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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:

Asymmetries and Portfolio Choice
Magnus Dahlquist, Ádám Faragó, Roméo Tédongap
Review of Financial Studies (2016) Vol. 30, Iss. 2, pp. 667-702
Closed Access | Times Cited: 86

Showing 1-25 of 86 citing articles:

Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
Oluwasegun B. Adekoya, Ademola B. Akinseye, Nikolaos Antonakakis, et al.
Resources Policy (2022) Vol. 78, pp. 102877-102877
Closed Access | Times Cited: 98
Psychology-Based Models of Asset Prices and Trading Volume
Nicholas Barberis
Handbook of behavioral economics (2018), pp. 79-175
Closed Access | Times Cited: 155
Risk spillovers across geopolitical risk and global financial markets
Jinlin Zheng, Baoyu Wen, Yaohui Jiang, et al.
Energy Economics (2023) Vol. 127, pp. 107051-107051
Closed Access | Times Cited: 32
Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management
Fumitaka Furuoka, OlaOluwa S. Yaya, Kiew Ling Pui, et al.
Resources Policy (2023) Vol. 81, pp. 103339-103339
Open Access | Times Cited: 26
Measuring skewness premia
Hugues Langlois
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 399-424
Closed Access | Times Cited: 67
Asymmetry in Stock Comovements: An Entropy Approach
Lei Jiang, Ke Wu, Guofu Zhou
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 4, pp. 1479-1507
Closed Access | Times Cited: 48
Psychology-based Models of Asset Prices and Trading Volume
Nicholas Barberis
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 40
Macroeconomic Tail Risks and Asset Prices
David Schreindorfer
Review of Financial Studies (2019) Vol. 33, Iss. 8, pp. 3541-3582
Closed Access | Times Cited: 38
Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies
Xianfang Su, Jian‐Jun He
Energy Economics (2024) Vol. 139, pp. 107904-107904
Closed Access | Times Cited: 4
A Single-Factor Consumption-Based Asset Pricing Model
Stefanos Delikouras, Alexandros Kostakis
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 2, pp. 789-827
Open Access | Times Cited: 35
Subjective probabilities under behavioral heuristics
Oriana Rahman, Andrei Semenov
International Review of Economics & Finance (2025), pp. 103899-103899
Open Access
ESG Leaders and Crypto Currency Market: Asymmetric TVP-VAR Connectedness and Investment Approaches
Rashida Bibi, Saqib Gulzar, Syed Jawad Hussain Shahzad
Research in International Business and Finance (2025), pp. 102833-102833
Closed Access
How does the asymmetric spillover of investor sentiment respond to economic policy uncertainty in G7 and BRICS countries?
Anh Tram Luong
Review of Behavioral Finance (2025)
Closed Access
Skewness Consequences of Seeking Alpha
Kerry Back, Alan D. Crane, Kevin Crotty
Review of Financial Studies (2018) Vol. 31, Iss. 12, pp. 4720-4761
Closed Access | Times Cited: 30
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging
Luca Gonzato, Carlo Sgarra
Energy Economics (2021) Vol. 99, pp. 105279-105279
Open Access | Times Cited: 14
Generalized Disappointment Aversion and the Variance Term Structure
Mykola Babiak
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 4, pp. 1796-1820
Open Access | Times Cited: 5
Disasters Everywhere: The Costs of Business Cycles Reconsidered
Óscar Jordá, Moritz Schularick, Alan M. Taylor
IMF Economic Review (2023) Vol. 72, Iss. 1, pp. 116-151
Closed Access | Times Cited: 5
Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model
Young Shin Kim
Annals of Operations Research (2022) Vol. 312, Iss. 2, pp. 853-881
Closed Access | Times Cited: 8
Reconciling mean-variance portfolio theory with non-Gaussian returns
Nathan Lassance
European Journal of Operational Research (2021) Vol. 297, Iss. 2, pp. 729-740
Closed Access | Times Cited: 10
Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets
Patrick Augustin, Roméo Tédongap
Management Science (2020) Vol. 67, Iss. 10, pp. 6266-6293
Closed Access | Times Cited: 7
Asymmetry in Stock Returns: An Entropy Measure
Lei Jiang, Ke Wu, Guofu Zhou
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 6
A closed-form mean–variance–skewness portfolio strategy
Fang Zhen, Jingnan Chen
Finance research letters (2022) Vol. 47, pp. 102933-102933
Closed Access | Times Cited: 5
Small Rebalanced Portfolios Often Beat the Market over Long Horizons
Ádám Faragó, Erik Hjalmarsson
The Review of Asset Pricing Studies (2022) Vol. 13, Iss. 2, pp. 307-342
Open Access | Times Cited: 5
Downside Risk and the Cross-section of Corporate Bond Returns
Patrick Augustin, Linxiao Cong, Ricardo Lopez Aliouchkin, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Hedge inflation risk of specific purpose guarantee funds
Ze Chen, Bingzheng Chen, Yi Hu, et al.
European Financial Management (2021) Vol. 28, Iss. 4, pp. 1104-1136
Open Access | Times Cited: 5
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