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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:

Consumption Fluctuations and Expected Returns
Victoria Atanasov, Stig V. Møller, Richard Priestley
The Journal of Finance (2019) Vol. 75, Iss. 3, pp. 1677-1713
Open Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

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
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
Amit Goyal, Ivo Welch, Athanasse Zafirov
Review of Financial Studies (2024)
Open Access | Times Cited: 42
When Blockchain Creates Shareholder Value: Empirical Evidence from International Firm Announcements
Maximilian Klöckner, Christoph G. Schmidt, Stephan M. Wagner
Production and Operations Management (2021) Vol. 31, Iss. 1, pp. 46-64
Open Access | Times Cited: 86
Stock return predictability and cyclical movements in valuation ratios
Deshui Yu, Difang Huang, Li Chen
Journal of Empirical Finance (2023) Vol. 72, pp. 36-53
Closed Access | Times Cited: 39
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
Cross-sectional uncertainty and expected stock returns
Deshui Yu, Difang Huang
Journal of Empirical Finance (2023) Vol. 72, pp. 321-340
Closed Access | Times Cited: 29
Forecasting dividend growth: The role of adjusted earnings yield
Deshui Yu, Difang Huang, Li Chen, et al.
Economic Modelling (2023) Vol. 120, pp. 106188-106188
Closed Access | Times Cited: 18
A Revisit to Bias-Adjusted Predictive Regression
Ke‐Li Xu
SSRN Electronic Journal (2025)
Closed Access
Persistent and Transitory Components of Monetary Policy Uncertainty: Implications for Bond Return Prediction
Deshui Yu, Ximing Yin
(2025)
Closed Access
Bond Risk Premia with Machine Learning
Daniele Bianchi, Matthias Büchner, Andrea Tamoni
SSRN Electronic Journal (2018)
Open Access | Times Cited: 34
A Comprehensive Look at the Empirical Performance ofEquity Premium Prediction II
Amit Goyal, Ivo Welch, Athanasse Zafirov
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 23
The role of categorical EPU indices in predicting stock-market returns
Juan Chen, Feng Ma, Xuemei Qiu, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 365-378
Closed Access | Times Cited: 10
Inflation, interest rates and the predictability of stock returns
Martin Časta
Finance research letters (2023) Vol. 58, pp. 104380-104380
Closed Access | Times Cited: 9
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
Nusret Cakici, Adam Zaremba
Journal of Banking & Finance (2023) Vol. 149, pp. 106760-106760
Closed Access | Times Cited: 8
Unemployment and aggregate stock returns
Victoria Atanasov
Journal of Banking & Finance (2021) Vol. 129, pp. 106159-106159
Closed Access | Times Cited: 18
Scale-Specific Risk in the Consumption CAPM
Federico M. Bandi, Andrea Tamoni
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 21
Recessions and the stock market
Tim Alexander Kroencke
Journal of Monetary Economics (2022) Vol. 131, pp. 61-77
Open Access | Times Cited: 8
Industry volatility spillover and aggregate stock returns
Yaojie Zhang, Mengxi He, Danyan Wen
European Journal of Finance (2023) Vol. 30, Iss. 10, pp. 1097-1126
Closed Access | Times Cited: 4
Macroeconomic Expectations and Expected Returns
Yizhe Deng, Yunqi Wang, Ti Zhou
Journal of Financial and Quantitative Analysis (2024), pp. 1-37
Closed Access | Times Cited: 1
Asset pricing with data revisions
Daniel Borup, Erik Christian Montes Schütte
Journal of Financial Markets (2021) Vol. 59, pp. 100620-100620
Open Access | Times Cited: 9
Rediscovering the CCAPM Lost in Data Revisions
Hui Guo, Yu‐Jou Pai
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 9
Stock Return Predictability and Cyclical Movements in Valuation Ratios
Deshui Yu, Difang Huang, Li Chen
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Cross-Sectional Uncertainty and Aggregate Stock Returns
Deshui Yu, Difang Huang
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
The Role of the Discount Rate in Investment and Employment Decisions
Stig V. Møller, Richard Priestley
Journal of Financial and Quantitative Analysis (2021) Vol. 58, Iss. 2, pp. 914-938
Open Access | Times Cited: 6
Inflation, Interest Rates and the Predictability of Stock Returns
Martin Časta
(2023)
Closed Access | Times Cited: 2
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