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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:

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

Showing 1-25 of 34 citing articles:

Multifactor models and their consistency with the ICAPM
Paulo F. Maio, Pedro Santa‐Clara
Journal of Financial Economics (2012) Vol. 106, Iss. 3, pp. 586-613
Closed Access | Times Cited: 245
Short-Term Interest Rates and Stock Market Anomalies
Paulo F. Maio, Pedro Santa‐Clara
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 3, pp. 927-961
Closed Access | Times Cited: 68
New Evidence on Conditional Factor Models
Ilan Cooper, Paulo F. Maio
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 5, pp. 1975-2016
Open Access | Times Cited: 57
Asset Growth, Profitability, and Investment Opportunities
Ilan Cooper, Paulo F. Maio
Management Science (2018) Vol. 65, Iss. 9, pp. 3988-4010
Open Access | Times Cited: 57
Macro variables and the components of stock returns
Paulo F. Maio, Dennis Philip
Journal of Empirical Finance (2015) Vol. 33, pp. 287-308
Open Access | Times Cited: 53
Economic activity and momentum profits: Further evidence
Paulo F. Maio, Dennis Philip
Journal of Banking & Finance (2018) Vol. 88, pp. 466-482
Open Access | Times Cited: 46
Market-News Co-Moments and the Cross Section of Stock Returns
Mohammadreza Tavakoli Baghdadabad, Girijasankar Mallik, Sriram Shankar
Asia-Pacific Financial Markets (2025)
Closed Access
GMM weighting matrices in cross-sectional asset pricing tests
Nora Laurinaityte, Christoph Meinerding, Christian Schlag, et al.
Journal of Banking & Finance (2024) Vol. 162, pp. 107123-107123
Open Access | Times Cited: 3
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
Multifactor Models and Their Consistency with the APT
Ilan Cooper, Liang Ma, Paulo F. Maio, et al.
The Review of Asset Pricing Studies (2020) Vol. 11, Iss. 2, pp. 402-444
Open Access | Times Cited: 24
What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments
Ilan Cooper, Liang Ma, Paulo F. Maio
Journal of money credit and banking (2021) Vol. 54, Iss. 1, pp. 73-118
Closed Access | Times Cited: 13
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
ICAPM and the Accruals Anomaly
Hui Guo, Paulo F. Maio
Quarterly Journal of Finance (2020) Vol. 10, Iss. 03, pp. 2050014-2050014
Closed Access | Times Cited: 13
The long-run risk premium in the intertemporal CAPM: International evidence
Ryuta Sakemoto
Journal of International Financial Markets Institutions and Money (2023) Vol. 89, pp. 101854-101854
Closed Access | Times Cited: 4
Value, Momentum, and Short-Term Interest Rates
Paulo F. Maio, Pedro Santa‐Clara
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 10
Equity Premium Predictability Over the Business Cycle
Emanuel Moench, Tobias Stein
SSRN Electronic Journal (2021)
Open Access | Times Cited: 9
Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper, Paulo F. Maio
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 8
Do Macro Variables Drive Stock and Bond Returns?
Paulo F. Maio, Dennis Philip
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 5
Why Is Accounting Information Important to Bondholders?
Doina Chichernea, Alex Petkevich, Kainan Wang
The Journal of Fixed Income (2016) Vol. 26, Iss. 3, pp. 82-107
Closed Access | Times Cited: 3
The Long-Run Relation between Returns, Earnings, and Dividends
Paulo F. Maio, Danielle Xu
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 2
DEFTER DEĞERİ /PİYASA DEĞERİ ORANI, FİRMA BÜYÜKLÜĞÜ VE İKTİSADİ ŞOKLAR İLE HİSSE SENEDİ GETİRİLERİ ARASINDAKİ İLİŞKİ: BORSA İSTANBUL İÇİN ZAMANLARARASI VARLIK FİYATLAMA MODELİ ÖRNEĞİ
Emine Kaya, Bener Güngör
International Journal of Management Economics and Business (2018) Vol. 14, Iss. 3
Open Access | Times Cited: 2
A Simple Model that Helps Explaining the Accruals Anomaly
Hui Guo, Paulo F. Maio
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
Multifactor Models and the APT: Evidence from a Broad Cross-Section of Stock Returns
Ilan Cooper, Liang Ma, Paulo F. Maio, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Why Is Accounting Information Important to Bondholders?
Doina Chichernea, Alex Petkevich, Kainan Wang
The Journal of Fixed Income (2016)
Closed Access | Times Cited: 1
Macro Factors and Equity Risk Premia
Paulo F. Maio, Dennis Philip
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 1
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