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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:

The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Management Science (2020) Vol. 66, Iss. 6, pp. 2474-2494
Open Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

Fifty years at the interface between financial modeling and operations research
Frank J. Fabozzi, Maria Cristina Recchioni, Roberto Renò
European Journal of Operational Research (2025)
Closed Access
Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Journal of Financial Markets (2019) Vol. 44, pp. 91-118
Open Access | Times Cited: 38
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data
Minhao Leong, Vitali Alexeev, Simon Kwok
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102123-102123
Open Access
Intraday time series momentum: Global evidence and links to market characteristics
Zeming Li, Αθανάσιος Σάκκας, Andrew Urquhart
Journal of Financial Markets (2021) Vol. 57, pp. 100619-100619
Open Access | Times Cited: 22
Managing Bitcoin Risk Exposures in Equity Portfolios: Evidence from High-Frequency Data
Minhao Leong, Simon Kwok, Vitali Alexeev
(2024)
Closed Access | Times Cited: 2
Bitcoin spillovers: A high‐frequency cross‐asset analysis
Minhao Leong, Simon Kwok
Financial Review (2024)
Open Access | Times Cited: 2
Estimating beta: The international evidence
Fabian Hollstein
Journal of Banking & Finance (2020) Vol. 121, pp. 105968-105968
Closed Access | Times Cited: 18
Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
Christian‐Oliver Ewald, Erik Haugom, Leslie Kanthan, et al.
Aquaculture Economics & Management (2021) Vol. 26, Iss. 2, pp. 171-191
Open Access | Times Cited: 17
Beta and firm age
Ludwig B. Chincarini, Daehwan Kim, Fabio Moneta
Journal of Empirical Finance (2020) Vol. 58, pp. 50-74
Closed Access | Times Cited: 17
Time Dependence of CAPM Betas on the Choice of Interval Frequency and Return Timeframes: Is There an Optimum?
Pankaj Agrrawal, Faye W. Gilbert, Jason Harkins
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 520-520
Open Access | Times Cited: 9
The memory of beta
Janis Becker, Fabian Hollstein, Marcel Prokopczuk, et al.
Journal of Banking & Finance (2020) Vol. 124, pp. 106026-106026
Open Access | Times Cited: 13
News sentiment and international equity markets during BREXIT period: A textual and connectedness analysis
Alexander Koch, Toan Luu Duc Huynh, Mei Wang
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 5-34
Open Access | Times Cited: 8
Exploring Low-Risk Anomalies: A Dynamic CAPM Utilizing a Machine Learning Approach
Jiawei Wang, Zhen Chen
Mathematics (2023) Vol. 11, Iss. 14, pp. 3220-3220
Open Access | Times Cited: 4
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
Bilel Sanhaji, Julien Chevallier
Econometrics (2023) Vol. 11, Iss. 3, pp. 19-19
Open Access | Times Cited: 4
Bank credit, consumption risk, and the cross-section of expected returns
Ji Ho Kwon
International Review of Financial Analysis (2024) Vol. 92, pp. 103103-103103
Closed Access | Times Cited: 1
The time-varying risk price of currency portfolios
Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto
Journal of International Money and Finance (2022) Vol. 124, pp. 102636-102636
Open Access | Times Cited: 7
Beta uncertainty
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Journal of Banking & Finance (2020) Vol. 116, pp. 105834-105834
Open Access | Times Cited: 10
Managing the Market Portfolio
Fabian Hollstein, Marcel Prokopczuk
Management Science (2022) Vol. 69, Iss. 6, pp. 3675-3696
Closed Access | Times Cited: 6
The Life Cycle of Beta
Ludwig B. Chincarini, Daehwan Kim, Fabio Moneta
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 7
Bakshi, Kapadia, and Madan (2003) risk‐neutral moment estimators: An affine jump‐diffusion approach
Pakorn Aschakulporn, Jin E. Zhang
Journal of Futures Markets (2021) Vol. 42, Iss. 3, pp. 365-388
Closed Access | Times Cited: 7
Multi‐scale inter‐temporal capital asset pricing model
Ryuta Sakemoto
International Journal of Finance & Economics (2020) Vol. 27, Iss. 4, pp. 4298-4317
Closed Access | Times Cited: 6
Beta measurement with high frequency returns
Bao Doan, John B. Lee, Qianqiu Liu, et al.
Finance research letters (2022) Vol. 47, pp. 102632-102632
Closed Access | Times Cited: 3
Risk price decomposition and the output gap
Ryuta Sakemoto
Financial Review (2024) Vol. 60, Iss. 1, pp. 121-146
Closed Access
Forecasting Beta Using Ultra High Frequency Data
Jian Zhou
Journal of Forecasting (2024)
Open Access
Forecasting Realized Betas Using Predictors Indicating Structural Breaks and Asymmetric Risk Effects
Jiawen Luo, Zhenbiao Chen, Mingmian Cheng
Journal of Empirical Finance (2024), pp. 101575-101575
Closed Access
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