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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:

The common factor in idiosyncratic volatility: Quantitative asset pricing implications
Bernard Herskovic, Bryan Kelly, Hanno Lustig, et al.
Journal of Financial Economics (2015) Vol. 119, Iss. 2, pp. 249-283
Closed Access | Times Cited: 381

Showing 1-25 of 381 citing articles:

Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Yacine Aït‐Sahalia, Dacheng Xiu
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 384-399
Closed Access | Times Cited: 196
Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs, Sebastian Müller
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 213-230
Closed Access | Times Cited: 194
What Is the Expected Return on a Stock?
Ian Martin, Christian Wagner
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1887-1929
Open Access | Times Cited: 170
Lucky factors
Campbell R. Harvey, Yan Liu
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 413-435
Closed Access | Times Cited: 115
Pockets of Predictability
LELAND E. FARMER, LAWRENCE SCHMIDT, ALLAN TIMMERMANN
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1279-1341
Closed Access | Times Cited: 62
Business News and Business Cycles
Leland Bybee, Bryan Kelly, Asaf Manela, et al.
The Journal of Finance (2024) Vol. 79, Iss. 5, pp. 3105-3147
Open Access | Times Cited: 39
The Macroeconomic Impact of Global and Country-Specific Climate Risk
Joseph P. Byrne, Prince Asare Vitenu‐Sackey
Environmental and Resource Economics (2024) Vol. 87, Iss. 3, pp. 655-682
Open Access | Times Cited: 16
Uncertainty Shocks and Balance Sheet Recessions
Sebastian Di Tella
Journal of Political Economy (2017) Vol. 125, Iss. 6, pp. 2038-2081
Closed Access | Times Cited: 151
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140
Networks in Production: Asset Pricing Implications
Bernard Herskovic
The Journal of Finance (2018) Vol. 73, Iss. 4, pp. 1785-1818
Closed Access | Times Cited: 134
Firm Volatility in Granular Networks
Bernard Herskovic, Bryan Kelly, Hanno Lustig, et al.
Journal of Political Economy (2020) Vol. 128, Iss. 11, pp. 4097-4162
Open Access | Times Cited: 95
The propagation of monetary policy shocks in a heterogeneous production economy
Ernesto Pastén, Raphael Schoenle, Michael Weber
Journal of Monetary Economics (2019) Vol. 116, pp. 1-22
Open Access | Times Cited: 93
Firm life cycle and idiosyncratic volatility
Mostafa Monzur Hasan, Ahsan Habib
International Review of Financial Analysis (2017) Vol. 50, pp. 164-175
Closed Access | Times Cited: 92
The Factor Structure in Equity Options
Peter Christoffersen, Mathieu Fournier, Kris Jacobs
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 595-637
Open Access | Times Cited: 90
Financial Market Risk Perceptions and the Macroeconomy*
Carolin Pflueger, Emil Siriwardane, Adi Sunderam
The Quarterly Journal of Economics (2020) Vol. 135, Iss. 3, pp. 1443-1491
Open Access | Times Cited: 89
Option-Based Credit Spreads
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
American Economic Review (2018) Vol. 108, Iss. 2, pp. 454-488
Open Access | Times Cited: 88
When Ignorance Is Not Bliss: An Empirical Analysis of Subtier Supply Network Structure on Firm Risk
Yixin Wang, Jun Li, Di Wu, et al.
Management Science (2020) Vol. 67, Iss. 4, pp. 2029-2048
Closed Access | Times Cited: 85
Option Return Predictability
Xintong Zhan, Bing Han, Jie Cao, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1394-1442
Open Access | Times Cited: 83
Quantile Factor Models
Liang Chen, Juan J. Dolado, Jesús Gonzalo
Econometrica (2021) Vol. 89, Iss. 2, pp. 875-910
Open Access | Times Cited: 66
Hedging macroeconomic and financial uncertainty and volatility
Ian Dew-Becker, Stefano Giglio, Bryan Kelly
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 23-45
Open Access | Times Cited: 65
Oil volatility risk
Lin Gao, Steffen Hitzemann, Ivan Shaliastovich, et al.
Journal of Financial Economics (2021) Vol. 144, Iss. 2, pp. 456-491
Closed Access | Times Cited: 62
Information uncertainty, investor sentiment, and analyst reports
Karam Kim, Doojin Ryu, Heejin Yang
International Review of Financial Analysis (2021) Vol. 77, pp. 101835-101835
Closed Access | Times Cited: 55
What are the events that shake our world? Measuring and hedging global COVOL
Robert F. Engle, Susana Campos-Martins
Journal of Financial Economics (2022) Vol. 147, Iss. 1, pp. 221-242
Open Access | Times Cited: 43
Common Fund Flows: Flow Hedging and Factor Pricing
Winston Wei Dou, Leonid Kogan, Wei Wu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 39
Cross-sectional uncertainty and expected stock returns
Deshui Yu, Difang Huang
Journal of Empirical Finance (2023) Vol. 72, pp. 321-340
Closed Access | Times Cited: 29
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