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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:

Economic Uncertainty, Disagreement, and Credit Markets
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
Management Science (2013) Vol. 60, Iss. 5, pp. 1281-1296
Closed Access | Times Cited: 74

Showing 1-25 of 74 citing articles:

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Tim Bollerslev, James Marrone, Lai Xu, et al.
Journal of Financial and Quantitative Analysis (2014) Vol. 49, Iss. 3, pp. 633-661
Open Access | Times Cited: 271
Belief Dispersion in the Stock Market
Adem Atmaz, Suleyman Basak
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1225-1279
Open Access | Times Cited: 185
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
The Journal of Finance (2013) Vol. 69, Iss. 1, pp. 101-137
Closed Access | Times Cited: 198
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Does oil and gold price uncertainty matter for the stock market?
Dennis Bams, Gildas Blanchard, Iman Honarvar, et al.
Journal of Empirical Finance (2017) Vol. 44, pp. 270-285
Open Access | Times Cited: 97
Energy commodity uncertainties and the systematic risk of US industries
Muhammad Abubakr Naeem, Faruk Balli, Syed Jawad Hussain Shahzad, et al.
Energy Economics (2019) Vol. 85, pp. 104589-104589
Closed Access | Times Cited: 57
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis
Gazi Salah Uddin, Stelios Bekiros, Ali Ahmed
Physica A Statistical Mechanics and its Applications (2017) Vol. 495, pp. 30-39
Closed Access | Times Cited: 50
Oil price uncertainty and movements in the US government bond risk premia
Mehmet Balcılar, Rangan Gupta, Shixuan Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101147-101147
Open Access | Times Cited: 46
Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework
Ahmed Bouteska, Taimur Sharif, Petr Hájek, et al.
Technological Forecasting and Social Change (2024) Vol. 203, pp. 123340-123340
Open Access | Times Cited: 5
Expected Return or Mispricing? Evidence from the Term Structure of Option-implied Disagreement
Zhenzhen Fan, Bing Han, Lei Lü
(2025)
Closed Access
Keep on smiling? The pricing of Quanto options when all covariances are stochastic
Nicole Branger, Matthias Mück
Journal of Banking & Finance (2012) Vol. 36, Iss. 6, pp. 1577-1591
Closed Access | Times Cited: 42
Understanding the term structure of credit default swap spreads
Bing Han, Yi Zhou
Journal of Empirical Finance (2015) Vol. 31, pp. 18-35
Closed Access | Times Cited: 40
Asset pricing with heterogeneous agents and long-run risk
Walter Pohl, Karl Schmedders, Ole Wilms
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 941-964
Closed Access | Times Cited: 21
Dynamic Dispersed Information and the Credit Spread Puzzle
Elías Albagli, Christian Hellwig, Aleh Tsyvinski
(2014)
Open Access | Times Cited: 27
Option Valuation with Macro-Finance Variables
Christian Dorion
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 4, pp. 1359-1389
Closed Access | Times Cited: 25
Disagreement beta
George Gao, Xiaomeng Lu, Zhaogang Song, et al.
Journal of Monetary Economics (2018) Vol. 107, pp. 96-113
Closed Access | Times Cited: 24
Time-varying ambiguity, credit spreads, and the levered equity premium
Zhan Shi
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 617-646
Closed Access | Times Cited: 19
Uncertainty and the volatility forecasting power of option‐implied volatility
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
The leverage effect and the basket-index put spread
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2018) Vol. 131, Iss. 1, pp. 186-205
Closed Access | Times Cited: 15
International evidence on global economic uncertainty and cross‐sectional stock returns
Xiaoyue Chen, Bin Li, Andrew C. Worthington, et al.
International Review of Finance (2024) Vol. 24, Iss. 3, pp. 493-534
Closed Access | Times Cited: 1
Compounding Money and Nominal Price Illusions
Mustafa Onur Çağlayan, Diogo Duarte, Victor Duarte, et al.
Management Science (2024)
Closed Access | Times Cited: 1
Heterogeneous Beliefs About Rare Event Risk in the Lucas Orchard
Ilaria Piatti
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 13
Explaining co-movements between equity and CDS bid-ask spreads
Miriam Marra
Review of Quantitative Finance and Accounting (2016) Vol. 49, Iss. 3, pp. 811-853
Open Access | Times Cited: 10
Stock Market Ambiguity and the Equity Premium
Panayiotis C. Andreou, Anastasios Kagkadis, Paulo F. Maio, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 9
Low Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 7
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