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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:

Modeling Covariance Risk in Merton's ICAPM
Alberto G. Rossi, Allan Timmermann
Review of Financial Studies (2015) Vol. 28, Iss. 5, pp. 1428-1461
Closed Access | Times Cited: 85

Showing 1-25 of 85 citing articles:

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
Leland Bybee, Bryan Kelly, Yinan Su
Review of Financial Studies (2023) Vol. 36, Iss. 12, pp. 4759-4787
Closed Access | Times Cited: 58
Downside Variance Risk Premium*
Bruno Feunou, Mohammad R. Jahan‐Parvar, Cédric Okou
Journal of Financial Econometrics (2017) Vol. 16, Iss. 3, pp. 341-383
Open Access | Times Cited: 120
The Macroeconomic Uncertainty Premium in the Corporate Bond Market
Turan G. Bali, Avanidhar Subrahmanyam, Quan Wen
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 5, pp. 1653-1678
Closed Access | Times Cited: 90
The conditional impact of investor sentiment in global stock markets: A two-channel examination
Wenzhao Wang, Chen Su, Darren Duxbury
Journal of Banking & Finance (2022) Vol. 138, pp. 106458-106458
Open Access | Times Cited: 46
Forecasting in Economics and Finance
Graham Elliott, Allan Timmermann
Annual Review of Economics (2016) Vol. 8, Iss. 1, pp. 81-110
Open Access | Times Cited: 65
Forecasting Methods in Finance
Allan Timmermann
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 449-479
Open Access | Times Cited: 60
Machine learning methods in finance: Recent applications and prospects
Daniel Hoang, Kevin Wiegratz
European Financial Management (2022) Vol. 29, Iss. 5, pp. 1657-1701
Open Access | Times Cited: 35
Managing Weather Risk with a Neural Network-Based Index Insurance
Zhanhui Chen, Yang Lu, Jinggong Zhang, et al.
Management Science (2023) Vol. 70, Iss. 7, pp. 4306-4327
Closed Access | Times Cited: 16
Growing the efficient frontier on panel trees
Lin William Cong, Guanhao Feng, Jingyu He, et al.
Journal of Financial Economics (2025) Vol. 167, pp. 104024-104024
Open Access
Spanning the Achievable Stochastic Discount Factor with Asset Pricing Trees
Cil Bemelmans, Rasmus Lönn, Anastasija Tetereva
(2025)
Closed Access
Downside Variance Risk Premium
Bruno Feunou, Cédric Okou, Mohammad R. Jahan‐Parvar
Finance and Economics Discussion Series (2015) Vol. 2015.0, Iss. 20, pp. 1-64
Open Access | Times Cited: 48
Macroeconomic determinants of stock market betas
Mariano González Sánchez, Juan M. Nave, Gonzalo Rubio
Journal of Empirical Finance (2017) Vol. 45, pp. 26-44
Closed Access | Times Cited: 38
Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles
Daniel Andrei, Bruce Carlin, Michael Hasler
Management Science (2018) Vol. 65, Iss. 6, pp. 2900-2923
Closed Access | Times Cited: 33
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
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Investor sentiment and the risk–return relation: A two‐in‐one approach
Darren Duxbury, Wenzhao Wang
European Financial Management (2023) Vol. 30, Iss. 1, pp. 496-543
Open Access | Times Cited: 10
Equity Return Predictability with the ICAPM
Michael Hasler, Charles Martineau
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 3, pp. 481-512
Closed Access | Times Cited: 3
The mean–variance relation and the role of institutional investor sentiment
Wenzhao Wang
Economics Letters (2018) Vol. 168, pp. 61-64
Open Access | Times Cited: 30
Macroeconomic uncertainty and the distant forward-rate slope
Robert A. Connolly, David A. Dubofsky, Chris T. Stivers
Journal of Empirical Finance (2018) Vol. 48, pp. 140-161
Closed Access | Times Cited: 28
Institutional investor sentiment and the mean-variance relationship: Global evidence
Wenzhao Wang, Darren Duxbury
Journal of Economic Behavior & Organization (2021) Vol. 191, pp. 415-441
Open Access | Times Cited: 22
Expected Business Conditions and Bond Risk Premia
Jonas N. Eriksen
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 4, pp. 1667-1703
Open Access | Times Cited: 27
Investor sentiment and the mean-variance relationship: European evidence
Wenzhao Wang
Research in International Business and Finance (2018) Vol. 46, pp. 227-239
Open Access | Times Cited: 26
Asset holders’ consumption risk and tests of conditional CCAPM
Redouane Elkamhi, Chanik Jo
Journal of Financial Economics (2023) Vol. 148, Iss. 3, pp. 220-244
Closed Access | Times Cited: 7
Chinese economic policy uncertainty and U.S. households' portfolio decisions
Kiryoung Lee, Yoontae Jeon, Chanik Jo
Pacific-Basin Finance Journal (2020) Vol. 64, pp. 101452-101452
Closed Access | Times Cited: 18
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Xiaochun Liu
Journal of Banking & Finance (2017) Vol. 82, pp. 1-19
Closed Access | Times Cited: 17
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