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:

Consumption Volatility and the Cross-Section of Stock Returns*
Roméo Tédongap
European Finance Review (2014) Vol. 19, Iss. 1, pp. 367-405
Closed Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
Ravi Bansal
Critical Finance Review (2012) Vol. 1, Iss. 1, pp. 183-221
Open Access | Times Cited: 379
Real Economic Shocks and Sovereign Credit Risk
Patrick Augustin, Roméo Tédongap
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 2, pp. 541-587
Closed Access | Times Cited: 109
Asset Pricing without Garbage
Tim Alexander Kroencke
The Journal of Finance (2016) Vol. 72, Iss. 1, pp. 47-98
Open Access | Times Cited: 109
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
René García, Daniel Mantilla-García, Lionel Martellini
Journal of Financial and Quantitative Analysis (2014) Vol. 49, Iss. 5-6, pp. 1133-1165
Open Access | Times Cited: 71
Asset Pricing with Weekly Shopper Spending *
Kuntara Pukthuanthong, Jialu Shen, Ruixiang Wang
SSRN Electronic Journal (2025)
Closed Access
GMM weighting matrices in cross-sectional asset pricing tests
Nora Laurinaityte, Christoph Meinerding, Christian Schlag, et al.
Journal of Banking & Finance (2024) Vol. 162, pp. 107123-107123
Open Access | Times Cited: 3
An Analytical Framework for Assessing Asset Pricing Models and Predictability
René García, Nour Meddahi, Roméo Tédongap
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 26
Recessions and the stock market
Tim Alexander Kroencke
Journal of Monetary Economics (2022) Vol. 131, pp. 61-77
Open Access | Times Cited: 8
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks
Georgios Xyngis
Journal of Empirical Finance (2017) Vol. 44, pp. 43-65
Open Access | Times Cited: 10
Asset pricing with data revisions
Daniel Borup, Erik Christian Montes Schütte
Journal of Financial Markets (2021) Vol. 59, pp. 100620-100620
Open Access | Times Cited: 9
Sovereign Credit Risk and Real Economic Shocks
Patrick Augustin, Roméo Tédongap
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 9
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
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach
Sofía B. Ramos, Abderrahim Taamouti, Helena Veiga
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access
Uncertainty and cross-sectional stock returns: Evidence from China
Bruno Deschamps, Tianlun Fei, Ying Jiang, et al.
Journal of Banking & Finance (2024), pp. 107374-107374
Closed Access
Recessions and the Stock Market
Tim Alexander Kroencke
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Endogenous Procyclicality of Labor Productivity, Employment, Real Wages and Effort in Conditionally Heteroskedastic Sunspots Unemployment Business Cycles With Negishi-Solow Efficiency Wages
Jean‐Michel Grandmont
SSRN Electronic Journal (2016)
Open Access | Times Cited: 2
External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
Andrew Y. Chen
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 2
Asset Pricing without Garbage
Tim Alexander Kroencke
SSRN Electronic Journal (2013)
Open Access | Times Cited: 2
Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation
Alex Hsu, Francisco Palomino, Liang Qian
Management Science (2022) Vol. 69, Iss. 5, pp. 3025-3047
Closed Access | Times Cited: 2
Competition and exposure of returns to the C-CAPM
Hussein Abdoh, Oscar Varela
Studies in Economics and Finance (2018) Vol. 35, Iss. 4, pp. 525-541
Closed Access | Times Cited: 2
Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
Christian Schlag, Michael Semenischev, Julian Thimme
Management Science (2021) Vol. 67, Iss. 12, pp. 7932-7950
Open Access | Times Cited: 2
Broker-dealer leverage volatility and the US stock prices
Khandokar Istiak
Studies in Economics and Finance (2021) Vol. 39, Iss. 1, pp. 1-19
Closed Access | Times Cited: 2
Consumption
Svetlana Bryzgalova, Christian Julliard
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Elephants and the Cross-Section of Expected Returns
Nora Laurinaityte, Christoph Meinerding, Christian Schlag, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
Disappointment Aversion, Long-Run Risks and Aggregate Asset Prices
Marco Bonomo, René García, Nour Meddahi, et al.
(2009)
Closed Access | Times Cited: 1
Page 1 - Next Page

Scroll to top