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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:

Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
Éric Ghysels, Alberto Plazzi, Rossen Valkanov
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 39

Showing 1-25 of 39 citing articles:

Ex Ante Skewness and Expected Stock Returns
Jennifer Conrad, Robert F. Dittmar, Éric Ghysels
The Journal of Finance (2012) Vol. 68, Iss. 1, pp. 85-124
Open Access | Times Cited: 745
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Peter Christoffersen, Vihang R. Errunza, Kris Jacobs, et al.
Review of Financial Studies (2012) Vol. 25, Iss. 12, pp. 3711-3751
Open Access | Times Cited: 399
Asymmetries and Portfolio Choice
Magnus Dahlquist, Ádám Faragó, Roméo Tédongap
Review of Financial Studies (2016) Vol. 30, Iss. 2, pp. 667-702
Closed Access | Times Cited: 86
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Michael H. Neumann, George Skiadopoulos
Journal of Financial and Quantitative Analysis (2013) Vol. 48, Iss. 3, pp. 947-977
Closed Access | Times Cited: 98
Estimating MIDAS regressions via OLS with polynomial parameter profiling
Éric Ghysels, Hang Qian
Econometrics and Statistics (2018) Vol. 9, pp. 1-16
Closed Access | Times Cited: 61
Economic policy uncertainty and financial stress revisited: a MIDAS-CQR approach
Linjun Tang, Degao Li, Li Liu, et al.
Applied Economics Letters (2025), pp. 1-9
Closed Access
Forecasting Risk in Earnings
Theodosia Konstantinidi, Peter F. Pope
Contemporary Accounting Research (2015) Vol. 33, Iss. 2, pp. 487-525
Open Access | Times Cited: 43
Tails of Inflation Forecasts and Tales of Monetary Policy
Philippe Andrade, Éric Ghysels, Julien Idier
SSRN Electronic Journal (2012)
Open Access | Times Cited: 34
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Peter Christoffersen, Vihang R. Errunza, Kris Jacobs, et al.
SSRN Electronic Journal (2012)
Open Access | Times Cited: 31
Trading strategies with copulas
Yolanda S. Stander, D J Marais, Ilsé Botha
Journal of Economic and Financial Sciences (2013) Vol. 6, Iss. 1, pp. 83-108
Open Access | Times Cited: 23
Tails of Inflation Forecasts and Tales of Monetary Policy
Philippe Andrade, Éric Ghysels, Julien Idier
SSRN Electronic Journal (2012)
Open Access | Times Cited: 23
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Michael H. Neumann, George Skiadopoulos
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 16
Testing conditional asymmetry: A residual-based approach
Philippe Lambert, Sébastien Laurent, David Veredas
Journal of Economic Dynamics and Control (2012) Vol. 36, Iss. 8, pp. 1229-1247
Closed Access | Times Cited: 15
Asymmetry in government bond returns
Ippei Fujiwara, Lena Mareen Körber, Daisuke Nagakura
Journal of Banking & Finance (2013) Vol. 37, Iss. 8, pp. 3218-3226
Open Access | Times Cited: 11
Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk
Peter Christoffersen, Mathieu Fournier, Kris Jacobs, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 11
An empirical analysis of the downside risk-return trade-off at daily frequency
Benoît Sévi
Economic Modelling (2012) Vol. 31, pp. 189-197
Closed Access | Times Cited: 10
Influence of individual investor sentiment on Taiwan option prices during 2007-2010 financial crisis
Wen-Ming Szu, Wan-Ru Yang
Managerial Finance (2015) Vol. 41, Iss. 5, pp. 437-464
Closed Access | Times Cited: 8
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
Paul Karehnke, Frans de Roon
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 7
Stock Return Asymmetry: Beyond Skewness
Lei Jiang, Ke Wu, Guofu Zhou, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 3
Empirical Evidence on the Validity of the Unconditional Higher Moment CAPM in the Bombay Stock Exchange
Akash Asthana, Syed Shafi Ahmed, Anjana Tiwari
Asian Journal of Economics Business and Accounting (2024) Vol. 24, Iss. 5, pp. 146-153
Open Access
Examining the Impact of Economic Policy Uncertainty on Financial Stress: Midas-Cqr Approach
Linjun Tang, Li Liu, Lu Li, et al.
(2024)
Closed Access
Estimating MIDAS Regressions via OLS with Polynomial Parameter Profiling
Éric Ghysels, Hang Qian
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 2
Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines
Wai Yan Shum
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101070-101070
Closed Access | Times Cited: 3
Downside Variance Risk Premium
Bruno Feunou, Mohammad R. Jahan‐Parvar, Cédric Okou
SSRN Electronic Journal (2015)
Open Access | Times Cited: 2
The lead of oil price rises on US equity market beliefs and preferences
Jonathan Dark
Journal of Futures Markets (2021) Vol. 41, Iss. 11, pp. 1861-1887
Closed Access | Times Cited: 3
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