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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:

The short duration premium
Andrei S. Gonçalves
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 919-945
Closed Access | Times Cited: 53

Showing 1-25 of 53 citing articles:

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
The term structure of equity risk premia
Ravi Bansal, Shane Miller, Dongho Song, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1209-1228
Open Access | Times Cited: 78
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
Holding Period Effects in Dividend Strip Returns
Benjamin Golez, Jens Carsten Jackwerth
Review of Financial Studies (2024) Vol. 37, Iss. 10, pp. 3188-3215
Closed Access | Times Cited: 6
The fundamental-to-market ratio and the value premium decline
Andrei S. Gonçalves, Gregory K. Leonard
Journal of Financial Economics (2022) Vol. 147, Iss. 2, pp. 382-405
Closed Access | Times Cited: 27
Intermediary-based equity term structure
Kai Li, Chenjie Xu
Journal of Financial Economics (2024) Vol. 157, pp. 103856-103856
Closed Access | Times Cited: 3
Risk and return in private equity
Arthur G. Korteweg
Elsevier eBooks (2023), pp. 343-418
Closed Access | Times Cited: 7
Equity Term Structures without Dividend Strips Data
Stefano Giglio, Bryan Kelly, Serhiy Kozak
The Journal of Finance (2024) Vol. 79, Iss. 6, pp. 4143-4196
Open Access | Times Cited: 2
Inferring Stock Duration Around FOMC Surprises: Estimates and Implications
Zhanhui Chen
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 2, pp. 669-703
Closed Access | Times Cited: 16
Non-Standard Errors in Portfolio Sorts
Dominik Walter, Rüdiger Weber, Patrick Weiß
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 10
A Unified Duration-based Explanation of the Value, Profitability, and Investment Anomalies
Shan Chen, Tao Li
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 17
Schumpeterian competition in a Lucas economy
Daniel Andrei, Bruce Carlin
Journal of Economic Theory (2023) Vol. 208, pp. 105613-105613
Closed Access | Times Cited: 5
Artificial Intelligence and Firms' Systematic Risk
Tania Babina, Anastassia Fedyk, Alex Xi He, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Profitability anomaly and aggregate volatility risk
Alexander Barinov
Journal of Financial Markets (2022) Vol. 64, pp. 100782-100782
Closed Access | Times Cited: 6
The term structure of equity yields—a bottom-up approach
David Schröder
Review of Finance (2023) Vol. 28, Iss. 2, pp. 661-697
Open Access | Times Cited: 3
Duration-Based Valuation of Corporate Bonds
Jules H. van Binsbergen, Michael Schwert
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 8
Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity
Michael Hasler, Mariana Khapko
Management Science (2022) Vol. 69, Iss. 9, pp. 5560-5577
Closed Access | Times Cited: 5
The Horizon of Investors' Information and Corporate Investment
Olivier Dessaint, Thierry Foucault, Laurent Frésard
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
What Moves Equity Markets? A Term Structure Decomposition for Stock Returns
Andrei S. Gonçalves
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
The Fundamental-to-Market Ratio and the Value Premium Decline
Andrei S. Gonçalves, Gregory K. Leonard
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Institutional Investors, Households, and the Time-Variation in Expected Stock Returns
Rüdiger Weber
Journal of Financial and Quantitative Analysis (2021) Vol. 58, Iss. 1, pp. 352-391
Closed Access | Times Cited: 5
Equity Duration in China: A Deep Learning Approach
Zhirun You, Ya-Chun Gao, Jun Hu
(2024)
Closed Access
Cash flow duration and market reactions to earnings announcements
Wenlian Gao
Review of Quantitative Finance and Accounting (2024) Vol. 63, Iss. 2, pp. 679-714
Closed Access
Price Discovery in High-Frequency Equity Markets: Evidence from Retail and Institutional Trades
Jan Harren
SSRN Electronic Journal (2024)
Closed Access
Equilibrium asset pricing with short rate risk
Alessandro Sbuelz
Decisions in Economics and Finance (2024)
Closed Access
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