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:

Absolving beta of volatility’s effects
Jianan Liu, Robert F. Stambaugh, Yu Yuan
Journal of Financial Economics (2018) Vol. 128, Iss. 1, pp. 1-15
Open Access | Times Cited: 130

Showing 1-25 of 130 citing articles:

A Transaction-Cost Perspective on the Multitude of Firm Characteristics
Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 5, pp. 2180-2222
Open Access | Times Cited: 159

Duration‐Driven Returns
Niels Joachim Gormsen, Eben Lazarus
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1393-1447
Closed Access | Times Cited: 82

Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121

Betting against correlation: Testing theories of the low-risk effect
Cliff Asness, Andrea Frazzini, Niels Joachim Gormsen, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 629-652
Open Access | Times Cited: 95

Betting against betting against beta
Robert Novy‐Marx, Mihail Velikov
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 80-106
Open Access | Times Cited: 74

When to bet against beta? Ask Google.
Pedro Piccoli
Borsa Istanbul Review (2025)
Open Access

The volatility puzzle of the beta anomaly
Pedro Barroso, Andrew L. Detzel, Paulo F. Maio
Journal of Financial Economics (2025) Vol. 165, pp. 103994-103994
Closed Access

Stock mispricing and SEO decisions: how does the market respond to the timing behavior?
Yi‐Wen Chen, M. X. Huang, Chu‐Bin Lin
European Journal of Finance (2025), pp. 1-30
Closed Access

Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Journal of Financial Markets (2019) Vol. 44, pp. 91-118
Open Access | Times Cited: 38

The Volatility Effect Revisited
David Blitz, Pim van Vliet, Guido Baltussen
The Journal of Portfolio Management (2019) Vol. 46, Iss. 2, pp. 45-63
Closed Access | Times Cited: 37

Investor overconfidence and the security market line: New evidence from China
Xing Han, Kai Li, Youwei Li
Journal of Economic Dynamics and Control (2020) Vol. 117, pp. 103961-103961
Open Access | Times Cited: 36

The Booms and Busts of Beta Arbitrage
Shiyang Huang, Xin Liu, Dong Lou, et al.
Management Science (2023) Vol. 70, Iss. 8, pp. 5367-5385
Open Access | Times Cited: 11

Low-risk anomaly: Idiosyncratic risk or return distribution
Tianyang Li, Y. Li
Finance research letters (2025) Vol. 74, pp. 106755-106755
Closed Access

The 52-week high and beta anomaly: evidence from China
Chun Chen, Fangyi He, Lei Lin, et al.
Applied Economics Letters (2025), pp. 1-8
Closed Access

A Portfolio Perspective on the Multitude of Firm Characteristics
Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 36

Earnings acceleration and stock returns
Shuoyuan He, Ganapathi S. Narayanamoorthy
Journal of Accounting and Economics (2019) Vol. 69, Iss. 1, pp. 101238-101238
Closed Access | Times Cited: 31

The Effect of Managers on Systematic Risk
Antoinette Schoar, Kelvin Yeung, Luo Zuo
Management Science (2023) Vol. 70, Iss. 2, pp. 815-833
Open Access | Times Cited: 9

Sentiment and the cross‐section of expected stock returns
Gady Jacoby, Chi Liao, Nanying Lin, et al.
Financial Review (2024) Vol. 59, Iss. 2, pp. 459-485
Closed Access | Times Cited: 3

Quants and market anomalies
Justin Birru, Sinan Gokkaya, Xi Liu, et al.
Journal of Accounting and Economics (2024) Vol. 78, Iss. 1, pp. 101688-101688
Open Access | Times Cited: 3

Duration-Driven Returns
Niels Joachim Gormsen, Eben Lazarus
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 23

The Beta Anomaly in the REIT Market
Jianfu Shen, Eddie C.M. Hui, Kwokyuen Fan
The Journal of Real Estate Finance and Economics (2020) Vol. 63, Iss. 3, pp. 414-436
Closed Access | Times Cited: 21

Leverage constraints and investors' choice of underlyings
Matthias Pelster
Journal of Banking & Finance (2024) Vol. 162, pp. 107150-107150
Open Access | Times Cited: 2

Mutual Fund Risk Shifting and Risk Anomalies
Xiao Han, Nikolai Roussanov, Hongxun Ruan
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 16

The Low-volatility Anomaly and the Adaptive Multi-Factor Model
Robert A. Jarrow, Rinald Murataj, Martin T. Wells, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 14

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