang, Omid Kamran‐Disfani, Arash H. Zadeh
Journal of Product & Brand Management (2022) Vol. 32, Iss. 3, pp. 420-435
Closed Access | Times Cited: 6
Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management
Joop Huij, Jeroen Derwall
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 11
Can tail risk explain size, book‐to‐market, momentum, and idiosyncratic volatility anomalies?
Sofiane Aboura, Yakup Eser Arısoy
Journal of Business Finance & Accounting (2019) Vol. 46, Iss. 9-10, pp. 1263-1298
Closed Access | Times Cited: 9
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition
Christopher J. Adcock, Wolfgang Bessler, Thomas Conlon
Journal of Empirical Finance (2021) Vol. 65, pp. 24-50
Closed Access | Times Cited: 7
Aggregate Volatility and Threshold CAPM

SSRN Electronic Journal (2012)
Closed Access | Times Cited: 5
How Does the Market Variance Risk Premium Vary Over Time? Evidence from S&P 500 Variance Swap Investment Returns
Eirini Konstantinidi, George Skiadopoulos
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 4
Equity financing activities and European value-growth returns
Christian Walkshäusl
Journal of Banking & Finance (2015) Vol. 57, pp. 27-40
Closed Access | Times Cited: 4
Value Investing: Evidence from the Dutch Stock Market
F.E.J. Knopers
(2014)
Closed Access | Times Cited: 3
Fundamental Factor Models and Macroeconomic Risks - An Orthogonal Decomposition
Christopher J. Adcock, Wolfgang Bessler, Thomas Conlon
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Comparing CAPM and APT in the Chinese Stock Market
Lina Zhang, Qian Li
(2012)
Closed Access | Times Cited: 2
Does Volatility Allow for Style Rotation? Evidence from International Stock Market Returns
Fabian Dori
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 1
Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia
Yakup Eser Arısoy
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 1
The bias of growth opportunity
Cynthia M. Gong, Xindan Li, Di Luo, et al.
European Financial Management (2021) Vol. 28, Iss. 4, pp. 926-963
Open Access | Times Cited: 1
Asset pricing models in financial crises, family ownership and privatisation : evidence from Turkey
Hoa Thanh Duong
(2014)
Closed Access
The Value and Growth Spreads: The Recent Cases in the Japanese Stock Markets
Chikashi Tsuji
Business Management and Strategy (2014) Vol. 5, Iss. 2, pp. 68-68
Open Access
Understanding Rebalancing and Portfolio Reconstitution
Ulrich Carl
SSRN Electronic Journal (2015)
Closed Access
Is the World Heading Towards Crisis-Induced Irrational Exuberance in International Assets? Investigating Under Global Financial Stability APT
Indranarain Ramlall
SSRN Electronic Journal (2015)
Closed Access
Page 1 - Next Page

Scroll to top