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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:

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

Showing 1-25 of 56 citing articles:

Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
Review of Financial Studies (2024)
Closed Access | Times Cited: 35
The term structure of equity risk premia
Ravi Bansal, Shane Miller, Dongho Song, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1209-1228
Open Access | Times Cited: 78
The COVID-19 Pandemic and Corporate Dividend Policy
Georg Cejnek, Otto Randl, Josef Zechner
Journal of Financial and Quantitative Analysis (2021) Vol. 56, Iss. 7, pp. 2389-2410
Closed Access | Times Cited: 70
Equity Term Structures Without Dividend Strips Data
Stefano Giglio, Bryan T. Kelly, Serhiy Kozak
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 39
Fed information effects: Evidence from the equity term structure
Benjamin Golez, Ben Matthies
Journal of Financial Economics (2025) Vol. 165, pp. 103988-103988
Closed Access | Times Cited: 1
The short duration premium
Andrei S. Gonçalves
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 919-945
Closed Access | Times Cited: 53
Horizon Bias and the Term Structure of Equity Returns
Stefano Cassella, Benjamin Golez, Huseyin Gulen, et al.
Review of Financial Studies (2022) Vol. 36, Iss. 3, pp. 1253-1288
Open Access | Times Cited: 28
Holding Period Effects in Dividend Strip Returns
Benjamin Golez, Jens Carsten Jackwerth
Review of Financial Studies (2024) Vol. 37, Iss. 10, pp. 3188-3215
Closed Access | Times Cited: 6
ESG performance, corporate innovation and downside risk: empirical evidence from China
Binghong Lin, Bingxiang Li
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 5
Hedges of the Second Republic: firms, equity investors and political uncertainty in a nascent democracy, 1930–1936
Stefano Battilossi, Stefan Houpt
Revista de Historia Económica / Journal of Iberian and Latin American Economic History (2025), pp. 1-30
Closed Access
Evaluation of REITs resilience of infrastructure projects from the perspective of investor heterogeneity based on Geodetector Models——Empirical data from China
Jinying Zheng, Z.X. Yan, Jicai Liu, et al.
Frontiers of Engineering Management (2025)
Closed Access
Intermediary-based equity term structure
Kai Li, Chenjie Xu
Journal of Financial Economics (2024) Vol. 157, pp. 103856-103856
Closed Access | Times Cited: 3
Cash-flow or return predictability at long horizons? The case of earnings yield
Paulo F. Maio, Danielle Xu
Journal of Empirical Finance (2020) Vol. 59, pp. 172-192
Closed Access | Times Cited: 26
Asset Pricing with Horizon-Dependent Risk Aversion
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
SSRN Electronic Journal (2014)
Open Access | Times Cited: 23
Holding Period Effects in Dividend Strip Returns
Benjamin Golez, Jens Carsten Jackwerth
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 11
A Stock Return Decomposition Using Observables
Benjamin Knox, Annette Vissing‐Jørgensen
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 11
Equity Term Structures without Dividend Strips Data
Stefano Giglio, Bryan T. Kelly, Serhiy Kozak
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 17
The COVID-19 Pandemic and Corporate Dividend Policy
Georg Cejnek, Otto Randl, Josef Zechner
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 16
Inferring Stock Duration Around FOMC Surprises: Estimates and Implications
Zhanhui Chen
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 2, pp. 669-703
Closed Access | Times Cited: 16
The Short Duration Premium
Andrei S. Gonçalves
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 14
Precautionary Savings and the Stock-Bond Covariance
Toomas Laarits
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 11
Stock returns and inflation shocks in weaker economic times
Robert A. Connolly, Chris T. Stivers, Licheng Sun
Financial Management (2021) Vol. 51, Iss. 3, pp. 827-867
Closed Access | Times Cited: 7
Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity
Michael Hasler, Mariana Khapko
Management Science (2022) Vol. 69, Iss. 9, pp. 5560-5577
Closed Access | Times Cited: 5
What Moves Equity Markets? A Term Structure Decomposition for Stock Returns
Andrei S. Gonçalves
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
The Bond, Equity, and Real Estate Term Structures
Spencer Andrews, Andrei S. Gonçalves
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5
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