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:
Volatility, the Macroeconomy and Asset Prices
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
(2012)
Open Access | Times Cited: 55
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
(2012)
Open Access | Times Cited: 55
Showing 1-25 of 55 citing articles:
Investor Attention and Stock Market Volatility
Daniel Andrei, Michael Hasler
Review of Financial Studies (2014) Vol. 28, Iss. 1, pp. 33-72
Closed Access | Times Cited: 437
Daniel Andrei, Michael Hasler
Review of Financial Studies (2014) Vol. 28, Iss. 1, pp. 33-72
Closed Access | Times Cited: 437
Volatility, the Macroeconomy, and Asset Prices
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
The Journal of Finance (2013) Vol. 69, Iss. 6, pp. 2471-2511
Open Access | Times Cited: 345
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
The Journal of Finance (2013) Vol. 69, Iss. 6, pp. 2471-2511
Open Access | Times Cited: 345
Ambiguous Volatility and Asset Pricing in Continuous Time
Larry G. Epstein, Shaolin Ji
Review of Financial Studies (2013) Vol. 26, Iss. 7, pp. 1740-1786
Open Access | Times Cited: 229
Larry G. Epstein, Shaolin Ji
Review of Financial Studies (2013) Vol. 26, Iss. 7, pp. 1740-1786
Open Access | Times Cited: 229
Uncertainty Shocks and Balance Sheet Recessions
Sebastian Di Tella
Journal of Political Economy (2017) Vol. 125, Iss. 6, pp. 2038-2081
Closed Access | Times Cited: 154
Sebastian Di Tella
Journal of Political Economy (2017) Vol. 125, Iss. 6, pp. 2038-2081
Closed Access | Times Cited: 154
Consumption Volatility Risk
Oliver Boguth, LARS‐ALEXANDER KUEHN
The Journal of Finance (2013) Vol. 68, Iss. 6, pp. 2589-2615
Closed Access | Times Cited: 153
Oliver Boguth, LARS‐ALEXANDER KUEHN
The Journal of Finance (2013) Vol. 68, Iss. 6, pp. 2589-2615
Closed Access | Times Cited: 153
The Wealth-Consumption Ratio
Hanno Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan
The Review of Asset Pricing Studies (2013) Vol. 3, Iss. 1, pp. 38-94
Open Access | Times Cited: 127
Hanno Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan
The Review of Asset Pricing Studies (2013) Vol. 3, Iss. 1, pp. 38-94
Open Access | Times Cited: 127
Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements
Mary E. Barth, Eric C. So
The Accounting Review (2014) Vol. 89, Iss. 5, pp. 1579-1607
Open Access | Times Cited: 96
Mary E. Barth, Eric C. So
The Accounting Review (2014) Vol. 89, Iss. 5, pp. 1579-1607
Open Access | Times Cited: 96
Hard Times
John Y. Campbell, Stefano Giglio, Christopher Polk
The Review of Asset Pricing Studies (2013) Vol. 3, Iss. 1, pp. 95-132
Closed Access | Times Cited: 88
John Y. Campbell, Stefano Giglio, Christopher Polk
The Review of Asset Pricing Studies (2013) Vol. 3, Iss. 1, pp. 95-132
Closed Access | Times Cited: 88
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
Frank Schorfheide, Dongho Song, Amir Yaron
(2014)
Open Access | Times Cited: 85
Frank Schorfheide, Dongho Song, Amir Yaron
(2014)
Open Access | Times Cited: 85
Empirical Cross-Sectional Asset Pricing
Stefan Nagel
Annual Review of Financial Economics (2013) Vol. 5, Iss. 1, pp. 167-199
Closed Access | Times Cited: 62
Stefan Nagel
Annual Review of Financial Economics (2013) Vol. 5, Iss. 1, pp. 167-199
Closed Access | Times Cited: 62
Learning about Rare Disasters: Implications For Consumption and Asset Prices*
Max Gillman, Michal Kejak, Michal Pakoš
European Finance Review (2014) Vol. 19, Iss. 3, pp. 1053-1104
Closed Access | Times Cited: 50
Max Gillman, Michal Kejak, Michal Pakoš
European Finance Review (2014) Vol. 19, Iss. 3, pp. 1053-1104
Closed Access | Times Cited: 50
Stochastic Volatility and Asset Pricing Puzzles
Timothy McQuade
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 46
Timothy McQuade
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 46
Composition of wealth, conditioning information, and the cross-section of stock returns
Nikolai Roussanov
Journal of Financial Economics (2013) Vol. 111, Iss. 2, pp. 352-380
Open Access | Times Cited: 42
Nikolai Roussanov
Journal of Financial Economics (2013) Vol. 111, Iss. 2, pp. 352-380
Open Access | Times Cited: 42
What Is the Expected Return on the Market?
Ian Martin
SSRN Electronic Journal (2016)
Open Access | Times Cited: 35
Ian Martin
SSRN Electronic Journal (2016)
Open Access | Times Cited: 35
Consumption Volatility Risk
Oliver Boguth, Lars‐Alexander Kuehn
SSRN Electronic Journal (2011)
Open Access | Times Cited: 39
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
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 32
Stock Market Beta and Average Returns on Macroeconomic Announcement Days
Pavel G. Savor, Mungo Ivor Wilson
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 29
Pavel G. Savor, Mungo Ivor Wilson
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 29
Investor Attention and Stock Market Volatility
Daniel Andrei, Michael Hasler
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 28
Daniel Andrei, Michael Hasler
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 28
Ambiguous Volatility and Asset Pricing in Continuous Time
Larry G. Epstein, Shaolin Ji
SSRN Electronic Journal (2012)
Open Access | Times Cited: 24
Larry G. Epstein, Shaolin Ji
SSRN Electronic Journal (2012)
Open Access | Times Cited: 24
A New Asset Pricing Model Based on the Zero-Beta CAPM: Theory and Evidence
Wei Liu, James W. Kolari, Jianhua Z. Huang
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 23
Wei Liu, James W. Kolari, Jianhua Z. Huang
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 23
Learning, Confidence, and Option Prices
Ivan Shaliastovich
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 20
Ivan Shaliastovich
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 20
Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets
Darien Huang, Ivan Shaliastovich
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 16
Darien Huang, Ivan Shaliastovich
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 16
A Long-run Risks Model with Long- and Short-Run Volatilities: Explaining Predictability and Volatility Risk Premium
Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 17
Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 17
Observable Long-Run Ambiguity and Long-Run Risk
Maxim Ulrich
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 16
Maxim Ulrich
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 16
The Wealth-Consumption Ratio
Hanno N. Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan
SSRN Electronic Journal (2011)
Open Access | Times Cited: 15
Hanno N. Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan
SSRN Electronic Journal (2011)
Open Access | Times Cited: 15
