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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:

Tail Risk Concerns Everywhere
George Gao, Xiaomeng Lu, Zhaogang Song
Management Science (2018) Vol. 65, Iss. 7, pp. 3111-3130
Closed Access | Times Cited: 89

Showing 1-25 of 89 citing articles:

Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises
Gustavo Cortés, George Gao, Felipe Bastos G. Silva, et al.
Journal of International Money and Finance (2021) Vol. 122, pp. 102543-102543
Open Access | Times Cited: 120
Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program
Kee H. Chung, Albert J. Lee, Dominik Rösch
Journal of Financial Economics (2019) Vol. 136, Iss. 3, pp. 879-899
Open Access | Times Cited: 110
Option Prices in a Model with Stochastic Disaster Risk
Sang Byung Seo, Jessica A. Wachter
Management Science (2018) Vol. 65, Iss. 8, pp. 3449-3469
Closed Access | Times Cited: 101
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns
Adam Zaremba, Nusret Cakici, Ender Demir, et al.
Journal of Financial Stability (2021) Vol. 58, pp. 100964-100964
Closed Access | Times Cited: 96
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 662-678
Open Access | Times Cited: 77
Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions
Felipe Bastos G. Silva
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 5, pp. 1537-1589
Open Access | Times Cited: 72
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Zhiguo He, Paymon Khorrami, Zhaogang Song
Review of Financial Studies (2022) Vol. 35, Iss. 10, pp. 4630-4673
Open Access | Times Cited: 41
Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65
Global Disaster Risk Matters
Jian Chen, Jiaquan Yao, Qunzi Zhang, et al.
Management Science (2022) Vol. 69, Iss. 1, pp. 576-597
Closed Access | Times Cited: 31
Tail risk and return predictability for the Japanese equity market
Torben G. Andersen, Viktor Todorov, Masato Ubukata
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 344-363
Open Access | Times Cited: 40
Optimal Portfolio Diversification via Independent Component Analysis
Nathan Lassance, Victor DeMiguel, Frédéric Vrins
Operations Research (2021) Vol. 70, Iss. 1, pp. 55-72
Open Access | Times Cited: 33
The negativity bias and perceived return distributions: Evidence from a pandemic
Richard W. Sias, Laura T. Starks, Harry J. Turtle
Journal of Financial Economics (2023) Vol. 147, Iss. 3, pp. 627-657
Closed Access | Times Cited: 13
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
Kerstin Lamert, Benjamin Auer, R. Wunderlich
Mathematical Methods of Operations Research (2025)
Closed Access
Market Crash Risk and the Cross‐Section of Stock Returns: Evidence in China
Aoran Zhang, Chunyang Zhou
Accounting and Finance (2025)
Closed Access
Market Downturns and Asymmetric Tail Risk Transmission Speed in the US: Evaluating Macroeconomic Policy Effectiveness during and after the COVID-19 Pandemic
Zinan Hu, Sumuya Borjigin
The Quarterly Review of Economics and Finance (2025), pp. 101993-101993
Closed Access
Investor Sentiment and Paradigm Shifts in Equity Return Forecasting
Liya Chu, Xue‐Zhong He, Kai Li, et al.
Management Science (2022) Vol. 68, Iss. 6, pp. 4301-4325
Open Access | Times Cited: 22
Tail Risk Premium in the Crude Oil Market
Bingxin Li, Shenru Li
(2025)
Closed Access
Tail risk premium in the crude oil market
Bingxin Li, Shenru Li
Energy Economics (2025), pp. 108282-108282
Closed Access
Can People Learn about ‘Black Swans’? Experimental Evidence
Élise Payzan-LeNestour
Review of Financial Studies (2018) Vol. 31, Iss. 12, pp. 4815-4862
Closed Access | Times Cited: 37
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 484-503
Open Access | Times Cited: 26
Asymmetric tail dependence in cryptocurrency markets: A Model-free approach
Yongkil Ahn
Finance research letters (2022) Vol. 47, pp. 102746-102746
Closed Access | Times Cited: 18
Options-based systemic risk, financial distress, and macroeconomic downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
Journal of Financial Markets (2023) Vol. 65, pp. 100834-100834
Open Access | Times Cited: 9
Measuring tail risk
Maik Dierkes, Fabian Hollstein, Marcel Prokopczuk, et al.
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105769-105769
Open Access | Times Cited: 3
Tail risk and expected stock returns around the world
Huaigang Long, Yanjian Zhu, Lifang Chen, et al.
Pacific-Basin Finance Journal (2019) Vol. 56, pp. 162-178
Closed Access | Times Cited: 28
The SKEW index: Extracting what has been left
Mattia Bevilacqua, Radu Tunaru
Journal of Financial Stability (2020) Vol. 53, pp. 100816-100816
Open Access | Times Cited: 21
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