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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:

An Intertemporal CAPM with Stochastic Volatility
John Campbell, Stefano Giglio, Christopher Polk, et al.
(2012)
Open Access | Times Cited: 216

Showing 1-25 of 216 citing articles:

… and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Caroline Zhu
Review of Financial Studies (2015) Vol. 29, Iss. 1, pp. 5-68
Open Access | Times Cited: 1715
Good and bad uncertainty: Macroeconomic and financial market implications
Gill Segal, Ivan Shaliastovich, Amir Yaron
Journal of Financial Economics (2015) Vol. 117, Iss. 2, pp. 369-397
Open Access | Times Cited: 447
Is economic uncertainty priced in the cross-section of stock returns?
Turan G. Bali, Stephen J. Brown, Yi Tang
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 471-489
Closed Access | Times Cited: 349
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: 344
Asset pricing: A tale of two days
Pavel G. Savor, Mungo Ivor Wilson
Journal of Financial Economics (2014) Vol. 113, Iss. 2, pp. 171-201
Closed Access | Times Cited: 296
Investor Sentiment, Beta, and the Cost of Equity Capital
Constantinos Antoniou, John A. Doukas, Avanidhar Subrahmanyam
Management Science (2015) Vol. 62, Iss. 2, pp. 347-367
Closed Access | Times Cited: 278
Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns
Martijn Cremers, Michael Halling, David Weinbaum
The Journal of Finance (2014) Vol. 70, Iss. 2, pp. 577-614
Open Access | Times Cited: 274
A tug of war: Overnight versus intraday expected returns
Dong Lou, Christopher Polk, Spyros Skouras
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 192-213
Open Access | Times Cited: 245
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
Investor sentiment and economic forces
Junyan Shen, Jianfeng Yu, Shen Zhao
Journal of Monetary Economics (2017) Vol. 86, pp. 1-21
Closed Access | Times Cited: 192
Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world
Wael Rouatbi, Ender Demir, Renatas Kizys, et al.
International Review of Financial Analysis (2021) Vol. 77, pp. 101819-101819
Open Access | Times Cited: 111
The price of variance risk
Ian Dew-Becker, Stefano Giglio, Anh Le, et al.
Journal of Financial Economics (2016) Vol. 123, Iss. 2, pp. 225-250
Closed Access | Times Cited: 165
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
. . . and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Heqing Zhu
(2014)
Open Access | Times Cited: 149
A tale of two option markets: Pricing kernels and volatility risk
Zhaogang Song, Dacheng Xiu
Journal of Econometrics (2015) Vol. 190, Iss. 1, pp. 176-196
Open Access | Times Cited: 129
Gold, platinum, and expected stock returns
Darien Huang, Mete Kilic
Journal of Financial Economics (2018) Vol. 132, Iss. 3, pp. 50-75
Closed Access | Times Cited: 124
Production Networks and Stock Returns: The Role of Vertical Creative Destruction
Michael Gofman, Gill Segal, Youchang Wu
Review of Financial Studies (2020) Vol. 33, Iss. 12, pp. 5856-5905
Closed Access | Times Cited: 113
Time-varying inflation risk and stock returns
Martijn Boons, Fernando Duarte, Frans de Roon, et al.
Journal of Financial Economics (2019) Vol. 136, Iss. 2, pp. 444-470
Open Access | Times Cited: 77
Reinvestment Risk and the Equity Term Structure
Andrei S. Gonçalves
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2153-2197
Closed Access | Times Cited: 56
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
Modeling Covariance Risk in Merton's ICAPM
Alberto G. Rossi, Allan Timmermann
Review of Financial Studies (2015) Vol. 28, Iss. 5, pp. 1428-1461
Closed Access | Times Cited: 85
Volatility-of-Volatility Risk
Darien Huang, Christian Schlag, Ivan Shaliastovich, et al.
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2423-2452
Open Access | Times Cited: 82
Economic Uncertainty, Disagreement, and Credit Markets
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
Management Science (2013) Vol. 60, Iss. 5, pp. 1281-1296
Closed Access | Times Cited: 74
Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65
The short duration premium
Andrei S. Gonçalves
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 919-945
Closed Access | Times Cited: 53
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