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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:

Asset Pricing without Garbage
Tim Alexander Kroencke
The Journal of Finance (2016) Vol. 72, Iss. 1, pp. 47-98
Open Access | Times Cited: 109

Showing 1-25 of 109 citing articles:

The Pollution Premium
PO‐HSUAN HSU, Kai Li, Chi-Yang Tsou
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1343-1392
Open Access | Times Cited: 277
Do Intermediaries Matter for Aggregate Asset Prices?
Valentin Haddad, Tyler Muir
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 2719-2761
Open Access | Times Cited: 117
INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW
Julian Thimme
Journal of Economic Surveys (2016) Vol. 31, Iss. 1, pp. 226-257
Closed Access | Times Cited: 87
Robust Inference for Consumption‐Based Asset Pricing
Frank Kleibergen, Zhaoguo Zhan
The Journal of Finance (2019) Vol. 75, Iss. 1, pp. 507-550
Open Access | Times Cited: 77
Business-cycle consumption risk and asset prices
Federico M. Bandi, Andrea Tamoni
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105447-105447
Closed Access | Times Cited: 30
Double robust inference for continuous updating GMM
Frank Kleibergen, Zhaoguo Zhan
Quantitative Economics (2025) Vol. 16, Iss. 1, pp. 295-327
Open Access | Times Cited: 1
Capital Share Risk in U.S. Asset Pricing
Martin Lettau, Sydney C. Ludvigson, Sai Ma
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1753-1792
Closed Access | Times Cited: 71
Long‐Run Risk: Is It There?
YUKUN LIU, Ben Matthies
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1587-1633
Closed Access | Times Cited: 36
A One-Factor Model of Corporate Bond Premia
Redouane Elkamhi, Chanik Jo, Yoshio Nozawa
Management Science (2023) Vol. 70, Iss. 3, pp. 1875-1900
Closed Access | Times Cited: 19
Consumption Growth Persistence and the Stock–Bond Correlation
Christopher S. Jones, Sungjune Pyun
Journal of Financial and Quantitative Analysis (2024), pp. 1-29
Closed Access | Times Cited: 7
The Pollution Premium
Po‐Hsuan Hsu, Kai Li, Chi-Yang Tsou
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 42
The volatility puzzle of the beta anomaly
Pedro Barroso, Andrew L. Detzel, Paulo F. Maio
Journal of Financial Economics (2025) Vol. 165, pp. 103994-103994
Closed Access
Asset Pricing with Weekly Shopper Spending *
Kuntara Pukthuanthong, Jialu Shen, Ruixiang Wang
SSRN Electronic Journal (2025)
Closed Access
Macroeconomic Tail Risks and Asset Prices
David Schreindorfer
Review of Financial Studies (2019) Vol. 33, Iss. 8, pp. 3541-3582
Closed Access | Times Cited: 37
Getting to the Core: Inflation Risks within and Across Asset Classes
Xiang Fang, Yang Liu, Nikolai Roussanov
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 16
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
Unsmoothing Returns of Illiquid Funds
Spencer J. Couts, Andrei S. Gonçalves, Andrea Rossi
Review of Financial Studies (2024) Vol. 37, Iss. 7, pp. 2110-2155
Closed Access | Times Cited: 3
Macroeconomic uncertainty shocks and households’ consumption choice
Eun‐Young Nam, Kiryoung Lee, Yoontae Jeon
Journal of Macroeconomics (2021) Vol. 68, pp. 103306-103306
Closed Access | Times Cited: 21
The level, slope, and curve factor model for stocks
Charles Clarke
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 159-187
Closed Access | Times Cited: 21
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
In search of preference shock risks: Evidence from longevity risks and momentum profits
Zhanhui Chen, Bowen Yang
Journal of Financial Economics (2019) Vol. 133, Iss. 1, pp. 225-249
Closed Access | Times Cited: 20
Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests
Chris Kirby
The Review of Asset Pricing Studies (2019) Vol. 10, Iss. 2, pp. 290-334
Closed Access | Times Cited: 20
Unsmoothing Returns of Illiquid Funds
Spencer J. Couts, Andrei S. Gonçalves, Andrea Rossi
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 20
Scale-Specific Risk in the Consumption CAPM
Federico M. Bandi, Andrea Tamoni
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 21
Identification Robust Testing of Risk Premia in Finite Samples
Frank Kleibergen, Lingwei Kong, Zhaoguo Zhan
Journal of Financial Econometrics (2022) Vol. 21, Iss. 2, pp. 263-297
Open Access | Times Cited: 10
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