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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:

Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
American Economic Review (2016) Vol. 106, Iss. 3, pp. 664-698
Open Access | Times Cited: 198

Showing 1-25 of 198 citing articles:

Disaster Risk and Business Cycles
François Gourio
American Economic Review (2012) Vol. 102, Iss. 6, pp. 2734-2766
Open Access | Times Cited: 714
Crises and Recoveries in an Empirical Model of Consumption Disasters
Emi Nakamura, Jón Steinsson, Robert J. Barro, et al.
American Economic Journal Macroeconomics (2013) Vol. 5, Iss. 3, pp. 35-74
Open Access | Times Cited: 351
Stock Price Booms and Expected Capital Gains
Klaus Adam, Albert Marcet, Johannes Beutel
American Economic Review (2017) Vol. 107, Iss. 8, pp. 2352-2408
Open Access | Times Cited: 212
Asset pricing in production economies with extrapolative expectations
David Hirshleifer, Jun Li, Jianfeng Yu
Journal of Monetary Economics (2015) Vol. 76, pp. 87-106
Open Access | Times Cited: 189
Subjective Cash Flow and Discount Rate Expectations
Ricardo De la O, Sean Myers
The Journal of Finance (2021) Vol. 76, Iss. 3, pp. 1339-1387
Closed Access | Times Cited: 153
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: 132
Market efficiency in the age of big data
Ian Martin, Stefan Nagel
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 154-177
Open Access | Times Cited: 105
The Limits of Model‐Based Regulation
Markus Behn, Rainer Haselmann, Vikrant Vig
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1635-1684
Open Access | Times Cited: 70
Disaster resilience and asset prices
Marco Pagano, Christian Wagner, Josef Zechner
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103712-103712
Open Access | Times Cited: 49
Mitigating Disaster Risks in the Age of Climate Change
Harrison Hong, Neng Wang, Jinqiang Yang
Econometrica (2023) Vol. 91, Iss. 5, pp. 1763-1802
Open Access | Times Cited: 49
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2029-2068
Closed Access | Times Cited: 145
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
Risks for the long run: Estimation with time aggregation
Ravi Bansal, Dana Kiku, Amir Yaron
Journal of Monetary Economics (2016) Vol. 82, pp. 52-69
Open Access | Times Cited: 118
Disaster Resilience and Asset Prices
Marco Pagano, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2020)
Open Access | Times Cited: 104
Review Article: Perspectives on the Future of Asset Pricing
Markus K. Brunnermeier, Emmanuel Farhi, Ralph S. J. Koijen, et al.
Review of Financial Studies (2020) Vol. 34, Iss. 4, pp. 2126-2160
Open Access | Times Cited: 76
Expectations data in asset pricing
Klaus Adam, Stefan Nagel
Elsevier eBooks (2023), pp. 477-506
Closed Access | Times Cited: 40
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
Welfare Consequences of Sustainable Finance
Harrison Hong, Neng Wang, Jinqiang Yang
Review of Financial Studies (2023) Vol. 36, Iss. 12, pp. 4864-4918
Open Access | Times Cited: 26
Measuring “Dark Matter” in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
The Journal of Finance (2024) Vol. 79, Iss. 2, pp. 843-902
Open Access | Times Cited: 9
Disaster Risk and Its Implications for Asset Pricing
Jerry Tsai, Jessica A. Wachter
Annual Review of Financial Economics (2015) Vol. 7, Iss. 1, pp. 219-252
Open Access | Times Cited: 91
Asset Pricing When ‘This Time Is Different’
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
Review of Financial Studies (2016) Vol. 30, Iss. 2, pp. 505-535
Closed Access | Times Cited: 71
Asset Pricing with Fading Memory
Stefan Nagel, Zhengyang Xu
(2019)
Open Access | Times Cited: 68
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
Ambiguity and the historical equity premium
Fabrice Collard, Sujoy Mukerji, Kevin Sheppard, et al.
Quantitative Economics (2018) Vol. 9, Iss. 2, pp. 945-993
Open Access | Times Cited: 61
Measuring “Dark Matter” in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
(2019)
Open Access | Times Cited: 56
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