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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:

Macroeconomic Volatilities and Long-Run Risks of Asset Prices
Guofu Zhou, Yingzi Zhu
Management Science (2014) Vol. 61, Iss. 2, pp. 413-430
Closed Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

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
Frequency dependent risk
Andreas Neuhierl, Rasmus T. Varneskov
Journal of Financial Economics (2021) Vol. 140, Iss. 2, pp. 644-675
Open Access | Times Cited: 29
Volatility of Price-Earnings Ratio and Return Predictability
Xiaoquan Jiang, Li Chen
(2025)
Closed Access
Macroeconomic fundamentals, jump dynamics and expected volatility
Zhiyuan Pan, Ruijun Bu, Li Liu, et al.
Quantitative Finance (2020) Vol. 20, Iss. 8, pp. 1345-1371
Closed Access | Times Cited: 18
World output gap and global stock returns
Victoria Atanasov
Journal of Empirical Finance (2018) Vol. 48, pp. 181-197
Closed Access | Times Cited: 19
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk*
Zhuo Chen, Andrea Lu
Review of Finance (2017) Vol. 22, Iss. 3, pp. 977-1009
Closed Access | Times Cited: 18
Expected stock returns and forward variance
Xingguo Luo, Jin E. Zhang
Journal of Financial Markets (2016) Vol. 34, pp. 95-117
Closed Access | Times Cited: 16
Forecasting aggregate market volatility: The role of good and bad uncertainties
Li Liu, Yudong Wang
Journal of Forecasting (2020) Vol. 40, Iss. 1, pp. 40-61
Closed Access | Times Cited: 15
Financial Uncertainty with Ambiguity and Learning
Hening Liu, Yuzhao Zhang
Management Science (2021) Vol. 68, Iss. 3, pp. 2120-2140
Open Access | Times Cited: 14
Generalized Disappointment Aversion and the Variance Term Structure
Mykola Babiak
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 4, pp. 1796-1820
Open Access | Times Cited: 5
Equilibrium variance risk premium in a cost-free production economy
Xinfeng Ruan, Jin E. Zhang
Journal of Economic Dynamics and Control (2018) Vol. 96, pp. 42-60
Closed Access | Times Cited: 16
Leisure Preferences, Long-Run Risks, and Human Capital Returns
Robert F. Dittmar, Francisco Palomino, Wei Yang
The Review of Asset Pricing Studies (2016) Vol. 6, Iss. 1, pp. 88-134
Open Access | Times Cited: 13
A Practitioner’s Defense of Return Predictability
Blair Hull, Xiao Qiao
The Journal of Portfolio Management (2017) Vol. 43, Iss. 3, pp. 60-76
Closed Access | Times Cited: 14
Business Cycles, Regime Shifts, and Return Predictability
Wei Yang
Journal of Financial and Quantitative Analysis (2023) Vol. 58, Iss. 7, pp. 3058-3084
Closed Access | Times Cited: 4
Does systemic risk in the fund markets predict future economic downturns?
Donghai Zhou, Xiaoxing Liu
International Review of Financial Analysis (2024) Vol. 92, pp. 103089-103089
Closed Access | Times Cited: 1
Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing
Yu Liu, Hao Wang, Wang Tan, et al.
Management Science (2024)
Closed Access | Times Cited: 1
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences
Walt Pohl, Karl Schmedders, Ole Wilms
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 5
Long-Term Volatility Shapes the Stock Market's Sensitivity to News
Christian Conrad, Julius Schoelkopf, Nikoleta Tushteva
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Level and slope of volatility smiles in long-run risk models
Nicole Branger, Paulo M.M. Rodrigues, Christian Schlag
Journal of Economic Dynamics and Control (2017) Vol. 86, pp. 95-122
Open Access | Times Cited: 5
Short-run risk, business cycle, and the value premium
Yunhao He, Markus Leippold
Journal of Economic Dynamics and Control (2020) Vol. 120, pp. 103993-103993
Open Access | Times Cited: 5
Dynamic portfolio choice and information trading with recursive utility
Xingjiang Chen, Xinfeng Ruan, Wenjun Zhang
Economic Modelling (2021) Vol. 98, pp. 154-167
Closed Access | Times Cited: 5
Characterizing the Variance Risk Premium: The Role of the Leverage Effect
Guanglian Hu, Kris Jacobs, Sang Byung Seo
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 2, pp. 500-542
Closed Access | Times Cited: 5
Ambiguity and Financial Uncertainty in a Real Business Cycle Model
Hening Liu, Yuzhao Zhang
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
Ambiguity, long-run risks, and asset prices in continuous time
Xinfeng Ruan
International Review of Economics & Finance (2020) Vol. 71, pp. 115-126
Closed Access | Times Cited: 4
Ambiguous Long Run Risks
Nicole Branger, Christian Schlag, Julian Thimme
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 3
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