Open Access Helper

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:

An Intertemporal CAPM with Stochastic Volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, et al.
SSRN Electronic Journal (2012)
Open Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

What is the Expected Return on the Market?*
Ian Martin
The Quarterly Journal of Economics (2016) Vol. 132, Iss. 1, pp. 367-433
Open Access | Times Cited: 437
Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 397-417
Open Access | Times Cited: 133
State variables, macroeconomic activity, and the cross section of individual stocks
Martijn Boons
Journal of Financial Economics (2016) Vol. 119, Iss. 3, pp. 489-511
Closed Access | Times Cited: 86
Liquidity, style investing and excess comovement of exchange-traded fund returns
Markus S. Broman
Journal of Financial Markets (2016) Vol. 30, pp. 27-53
Closed Access | Times Cited: 64
Valuation Fundamentals
Paul H. Décaire, John R. Graham
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 6
Disagreement in economic forecasts and equity returns: risk or mispricing?
Turan G. Bali, Stephen J. Brown, Yi Tang
China Finance Review International (2022) Vol. 13, Iss. 3, pp. 309-341
Closed Access | Times Cited: 24
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
Winston Wei Dou, Andrew W. Lo, Ameya Muley, et al.
Annual Review of Financial Economics (2020) Vol. 12, Iss. 1, pp. 95-140
Closed Access | Times Cited: 29
Consumption Volatility Risk
Oliver Boguth, Lars‐Alexander Kuehn
SSRN Electronic Journal (2011)
Open Access | Times Cited: 39
Economic Uncertainty, Disagreement, and Credit Markets
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 32
Price-Dividend Ratio Factor Proxies for Long-Run Risks
Ravi Jagannathan, Srikant Marakani
The Review of Asset Pricing Studies (2015) Vol. 5, Iss. 1, pp. 1-47
Open Access | Times Cited: 24
The Price of Variance Risk
Ian Dew-Becker, Stefano Giglio, Anh Le, et al.
(2015)
Open Access | Times Cited: 20
Low Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 18
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
(2013)
Open Access | Times Cited: 17
The Level, Slope and Curve Factor Model for Stocks
Charles Clarke
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 14
Hard Times
John Campbell, Stefano Giglio, Christopher Polk
(2010)
Open Access | Times Cited: 14
Value, Momentum, and Short-Term Interest Rates
Paulo F. Maio, Pedro Santa‐Clara
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 10
It Ain't Over Till it's Over: A Global Perspective on the Great Moderation-Great Recession Interconnection
Fabio C. Bagliano, Claudio Morana
SSRN Electronic Journal (2015)
Open Access | Times Cited: 9
Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper, Paulo F. Maio
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 8
A Protocol for Factor Identification
Kuntara Pukthuanthong, Richard Roll
SSRN Electronic Journal (2013)
Open Access | Times Cited: 7
Bond Risk Premia, Return Decomposition and the Intertemporal CAPM
Paulo F. Maio
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 7
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Ian Martin, Can Gao
SSRN Electronic Journal (2021)
Open Access | Times Cited: 7
Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters
Scott Cederburg, Michael S. O’Doherty
Journal of Business and Economic Statistics (2017) Vol. 37, Iss. 4, pp. 721-735
Open Access | Times Cited: 6
The Momentum & Trend-Reversal as Temporal Market Anomalies
Vasiliki Basdekidou
International Journal of Economics and Finance (2017) Vol. 9, Iss. 5, pp. 1-1
Open Access | Times Cited: 6
Comparing Asset Pricing Models with Traded and Macro Risk Factors
Paulo F. Maio
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 6
Gold, Platinum, and Expected Stock Returns
Darien Huang, Mete Kilic
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 5
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