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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:

Carry
Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen, et al.
Journal of Financial Economics (2017) Vol. 127, Iss. 2, pp. 197-225
Open Access | Times Cited: 246

Showing 1-25 of 246 citing articles:

Dissecting Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
Review of Financial Studies (2019) Vol. 33, Iss. 5, pp. 2326-2377
Open Access | Times Cited: 469
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 194
Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns
Gurdip Bakshi, Xiaohui Gao, Alberto G. Rossi
Management Science (2017) Vol. 65, Iss. 2, pp. 619-641
Closed Access | Times Cited: 157
Unconventional Monetary Policy and International Risk Premia
John H. Rogers, Chiara Scotti, Jonathan H. Wright
Journal of money credit and banking (2018) Vol. 50, Iss. 8, pp. 1827-1850
Open Access | Times Cited: 145
Time series momentum: Is it there?
Dashan Huang, Jiangyuan Li, Liyao Wang, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 774-794
Open Access | Times Cited: 112
Basis‐Momentum
Martijn Boons, Melissa Porras Prado
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 239-279
Closed Access | Times Cited: 111
Forward and Spot Exchange Rates in a Multi-Currency World*
Tarek A. Hassan, Rui Mano
The Quarterly Journal of Economics (2018) Vol. 134, Iss. 1, pp. 397-450
Closed Access | Times Cited: 109
The Term Structure of Currency Carry Trade Risk Premia
Hanno Lustig, Andreas Stathopoulos, Adrien Verdelhan
American Economic Review (2019) Vol. 109, Iss. 12, pp. 4142-4177
Open Access | Times Cited: 100
Tail Risk Concerns Everywhere
George Gao, Xiaomeng Lu, Zhaogang Song
Management Science (2018) Vol. 65, Iss. 7, pp. 3111-3130
Closed Access | Times Cited: 89
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan T. Kelly, Lasse Heje Pedersen
SSRN Electronic Journal (2021)
Open Access | Times Cited: 83
Global factor premiums
Guido Baltussen, Laurens Swinkels, Pim van Vliet
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1128-1154
Open Access | Times Cited: 56
The geopolitical risk premium in the commodity futures market
Daxuan Cheng, Yin Liao, Zheyao Pan
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1069-1090
Open Access | Times Cited: 32
Financialization and Commodity Markets Serial Dependence
Zhi Da, Ke Tang, Yubo Tao, et al.
Management Science (2023) Vol. 70, Iss. 4, pp. 2122-2143
Closed Access | Times Cited: 25
Dynamics of subjective risk premia
Stefan Nagel, Zhengyang Xu
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103713-103713
Closed Access | Times Cited: 24
Machine learning goes global: Cross-sectional return predictability in international stock markets
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Journal of Economic Dynamics and Control (2023) Vol. 155, pp. 104725-104725
Open Access | Times Cited: 22
Currency Management by International Fixed‐Income Mutual Funds
Clemens Sialm, Qifei Zhu
The Journal of Finance (2024) Vol. 79, Iss. 6, pp. 4037-4081
Closed Access | Times Cited: 9
Economic momentum and currency returns
Magnus Dahlquist, Henrik Hasseltoft
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 152-167
Closed Access | Times Cited: 58
Short-term Momentum
Mamdouh Medhat, Maik Schmeling
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1480-1526
Open Access | Times Cited: 44
Asset Managers: Institutional Performance and Factor Exposures
Joseph Gerakos, Juhani T. Linnainmaa, Adair Morse
The Journal of Finance (2021) Vol. 76, Iss. 4, pp. 2035-2075
Closed Access | Times Cited: 42
Pricing Currency Risks
Mikhail Chernov, Magnus Dahlquist, Lars A. Lochstoer
The Journal of Finance (2022) Vol. 78, Iss. 2, pp. 693-730
Open Access | Times Cited: 37
Dynamics of Subjective Risk Premia
Stefan Nagel, Zhengyang Xu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 36
Currency Risk Premiums Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 356-408
Open Access | Times Cited: 21
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
Empirical asset pricing via machine learning: evidence from the European stock market
Wolfgang Drobetz, Tizian Otto
Journal of Asset Management (2021) Vol. 22, Iss. 7, pp. 507-538
Open Access | Times Cited: 38
Asset Pricing and Sports Betting
Tobias J. Moskowitz
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 3153-3209
Closed Access | Times Cited: 34
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