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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:

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: 437

Showing 1-25 of 437 citing articles:

Declining Labor and Capital Shares
Simcha Barkai
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2421-2463
Open Access | Times Cited: 512
Volatility‐Managed Portfolios
Alan Moreira, Tyler Muir
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1611-1644
Open Access | Times Cited: 424
Non-monetary news in central bank communication
Anna Cieślak, Andreas Schrimpf
Journal of International Economics (2019) Vol. 118, pp. 293-315
Open Access | Times Cited: 282
The Time Variation in Risk Appetite and Uncertainty
Geert Bekaert, Eric Engström, Nancy R. Xu
Management Science (2021) Vol. 68, Iss. 6, pp. 3975-4004
Open Access | Times Cited: 280
Flights to Safety
Lieven Baele, Geert Bekaert, Koen Inghelbrecht, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 2, pp. 689-746
Closed Access | Times Cited: 245
Stock Returns over the FOMC Cycle
Anna Cieślak, Adair Morse, Annette Vissing‐Jørgensen
The Journal of Finance (2019) Vol. 74, Iss. 5, pp. 2201-2248
Closed Access | Times Cited: 231
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Xavier Gabaix, Ralph S. J. Koijen
(2021)
Open Access | Times Cited: 204
What Is the Expected Return on a Stock?
Ian Martin, Christian Wagner
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1887-1929
Open Access | Times Cited: 170
Pricing Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
Management Science (2023) Vol. 69, Iss. 12, pp. 7540-7561
Open Access | Times Cited: 137
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1055-1096
Closed Access | Times Cited: 75
Chasing the ESG factor
Abraham Lioui, Andrea Tarelli
Journal of Banking & Finance (2022) Vol. 139, pp. 106498-106498
Closed Access | Times Cited: 69
Belief Overreaction and Stock Market Puzzles
Pedro Bordalo, Nicola Gennaioli, Rafael La Porta, et al.
Journal of Political Economy (2023) Vol. 132, Iss. 5, pp. 1450-1484
Closed Access | Times Cited: 54
Disaster resilience and asset prices
Marco Pagano, Christian Wagner, Josef Zechner
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103712-103712
Open Access | Times Cited: 49
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
Amit Goyal, Ivo Welch, Athanasse Zafirov
Review of Financial Studies (2024)
Open Access | Times Cited: 41
Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
Magnus Dahlquist, Markus Ibert
Review of Financial Studies (2024) Vol. 37, Iss. 6, pp. 1887-1928
Open Access | Times Cited: 25
How the Wealth Was Won: Factor Shares as Market Fundamentals
Daniel Greenwald, Martin Lettau, Sydney C. Ludvigson
Journal of Political Economy (2024)
Closed Access | Times Cited: 16
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
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
Tobias Adrian, Richard K. Crump, Erik Vogt
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1931-1973
Open Access | Times Cited: 130
Political Cycles and Stock Returns
Ľuboš Pástor, Pietro Veronesi
Journal of Political Economy (2020) Vol. 128, Iss. 11, pp. 4011-4045
Open Access | Times Cited: 130
Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis
John W. Goodell, Richard McGee, Frank McGroarty
Journal of Banking & Finance (2019) Vol. 110, pp. 105684-105684
Open Access | Times Cited: 109
Disaster Resilience and Asset Prices
Marco Pagano, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2020)
Open Access | Times Cited: 104
The VIX Premium
Ing-Haw Cheng
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 180-227
Closed Access | Times Cited: 96
The Time Variation in Risk Appetite and Uncertainty
Geert Bekaert, Eric Engström, Nancy Xu
(2019)
Open Access | Times Cited: 86
The term structure of equity and variance risk premia
Yacine Aït‐Sahalia, Mustafa Karaman, Loriano Mancini
Journal of Econometrics (2020) Vol. 219, Iss. 2, pp. 204-230
Closed Access | Times Cited: 77
The Quanto Theory of Exchange Rates
Lukas Kremens, Ian Martin
American Economic Review (2019) Vol. 109, Iss. 3, pp. 810-843
Open Access | Times Cited: 76
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