
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:
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
Pedro Barroso, Martijn Boons, Paul Karehnke
Journal of Financial Economics (2020) Vol. 139, Iss. 2, pp. 428-451
Open Access | Times Cited: 29
Showing 1-25 of 29 citing articles:
The risk–return tradeoff among equity factors
Pedro Barroso, Paulo F. Maio
Journal of Empirical Finance (2024) Vol. 78, pp. 101518-101518
Closed Access | Times Cited: 8
Pedro Barroso, Paulo F. Maio
Journal of Empirical Finance (2024) Vol. 78, pp. 101518-101518
Closed Access | Times Cited: 8
Forecasting realized volatility with machine learning: Panel data perspective
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 21
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 21
Tax Avoidance, Uncertainty, and Firm Risk
Michelle Hutchens, Sonja O. Rego, Brian Williams
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 36
Michelle Hutchens, Sonja O. Rego, Brian Williams
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 36
The value of growth: Changes in profitability and future stock returns
Bryan Lim, Juan M. Sotes-Paladino, George Jiaguo Wang, et al.
Journal of Banking & Finance (2023) Vol. 158, pp. 107036-107036
Open Access | Times Cited: 7
Bryan Lim, Juan M. Sotes-Paladino, George Jiaguo Wang, et al.
Journal of Banking & Finance (2023) Vol. 158, pp. 107036-107036
Open Access | Times Cited: 7
Tax Avoidance and Firm Risk: New Insights from a Latent Class Mixture Model
Michelle Hutchens, Sonja O. Rego, Brian Williams
The Accounting Review (2023) Vol. 99, Iss. 1, pp. 285-313
Open Access | Times Cited: 5
Michelle Hutchens, Sonja O. Rego, Brian Williams
The Accounting Review (2023) Vol. 99, Iss. 1, pp. 285-313
Open Access | Times Cited: 5
A Skeptical Appraisal of Robust Asset Pricing Tests
Tim Alexander Kroencke, Julian Thimme
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 11
Tim Alexander Kroencke, Julian Thimme
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 11
Bank credit, consumption risk, and the cross-section of expected returns
Ji Ho Kwon
International Review of Financial Analysis (2024) Vol. 92, pp. 103103-103103
Closed Access | Times Cited: 1
Ji Ho Kwon
International Review of Financial Analysis (2024) Vol. 92, pp. 103103-103103
Closed Access | Times Cited: 1
An Intertemporal Risk Factor Model
Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan Loudis
Management Science (2024)
Closed Access | Times Cited: 1
Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan Loudis
Management Science (2024)
Closed Access | Times Cited: 1
Managing the Market Portfolio
Fabian Hollstein, Marcel Prokopczuk
Management Science (2022) Vol. 69, Iss. 6, pp. 3675-3696
Closed Access | Times Cited: 6
Fabian Hollstein, Marcel Prokopczuk
Management Science (2022) Vol. 69, Iss. 6, pp. 3675-3696
Closed Access | Times Cited: 6
The Risk-Return Tradeoff Among Equity Factors
Pedro Barroso, Paulo F. Maio
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 8
Pedro Barroso, Paulo F. Maio
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 8
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
David Abad, Belén Nieto, Roberto Pascual, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102650-102650
Open Access | Times Cited: 2
David Abad, Belén Nieto, Roberto Pascual, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102650-102650
Open Access | Times Cited: 2
The Risk-Return Tradeoo Among Equity Factors
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
Cybercrime and the Cross-Section of Equity Returns
Jiatao Liu, Ian W. Marsh, Yajun Xiao
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Jiatao Liu, Ian W. Marsh, Yajun Xiao
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
The Limitaitons and Alternatives of CAPM
Yuxin Bin
Advances in Economics Management and Political Sciences (2024) Vol. 60, Iss. 1, pp. 46-51
Open Access
Yuxin Bin
Advances in Economics Management and Political Sciences (2024) Vol. 60, Iss. 1, pp. 46-51
Open Access
Dynamic Knowledge Graph Asset Pricing
Victor Xiaohui Li, Yixiao Tan
SSRN Electronic Journal (2024)
Closed Access
Victor Xiaohui Li, Yixiao Tan
SSRN Electronic Journal (2024)
Closed Access
The Risk-Return Tradeoff Among Equity Factors
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 3
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 3
Do Limits to Arbitrage Explain Portfolio Gains from Asset Mispricing?
Nathan Lassance, Alberto Martín-Utrera
SSRN Electronic Journal (2024)
Closed Access
Nathan Lassance, Alberto Martín-Utrera
SSRN Electronic Journal (2024)
Closed Access
An Intertemporal Risk Factor Model
Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan Loudis
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan Loudis
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Analyzing the Performance of Pakistan Equity Mutual Funds Using Multifactor Models: Pre-COVID Analysis
Muhammad Danial, Nadia Iftikhar, Syed Quaid Ali Shah
Business Management and Strategy (2023) Vol. 14, Iss. 2, pp. 296-296
Open Access | Times Cited: 1
Muhammad Danial, Nadia Iftikhar, Syed Quaid Ali Shah
Business Management and Strategy (2023) Vol. 14, Iss. 2, pp. 296-296
Open Access | Times Cited: 1
Macro Trends and Factor Timing
Carlo A. Favero, Alessandro Melone, Andrea Tamoni
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Carlo A. Favero, Alessandro Melone, Andrea Tamoni
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?
Qi Lin
The Review of Asset Pricing Studies (2022) Vol. 12, Iss. 4, pp. 999-1040
Closed Access | Times Cited: 1
Qi Lin
The Review of Asset Pricing Studies (2022) Vol. 12, Iss. 4, pp. 999-1040
Closed Access | Times Cited: 1
Forecasting the Long-Term Equity Premium for Asset Allocation
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Financial Analysts Journal (2022) Vol. 78, Iss. 3, pp. 9-29
Closed Access | Times Cited: 1
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Financial Analysts Journal (2022) Vol. 78, Iss. 3, pp. 9-29
Closed Access | Times Cited: 1
Predictability and the Cross-Section of Expected Returns in Models with Long-Run Risks
Christian Schlag, Michael Semenischev, Julian Thimme
SSRN Electronic Journal (2016)
Open Access
Christian Schlag, Michael Semenischev, Julian Thimme
SSRN Electronic Journal (2016)
Open Access
Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences
Javier Rojo‐Suárez, Ana Belén Alonso‐Conde, Rubén Lago‐Balsalobre
International Review of Economics & Finance (2023) Vol. 89, pp. 1156-1169
Open Access
Javier Rojo‐Suárez, Ana Belén Alonso‐Conde, Rubén Lago‐Balsalobre
International Review of Economics & Finance (2023) Vol. 89, pp. 1156-1169
Open Access