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:

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

Showing 24 citing articles:

Stock return volatility and financial distress: Moderating roles of ownership structure, managerial ability, and financial constraints
Giang Thi Huong Vuong, Phuc Van Nguyen, Walid Barky, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 634-652
Closed Access | Times Cited: 7
Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post-Communist Economies (2019) Vol. 32, Iss. 1, pp. 77-112
Closed Access | Times Cited: 17
The time traveller’s CAPM
Jordan French
Investment Analysts Journal (2016) Vol. 46, Iss. 2, pp. 81-96
Closed Access | Times Cited: 16
The Capital Asset Pricing Model
James Ming Chen
Encyclopedia (2021) Vol. 1, Iss. 3, pp. 915-933
Open Access | Times Cited: 14
Using covariates to improve the efficacy of univariate bubble detection methods
Sam Astill, Robert Taylor, Neil Kellard, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 342-366
Open Access | Times Cited: 9
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou, et al.
Annals of Operations Research (2018) Vol. 281, Iss. 1-2, pp. 275-295
Closed Access | Times Cited: 16
Building multi-scale portfolios and efficient market frontiers using fractal regressions
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Physica A Statistical Mechanics and its Applications (2019) Vol. 532, pp. 121758-121758
Closed Access | Times Cited: 13
Estimating and testing for smooth structural changes in moment condition models
Haiqi Li, Jin Zhou, Yongmiao Hong
Journal of Econometrics (2024) Vol. 246, Iss. 1-2, pp. 105896-105896
Closed Access | Times Cited: 1
Time-varying beta in functional factor models: Evidence from China
Lajos Horváth, Bo Li, Hemei Li, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101283-101283
Open Access | Times Cited: 10
Risk perception and cost of capital in emerging market projects using dynamic conditional correlation model
Farman Afzal, Ayesha Shehzad, Hafiz Muhammad Rehman, et al.
International Journal of Islamic and Middle Eastern Finance and Management (2022) Vol. 16, Iss. 2, pp. 253-273
Closed Access | Times Cited: 3
Bayesian time series regression with nonparametric modeling of autocorrelation
Tanujit Dey, Kun Ho Kim, Chae Young Lim
Computational Statistics (2018) Vol. 33, Iss. 4, pp. 1715-1731
Closed Access | Times Cited: 3
Multi-Factor Model with Time-Varying Volatility: A Multi-Task Learning Approach
Bumho Son, Hoki Kim, Jaewook Lee
(2024)
Closed Access
Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance
Daiki Maki, Yasushi Ota
Computational Economics (2020) Vol. 57, Iss. 4, pp. 1167-1182
Closed Access | Times Cited: 3
The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies
Manuel Monge, Luis A. Gil‐Alana
Risks (2020) Vol. 8, Iss. 4, pp. 130-130
Open Access | Times Cited: 3
Accounting conservatism, timeliness and interactions in the Scandinavian stock markets
Maria I. Kyriakou, Athanasios Koulakiotis, Vassilios Babalos
EuroMed Journal of Business (2023)
Closed Access | Times Cited: 1
European Real Estate Risk and Spillovers: Regime Switching Approach
Nisara Wongutai, Woraphon Yamaka, Roengchai Tansuchat
Lecture notes in computer science (2018), pp. 433-444
Closed Access | Times Cited: 2
Estimating and Testing for Smooth Structural Changes in Moment Condition Models
Haiqi Li, Jin Zhou, Yongmiao Hong
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Time-Varying Beta in Functional Factor Models: Evidence from China

SSRN Electronic Journal (2019)
Open Access | Times Cited: 1
The Time-Varying Pollution Premium
Ximing Yin, Deshui Yu, Li Chen
SSRN Electronic Journal (2023)
Closed Access
Modelo de Formação de Preços de Ativos – CAPM: uma Análise do Setor Financeiro Brasileiro
Maria da Piedade Araújo, Samuel Lyncon Leandro de Lima, Adhmir Renan Voltolini Gomes, et al.
Revista de Contabilidade da UFBA (2018) Vol. 12, Iss. 3, pp. 111-111
Open Access
Rating of LQ-45 stock index performance credibility in Indonesia Stock Exchange
Tona Aurora Lubis, Ade Octavia, Widyanti Fitri
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah (2019) Vol. 6, Iss. 5, pp. 595-602
Open Access
Testing for time-varying properties under misspecified conditional mean and variance
Daiki Maki, Yasushi Ota
arXiv (Cornell University) (2019)
Closed Access
Optimal Portfolio with Pension under Three Models: Mean-Variance, CAPM and FF3F
Xiangqi Ma
BCP Business & Management (2022) Vol. 35, pp. 723-729
Open Access
The Capital Asset Pricing Model
James Ming Chen
SSRN Electronic Journal (2021)
Closed Access
Page 1

Scroll to top