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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:

State variables, macroeconomic activity, and the cross section of individual stocks
Martijn Boons
Journal of Financial Economics (2016) Vol. 119, Iss. 3, pp. 489-511
Closed Access | Times Cited: 86

Showing 1-25 of 86 citing articles:

Time-varying inflation risk and stock returns
Martijn Boons, Fernando Duarte, Frans de Roon, et al.
Journal of Financial Economics (2019) Vol. 136, Iss. 2, pp. 444-470
Open Access | Times Cited: 78
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
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
A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
Ilan Cooper, Andreea Mitrache, Richard Priestley
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 1, pp. 1-30
Open Access | Times Cited: 39
Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective
Zhiwei Xu, Xingneng Gou, Teng Zhang
Energy Economics (2025), pp. 108409-108409
Closed Access
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
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries
Ghulam Abbas, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad, et al.
Journal of Systems Science and Systems Engineering (2018) Vol. 28, Iss. 1, pp. 1-36
Closed Access | Times Cited: 40
Cryptocurrency returns under empirical asset pricing
Kwamie Dunbar, Johnson Owusu-Amoako
International Review of Financial Analysis (2022) Vol. 82, pp. 102216-102216
Closed Access | Times Cited: 19
Hedging and diversification across commodity assets
Ilyes Abid, Abderrazak Dhaoui, Stéphane Goutte, et al.
Applied Economics (2019) Vol. 52, Iss. 23, pp. 2472-2492
Closed Access | Times Cited: 31
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
From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns
Lin Zhu, Fuwei Jiang, Guohao Tang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103433-103433
Closed Access | Times Cited: 2
Macroeconomic Risks in Equity Factor Investing
Noël Amenc, Mikheil Esakia, Felix Goltz, et al.
The Journal of Portfolio Management (2019) Vol. 45, Iss. 6, pp. 39-60
Closed Access | Times Cited: 22
Commodity futures return predictability and intertemporal asset pricing
John Cotter, Emmanuel Eyiah-Donkor, Valerio Potì
Journal of commodity markets (2022) Vol. 31, pp. 100289-100289
Open Access | Times Cited: 9
The R&D anomaly: Risk or mispricing?
Woon Sau Leung, Kevin Evans, Khelifa Mazouz
Journal of Banking & Finance (2020) Vol. 115, pp. 105815-105815
Open Access | Times Cited: 14
An Intertemporal Risk Factor Model
Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan Loudis
Management Science (2024)
Closed Access | Times Cited: 1
A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
Ilan Cooper, Andreea Mitrache, Richard Priestley
SSRN Electronic Journal (2016)
Open Access | Times Cited: 11
Value, Momentum, and Short-Term Interest Rates
Paulo F. Maio, Pedro Santa‐Clara
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 10
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks
Georgios Xyngis
Journal of Empirical Finance (2017) Vol. 44, pp. 43-65
Open Access | Times Cited: 10
Pricing Intertemporal Risk When Investment Opportunities Are Unobservable
Scott Cederburg
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 4, pp. 1759-1789
Open Access | Times Cited: 10
Beta uncertainty
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Journal of Banking & Finance (2020) Vol. 116, pp. 105834-105834
Open Access | Times Cited: 10
Out-of-sample equity premium prediction: The role of option-implied constraints
Yunqi Wang, Ti Zhou
Journal of Empirical Finance (2022) Vol. 70, pp. 199-226
Closed Access | Times Cited: 6
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness
Mikheil Esakia, Felix Goltz
Financial Analysts Journal (2022) Vol. 79, Iss. 1, pp. 37-57
Open Access | Times Cited: 6
Inflation Risk and the Cross Section of Stock Returns
Fernando Duarte
SSRN Electronic Journal (2013)
Open Access | Times Cited: 9
Asset pricing model uncertainty
Daniel Borup
Journal of Empirical Finance (2019) Vol. 54, pp. 166-189
Closed 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
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