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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‐Managed Portfolios
Alan Moreira, Tyler Muir
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1611-1644
Open Access | Times Cited: 424

Showing 1-25 of 424 citing articles:

Risk Everywhere: Modeling and Managing Volatility
Tim Bollerslev, Benjamin Hood, John Huss, et al.
Review of Financial Studies (2018) Vol. 31, Iss. 7, pp. 2729-2773
Open Access | Times Cited: 295
Cash flow duration and the term structure of equity returns
Michael Weber
Journal of Financial Economics (2018) Vol. 128, Iss. 3, pp. 486-503
Open Access | Times Cited: 168
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Xu Gong, Boqiang Lin
Energy Economics (2018) Vol. 74, pp. 370-386
Closed Access | Times Cited: 167
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1055-1096
Closed Access | Times Cited: 75
Pockets of Predictability
LELAND E. FARMER, LAWRENCE SCHMIDT, ALLAN TIMMERMANN
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1279-1341
Closed Access | Times Cited: 65
Expectations and Learning from Prices
Francesca Bastianello, Paul Fontanier
The Review of Economic Studies (2024)
Closed Access | Times Cited: 16
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Amit Goyal, Narasimhan Jegadeesh
Review of Financial Studies (2017) Vol. 31, Iss. 5, pp. 1784-1824
Closed Access | Times Cited: 115
On the performance of volatility-managed portfolios
Scott Cederburg, Michael S. O’Doherty, Feifei Wang, et al.
Journal of Financial Economics (2020) Vol. 138, Iss. 1, pp. 95-117
Closed Access | Times Cited: 106
What Triggers Stock Market Jumps?
Scott Baker, Nicholas Bloom, Steven J. Davis, et al.
(2021)
Open Access | Times Cited: 86
Betting against betting against beta
Robert Novy‐Marx, Mihail Velikov
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 80-106
Open Access | Times Cited: 74
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Pedro Barroso, Andrew L. Detzel
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 744-767
Closed Access | Times Cited: 65
European market timing
Anis El Ammari, Marta Vidal, Javier Vidal-García
The Journal of Economic Asymmetries (2022) Vol. 27, pp. e00279-e00279
Closed Access | Times Cited: 43
Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models
Zibo Niu, Chenlu Wang, Hongwei Zhang
International Review of Financial Analysis (2023) Vol. 89, pp. 102738-102738
Closed Access | Times Cited: 32
Comparing factor models with price-impact costs
Sicong Li, Victor DeMiguel, Alberto Martín-Utrera
Journal of Financial Economics (2024) Vol. 162, pp. 103949-103949
Open Access | Times Cited: 9
A Multifactor Perspective on Volatility‐Managed Portfolios
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
The Journal of Finance (2024) Vol. 79, Iss. 6, pp. 3859-3891
Open Access | Times Cited: 9
The risk–return tradeoff among equity factors
Pedro Barroso, Paulo F. Maio
Journal of Empirical Finance (2024) Vol. 78, pp. 101518-101518
Closed Access | Times Cited: 8
Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1980-2018
Closed Access | Times Cited: 65
Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic
Ing-Haw Cheng
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 4, pp. 635-668
Open Access | Times Cited: 63
Should Long-Term Investors Time Volatility?
Alan Moreira, Tyler Muir
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 507-527
Closed Access | Times Cited: 62
The Impact of Volatility Targeting
Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar, et al.
The Journal of Portfolio Management (2018) Vol. 45, Iss. 1, pp. 14-33
Closed Access | Times Cited: 60
Economic momentum and currency returns
Magnus Dahlquist, Henrik Hasseltoft
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 152-167
Closed Access | Times Cited: 59
The Banking View of Bond Risk Premia
Valentin Haddad, David Sraer
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2465-2502
Open Access | Times Cited: 56
Competition, profitability, and discount rates
Winston Wei Dou, Yan Ji, Wei Wu
Journal of Financial Economics (2021) Vol. 140, Iss. 2, pp. 582-620
Closed Access | Times Cited: 54
Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China
Rongda Chen, Weiwei Bao, Chenglu Jin
International Review of Economics & Finance (2021) Vol. 75, pp. 112-129
Closed Access | Times Cited: 47
When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
Yacine Aït‐Sahalia, Felix Matthys, Emilio Osambela, et al.
Journal of Econometrics (2024), pp. 105654-105654
Closed Access | Times Cited: 6
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