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:

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

Showing 1-25 of 120 citing articles:

Autoencoder asset pricing models
Shihao Gu, Bryan Kelly, Dacheng Xiu
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 429-450
Closed Access | Times Cited: 312
Asset Pricing with Fading Memory
Stefan Nagel, Zhengyang Xu
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2190-2245
Open Access | Times Cited: 131
Reinvestment Risk and the Equity Term Structure
Andrei S. Gonçalves
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2153-2197
Closed Access | Times Cited: 56
Asset Pricing with Fading Memory
Stefan Nagel, Zhengyang Xu
(2019)
Open Access | Times Cited: 68
Autoencoder Asset Pricing Models
Shihao Gu, Bryan T. Kelly, Dacheng Xiu
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 60
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Can Gao, Ian Martin
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 3211-3254
Open Access | Times Cited: 44
Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression
Ilias Chronopoulos, Aristeidis Raftapostolos, George Kapetanios
Journal of Financial Econometrics (2023) Vol. 22, Iss. 3, pp. 636-669
Open Access | Times Cited: 16
Macro-Finance Models with Nonlinear Dynamics
Winston Wei Dou, Xiang Fang, Andrew W. Lo, et al.
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 407-432
Open Access | Times Cited: 15
The Variance Risk Premium in Equilibrium Models
Geert Bekaert, Eric Engström, Andrey Ermolov
Review of Finance (2023) Vol. 27, Iss. 6, pp. 1977-2014
Open Access | Times Cited: 15
Housing rare disaster events and asset prices
Messaoud Chibane, Patrice Poncet
Economic Modelling (2025), pp. 107070-107070
Open Access
On the timing premium puzzle
Hongseok Choi
Economics Letters (2025), pp. 112262-112262
Closed Access
Enhancing stock return prediction in the Chinese market: A GAN-based approach
Hongxu Wu, Qiao Wang, Jianping Li, et al.
Research in International Business and Finance (2025), pp. 102760-102760
Closed Access
Wealth Inequality and Asset Prices
Matthieu Gomez
The Review of Economic Studies (2025)
Closed Access
Solving DSGE Models with Incomplete Markets by Perturbation
Guillermo Hausmann-Guil
Review of Economic Dynamics (2025), pp. 101285-101285
Closed Access
How Important Are Inflation Expectations for the Nominal Yield Curve?
Roberto Gómez-Cram, Amir Yaron
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 985-1045
Closed Access | Times Cited: 28
Time-varying risk of nominal bonds: How important are macroeconomic shocks?
Andrey Ermolov
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 1-28
Closed Access | Times Cited: 17
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
Jaroslav Borovička, John Stachurski
The Journal of Finance (2020) Vol. 75, Iss. 3, pp. 1457-1493
Open Access | Times Cited: 27
The Equity Premium and the One Percent
Alexis Akira Toda, Kieran James Walsh
Review of Financial Studies (2019) Vol. 33, Iss. 8, pp. 3583-3623
Open Access | Times Cited: 26
Asset pricing with heterogeneous agents and long-run risk
Walter Pohl, Karl Schmedders, Ole Wilms
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 941-964
Closed Access | Times Cited: 21
Asset Pricing with Disagreement about Climate Risks
Thomas S. Lontzek, Walt Pohl, Karl Schmedders, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
The Social Cost of Carbon When We Wish for Full-Path Robustness
Yifan Zhao, Arnab Basu, Thomas S. Lontzek, et al.
Management Science (2023) Vol. 69, Iss. 12, pp. 7585-7606
Closed Access | Times Cited: 7
The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models
Martin Møller Andreasen, Kasper Jørgensen
Journal of Monetary Economics (2019) Vol. 111, pp. 95-117
Open Access | Times Cited: 20
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options
Bjørn Eraker, Aoxiang Yang
The Journal of Finance (2022) Vol. 77, Iss. 6, pp. 3289-3337
Closed Access | Times Cited: 12
Does Smooth Ambiguity Matter for Asset Pricing?
A. Ronald Gallant, Mohammad R. Jahan‐Parvar, Hening Liu
Review of Financial Studies (2018)
Open Access | Times Cited: 18
Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?
Andrey Ermolov
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 17
Page 1 - Next Page

Scroll to top