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:

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

Showing 1-25 of 172 citing articles:

Carbon Tail Risk
Emirhan Ilhan, Zacharias Sautner, Grigory Vilkov
Review of Financial Studies (2020) Vol. 34, Iss. 3, pp. 1540-1571
Open Access | Times Cited: 588
Firm‐Level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1449-1498
Open Access | Times Cited: 501
Tail risk premia and return predictability
Tim Bollerslev, Viktor Todorov, Lai Xu
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 113-134
Open Access | Times Cited: 380
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: 351
COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models
Maaz Khan, Umar Nawaz Kayani, Mrestyal Khan, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 1, pp. 50-50
Open Access | Times Cited: 40
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 137
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Chris Bardgett, Elise Gourier, Markus Leippold
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 593-618
Open Access | Times Cited: 136
Good and Bad Variance Premia and Expected Returns
Mete Kilic, Ivan Shaliastovich
Management Science (2018) Vol. 65, Iss. 6, pp. 2522-2544
Open Access | Times Cited: 128
Predicting stock returns: A regime-switching combination approach and economic links
Xiaoneng Zhu, Jie Zhu
Journal of Banking & Finance (2013) Vol. 37, Iss. 11, pp. 4120-4133
Closed Access | Times Cited: 127
Oil volatility risk and expected stock returns
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116
Firm-level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 100
How does economic policy uncertainty affect the bitcoin market?
Pengfei Wang, Xiao Li, Dehua Shen, et al.
Research in International Business and Finance (2020) Vol. 53, pp. 101234-101234
Closed Access | Times Cited: 98
Does oil and gold price uncertainty matter for the stock market?
Dennis Bams, Gildas Blanchard, Iman Honarvar, et al.
Journal of Empirical Finance (2017) Vol. 44, pp. 270-285
Open Access | Times Cited: 97
What do asset prices have to say about risk appetite and uncertainty?
Geert Bekaert, Marie Hoerova
Journal of Banking & Finance (2015) Vol. 67, pp. 103-118
Open Access | Times Cited: 86
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
Jiabao Feng, Yudong Wang, Libo Yin
Energy Economics (2017) Vol. 68, pp. 240-254
Closed Access | Times Cited: 72
Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks
Zhijun Hu, Ali M. Kutan, Ping‐Wen Sun
International Review of Financial Analysis (2018) Vol. 57, pp. 207-220
Closed Access | Times Cited: 71
Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65
Energy commodity uncertainties and the systematic risk of US industries
Muhammad Abubakr Naeem, Faruk Balli, Syed Jawad Hussain Shahzad, et al.
Energy Economics (2019) Vol. 85, pp. 104589-104589
Closed Access | Times Cited: 57
Reserve currency and the volatility of clean energy stocks: The role of uncertainty
Barış Kocaarslan, Uğur Soytaş
Energy Economics (2021) Vol. 104, pp. 105645-105645
Open Access | Times Cited: 43
Ambiguity about volatility and investor behavior
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 277-296
Closed Access | Times Cited: 42
The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms
Nicholas Apergis, Chi Keung Marco Lau, Bing Xu
International Review of Financial Analysis (2023) Vol. 90, pp. 102847-102847
Closed Access | Times Cited: 17
The Influence of ESG Ratings On Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners
Matthias Horn
Schmalenbach Journal of Business Research (2023) Vol. 75, Iss. 3, pp. 415-442
Open Access | Times Cited: 16
0DTEs: Trading, Gamma Risk and Volatility Propagation
Chukwuma Dim, Bjørn Eraker, Grigory Vilkov
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 7
How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
International volatility risk and Chinese stock return predictability
Jian Chen, Fuwei Jiang, Yangshu Liu, et al.
Journal of International Money and Finance (2016) Vol. 70, pp. 183-203
Open Access | Times Cited: 52
Page 1 - Next Page

Scroll to top