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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:

An intertemporal CAPM with stochastic volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, et al.
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 207-233
Open Access | Times Cited: 302

Showing 1-25 of 302 citing articles:

What is the Expected Return on the Market?*
Ian Martin
The Quarterly Journal of Economics (2016) Vol. 132, Iss. 1, pp. 367-433
Open Access | Times Cited: 435
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
Is economic uncertainty priced in the cross-section of stock returns?
Turan G. Bali, Stephen J. Brown, Yi Tang
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 471-489
Closed Access | Times Cited: 349
Investor Sentiment, Beta, and the Cost of Equity Capital
Constantinos Antoniou, John A. Doukas, Avanidhar Subrahmanyam
Management Science (2015) Vol. 62, Iss. 2, pp. 347-367
Closed Access | Times Cited: 278
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
Sydney C. Ludvigson, Sai Ma, Serena Ng
(2015)
Open Access | Times Cited: 265
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
A tug of war: Overnight versus intraday expected returns
Dong Lou, Christopher Polk, Spyros Skouras
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 192-213
Open Access | Times Cited: 245
Risk, Uncertainty, and Expected Returns
Turan G. Bali, Hao Zhou
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 3, pp. 707-735
Open Access | Times Cited: 172
Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world
Wael Rouatbi, Ender Demir, Renatas Kizys, et al.
International Review of Financial Analysis (2021) Vol. 77, pp. 101819-101819
Open Access | Times Cited: 111
The price of variance risk
Ian Dew-Becker, Stefano Giglio, Anh Le, et al.
Journal of Financial Economics (2016) Vol. 123, Iss. 2, pp. 225-250
Closed Access | Times Cited: 165
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
Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 397-417
Open Access | Times Cited: 132
Gold, platinum, and expected stock returns
Darien Huang, Mete Kilic
Journal of Financial Economics (2018) Vol. 132, Iss. 3, pp. 50-75
Closed Access | Times Cited: 124
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: 120
Production Networks and Stock Returns: The Role of Vertical Creative Destruction
Michael Gofman, Gill Segal, Youchang Wu
Review of Financial Studies (2020) Vol. 33, Iss. 12, pp. 5856-5905
Closed Access | Times Cited: 113
Risk Premia and the VIX Term Structure
Travis L. Johnson
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2461-2490
Closed Access | Times Cited: 90
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: 77
Premium for heightened uncertainty: Explaining pre-announcement market returns
Grace Xing Hu, Jun Pan, Jiang Wang, et al.
Journal of Financial Economics (2021) Vol. 145, Iss. 3, pp. 909-936
Open Access | Times Cited: 74
Reinvestment Risk and the Equity Term Structure
Andrei S. Gonçalves
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2153-2197
Closed Access | Times Cited: 56
Are Intermediary Constraints Priced?
Wenxin Du, Benjamin Hébert, Amy Wang Huber
Review of Financial Studies (2022) Vol. 36, Iss. 4, pp. 1464-1507
Open Access | Times Cited: 43
The Lost Capital Asset Pricing Model
Daniel Andrei, Julien Cujean, Mungo Ivor Wilson
The Review of Economic Studies (2023) Vol. 90, Iss. 6, pp. 2703-2762
Open Access | Times Cited: 30
CBDC uncertainty: Financial market implications
Kwamie Dunbar
International Review of Financial Analysis (2023) Vol. 87, pp. 102607-102607
Closed Access | Times Cited: 25
Putting the Price in Asset Pricing
Thummim Cho, Christopher Polk
The Journal of Finance (2024)
Open Access | Times Cited: 12
Volatility-of-Volatility Risk
Darien Huang, Christian Schlag, Ivan Shaliastovich, et al.
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2423-2452
Open Access | Times Cited: 82
Climbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk
Lawrence Schmidt
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 76
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