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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:

Volatility, the Macroeconomy, and Asset Prices
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
The Journal of Finance (2013) Vol. 69, Iss. 6, pp. 2471-2511
Open Access | Times Cited: 344

Showing 1-25 of 344 citing articles:

Good and bad uncertainty: Macroeconomic and financial market implications
Gill Segal, Ivan Shaliastovich, Amir Yaron
Journal of Financial Economics (2015) Vol. 117, Iss. 2, pp. 369-397
Open Access | Times Cited: 449
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
Investor Attention and Stock Market Volatility
Daniel Andrei, Michael Hasler
Review of Financial Studies (2014) Vol. 28, Iss. 1, pp. 33-72
Closed Access | Times Cited: 436
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
Bernard Herskovic, Bryan Kelly, Hanno Lustig, et al.
Journal of Financial Economics (2015) Vol. 119, Iss. 2, pp. 249-283
Closed Access | Times Cited: 381
An intertemporal CAPM with stochastic volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, et al.
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 207-233
Open Access | Times Cited: 302
Asset pricing: A tale of two days
Pavel G. Savor, Mungo Ivor Wilson
Journal of Financial Economics (2014) Vol. 113, Iss. 2, pp. 171-201
Closed Access | Times Cited: 296
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
Expectations and Investment
Nicola Gennaioli, Yueran Ma, Andrei Shleifer
NBER Macroeconomics Annual (2016) Vol. 30, Iss. 1, pp. 379-431
Open Access | Times Cited: 270
Carry
Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen, et al.
Journal of Financial Economics (2017) Vol. 127, Iss. 2, pp. 197-225
Open Access | Times Cited: 246
Ambiguous Volatility and Asset Pricing in Continuous Time
Larry G. Epstein, Shaolin Ji
Review of Financial Studies (2013) Vol. 26, Iss. 7, pp. 1740-1786
Open Access | Times Cited: 229
An Intertemporal CAPM with Stochastic Volatility
John Campbell, Stefano Giglio, Christopher Polk, et al.
(2012)
Open Access | Times Cited: 216
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
American Economic Review (2016) Vol. 106, Iss. 3, pp. 664-698
Open Access | Times Cited: 196
Investor sentiment and economic forces
Junyan Shen, Jianfeng Yu, Shen Zhao
Journal of Monetary Economics (2017) Vol. 86, pp. 1-21
Closed Access | Times Cited: 193
Determinants of foreign direct investment inflows: The role of economic policy uncertainty
Canh Phuc Nguyen, Nguyen Thanh Binh, Thanh Dinh Su, et al.
International Economics (2019) Vol. 161, pp. 159-172
Closed Access | Times Cited: 188
Price of Long-Run Temperature Shifts in Capital Markets
Ravi Bansal, Dana Kiku, Marcelo Ochoa
(2016)
Open Access | Times Cited: 172
Macroeconomic Attention and Announcement Risk Premia
Adlai J. Fisher, Charles Martineau, Jinfei Sheng
Review of Financial Studies (2022) Vol. 35, Iss. 11, pp. 5057-5093
Closed Access | Times Cited: 81
The price of variance risk
Ian Dew-Becker, Stefano Giglio, Anh Le, et al.
Journal of Financial Economics (2016) Vol. 123, Iss. 2, pp. 225-250
Closed Access | Times Cited: 166
Uncertainty Shocks and Balance Sheet Recessions
Sebastian Di Tella
Journal of Political Economy (2017) Vol. 125, Iss. 6, pp. 2038-2081
Closed Access | Times Cited: 151
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2029-2068
Closed Access | Times Cited: 144
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140
Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 397-417
Open Access | Times Cited: 133
A tale of two option markets: Pricing kernels and volatility risk
Zhaogang Song, Dacheng Xiu
Journal of Econometrics (2015) Vol. 190, Iss. 1, pp. 176-196
Open Access | Times Cited: 129
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
Dongho Song
Review of Financial Studies (2017) Vol. 30, Iss. 8, pp. 2761-2817
Open Access | Times Cited: 121
Higher Order Effects in Asset Pricing Models with Long‐Run Risks
Walter Pohl, Karl Schmedders, Ole Wilms
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1061-1111
Open Access | Times Cited: 120
Who Are the Value and Growth Investors?
Sébastien Betermier, Laurent E. Calvet, Paolo Sodini
The Journal of Finance (2016) Vol. 72, Iss. 1, pp. 5-46
Open Access | Times Cited: 117
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