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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:

(Almost) Model‐Free Recovery
Paul Schneider, Fabio Trojani
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 323-370
Closed Access | Times Cited: 70

Showing 1-25 of 70 citing articles:

What Is the Expected Return on a Stock?
Ian Martin, Christian Wagner
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1887-1929
Open Access | Times Cited: 170
The conditional expected market return
Fousseni Chabi-Yo, Johnathan Loudis
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 752-786
Closed Access | Times Cited: 71
Exchange Rates and Sovereign Risk
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 62
Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing
Likuan Qin, Vadim Linetsky
Operations Research (2016) Vol. 64, Iss. 1, pp. 99-117
Open Access | Times Cited: 63
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
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov
Management Science (2022) Vol. 69, Iss. 2, pp. 922-939
Closed Access | Times Cited: 32
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
Generalized recovery
Christian Skov Jensen, David Lando, Lasse Heje Pedersen
Journal of Financial Economics (2018) Vol. 133, Iss. 1, pp. 154-174
Open Access | Times Cited: 58
An anatomy of the market return
Paul Schneider
Journal of Financial Economics (2018) Vol. 132, Iss. 2, pp. 325-350
Closed Access | Times Cited: 33
Divergence and the Price of Uncertainty*
Paul Schneider, Fabio Trojani
Journal of Financial Econometrics (2018) Vol. 17, Iss. 3, pp. 341-396
Closed Access | Times Cited: 33
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
Fousseni Chabi-Yo, Johnathan Loudis
Management Science (2023) Vol. 70, Iss. 10, pp. 6804-6834
Closed Access | Times Cited: 9
The Implied Equity Premium
Paul C. Tetlock
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Sovereign Risk and Currency Returns
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
An Empirical Implementation of the Ross Recovery Theorem as a Prediction Device
Francesco Audrino, Robert Huitema, Markus Ludwig
Journal of Financial Econometrics (2019) Vol. 19, Iss. 2, pp. 291-312
Closed Access | Times Cited: 25
Pricing Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 18
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1808-1842
Closed Access | Times Cited: 12
Identifying Beliefs from Asset Prices
Anisha Ghosh, Guillaume Roussellet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 19
The Price of the Smile and Variance Risk Premia
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
Management Science (2020) Vol. 67, Iss. 7, pp. 4056-4074
Closed Access | Times Cited: 17
Arbitrage Pricing Theory for Idiosyncratic Variance Factors
Éric Renault, Thijs van der Heijden, Bas J. M. Werker
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1403-1442
Open Access | Times Cited: 10
Derivatives Pricing via Machine Learning
Tingting Ye, Liangliang Zhang
Journal of Mathematical Finance (2019) Vol. 09, Iss. 03, pp. 561-589
Open Access | Times Cited: 17
On the Autocorrelation of the Stock Market*
Ian Martin
Journal of Financial Econometrics (2020) Vol. 19, Iss. 1, pp. 39-52
Open Access | Times Cited: 13
Dispersion of Beliefs Bounds: Sentimental Recovery
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
Management Science (2024) Vol. 70, Iss. 12, pp. 8284-8300
Closed Access | Times Cited: 1
Testing the boundaries of applicability of standard Stochastic Discount Factor models
Luca Pezzo, Yinchu Zhu, M. Kabir Hassan, et al.
Journal of Financial Stability (2024) Vol. 72, pp. 101268-101268
Closed Access | Times Cited: 1
The market risk premium in Australia: Forward‐looking evidence from the options market
Angelo Aspris, Ester Félez‐Viñas, Sean Foley, et al.
Accounting and Finance (2024)
Open Access | Times Cited: 1
A New Formula for the Expected Excess Return of the Market
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
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