Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Pedro Barroso, Andrew L. Detzel
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 744-767
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Model Comparison with Transaction Costs
ANDREW DETZEL, ROBERT NOVY‐MARX, Mihail Velikov
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1743-1775
Closed Access | Times Cited: 53
Comparing factor models with price-impact costs
Sicong Li, Victor DeMiguel, Alberto Martín-Utrera
Journal of Financial Economics (2024) Vol. 162, pp. 103949-103949
Open Access | Times Cited: 9
A Multifactor Perspective on Volatility‐Managed Portfolios
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
The Journal of Finance (2024) Vol. 79, Iss. 6, pp. 3859-3891
Open Access | Times Cited: 9
When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
Yacine Aït‐Sahalia, Felix Matthys, Emilio Osambela, et al.
Journal of Econometrics (2024), pp. 105654-105654
Closed Access | Times Cited: 6
Downside risk and the performance of volatility-managed portfolios
Feifei Wang, Xuemin Sterling Yan
Journal of Banking & Finance (2021) Vol. 131, pp. 106198-106198
Closed Access | Times Cited: 35
Factor Timing in Asset Management: A Literature Review
Sebastian Hotze, Britta Hachenberg, Dirk Schiereck
Credit and Capital Markets – Kredit und Kapital (2025), pp. 1-50
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
The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model
Qing Bai, Cathy W. S. Chen, Shaonan Tian
Computational Economics (2025)
Closed Access
Volatility Scaling in the Cryptocurrency Market
Seyed Mohammad Habeli, Seyed Mahdi Barakchian, Ali Motavasseli
(2025)
Closed Access
Overnight vs. Intraday Returns: Investor Disagreement, Information Uncertainty, and Future Stock Returns
Richard Harris, Nan Li, Nicholas Taylor
(2025)
Closed Access
Enhanced momentum strategies
Matthias X. Hanauer, Steffen Windmüller
Journal of Banking & Finance (2022) Vol. 148, pp. 106712-106712
Closed Access | Times Cited: 17
VIX-managed portfolios
Miloš Božović
International Review of Financial Analysis (2024) Vol. 95, pp. 103353-103353
Closed Access | Times Cited: 3
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments
Ameet Kumar Banerjee, Andreia Dionísio, Ahmet Şensoy, et al.
Energy Economics (2024) Vol. 136, pp. 107683-107683
Closed Access | Times Cited: 3
Semivolatility-managed portfolios
Daniel Batista da Silva, Marcelo Fernandes
(2024)
Closed Access | Times Cited: 3
Model Selection with Transaction Costs
Andrew L. Detzel, Robert Novy‐Marx, Mihail Velikov
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
A Multifactor Perspective on Volatility-Managed Portfolios
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 16
Timing the Factor Zoo
Andreas Neuhierl, Otto Randl, Christoph Reschenhofer, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets
Mohammad R. Jahan‐Parvar, Filip Žikeš
Review of Financial Studies (2023) Vol. 36, Iss. 10, pp. 4190-4232
Open Access | Times Cited: 5
The volatility puzzle of the low-risk anomaly
Pedro Barroso, Andrew L. Detzel, Paulo F. Maio
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 12
Enhanced Momentum Strategies
Matthias X. Hanauer, Steffen Windmüller
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 12
When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance
Yacine Aït‐Sahalia, Felix Matthys, Emilio Osambela, et al.
(2021)
Open Access | Times Cited: 11
Exploiting the dynamics of commodity futures curves
Robert J. Bianchi, John Hua Fan, Joëlle Miffre, et al.
Journal of Banking & Finance (2023) Vol. 154, pp. 106965-106965
Open Access | Times Cited: 4
The disappearing profitability of volatility-managed equity factors
Timotheos Angelidis, Nikolaos Tessaromatis
Journal of Financial Markets (2023) Vol. 65, pp. 100857-100857
Open Access | Times Cited: 4
Enhancing betting against beta with stochastic dominance
Olga Kolokolova, Xia Xu
Journal of Empirical Finance (2024) Vol. 76, pp. 101465-101465
Open Access | Times Cited: 1
Zoom in on momentum
Junyong Kim
International Review of Financial Analysis (2024) Vol. 94, pp. 103217-103217
Closed Access | Times Cited: 1
Page 1 - Next Page

Scroll to top