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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 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

Showing 1-25 of 75 citing articles:

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
The Journal of Finance (2025)
Open Access | Times Cited: 2
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
Federal Reserve Bank of San Francisco, Working Paper Series (2021), pp. 01-57
Open Access | Times Cited: 57
Expectations data in asset pricing
Klaus Adam, Stefan Nagel
Elsevier eBooks (2023), pp. 477-506
Closed Access | Times Cited: 38
Dynamics of subjective risk premia
Stefan Nagel, Zhengyang Xu
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103713-103713
Closed Access | Times Cited: 24
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
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data
Ian Dew-Becker, Stefano Giglio
American Economic Journal Macroeconomics (2023) Vol. 15, Iss. 2, pp. 65-96
Open Access | Times Cited: 18
The Subjective Risk and Return Expectations of Institutional Investors
Spencer J. Couts, Andrei S. Gonçalves, Johnathan Loudis
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 13
Give me a break: What does the equity premium compensate for?
Patrizia Perras, Niklas Wagner
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102103-102103
Open Access
Multifactor conditional equity premium model: Evidence from China's stock market
Hang Cheng, Hui Guo, Yongdong Shi
Journal of Banking & Finance (2024) Vol. 161, pp. 107117-107117
Open Access | Times Cited: 4
Relative investor sentiment
Xiang Gao, Kees Koedijk, Thomas Walther, et al.
International Review of Economics & Finance (2025), pp. 104105-104105
Open Access
The Making of Momentum: A Demand-System Perspective
Paul Huebner
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 10
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
SSRN Electronic Journal (2019)
Open Access | Times Cited: 28
Why do rational investors like variance at the peak of a crisis? A learning-based explanation
Mohammad Ghaderi, Mete Kilic, Sang Byung Seo
Journal of Monetary Economics (2023) Vol. 142, pp. 103513-103513
Closed Access | Times Cited: 7
Do short-term market swings improve realized volatility forecasts?
Junyu Zhang, Xinfeng Ruan, Jin E. Zhang
Finance research letters (2023) Vol. 58, pp. 104629-104629
Open Access | Times Cited: 7
A Multifactor Perspective on Volatility-Managed Portfolios
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 16
A New Option Momentum: Compensation for Risk
Heiner Beckmeyer, Ilias Filippou, Guofu Zhou
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Information-Driven Volatility
Hengjie Ai, Leyla Jianyu Han, Lai Xu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15
The Impact of Risk Cycles on Business Cycles: A Historical View
Jón Danı́elsson, Marcela Valenzuela, Ilknur Zer
Review of Financial Studies (2022) Vol. 36, Iss. 7, pp. 2922-2961
Open Access | Times Cited: 10
Market-Based Probability of Stock Returns
Victor Olkhov
SSRN Electronic Journal (2023)
Open Access | Times Cited: 5
The lead–lag relation between VIX futures and SPX futures
Christine Bangsgaard, Thomas Kokholm
Journal of Financial Markets (2023) Vol. 67, pp. 100851-100851
Open Access | Times Cited: 5
A New Test of Excess Movement in Asset Prices
Ned Augenblick, Eben Lazarus
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 8
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
Extrapolation and Risk-Return Trade-offs
Qi Liu, Su Zhiwei, Huijun Wang, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 7
Recovering Heterogeneous Beliefs and Preferences from Asset Prices
Anisha Ghosh, Arthur G. Korteweg, Qing Xu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 9
Business Expectations and Uncertainty in Developing and Emerging Economies
Edgar Ávalos, Jose Maria Barrero, Elwyn Davies, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
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