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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:

Measuring “Dark Matter” in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
(2019)
Open Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

Bond Risk Premiums with Machine Learning
Daniele Bianchi, Matthias Büchner, Andrea Tamoni
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 1046-1089
Open Access | Times Cited: 298
Credit Expansion and Neglected Crash Risk*
Matthew Baron, Wei Xiong
The Quarterly Journal of Economics (2017) Vol. 132, Iss. 2, pp. 713-764
Open Access | Times Cited: 256
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
American Economic Review (2016) Vol. 106, Iss. 3, pp. 664-698
Open Access | Times Cited: 196
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2029-2068
Closed Access | Times Cited: 144
Understanding Uncertainty Shocks and the Role of Black Swans
Anna Orlik, Laura Veldkamp
(2014)
Open Access | Times Cited: 105
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: 78
Review Article: Perspectives on the Future of Asset Pricing
Markus K. Brunnermeier, Emmanuel Farhi, Ralph S. J. Koijen, et al.
Review of Financial Studies (2020) Vol. 34, Iss. 4, pp. 2126-2160
Open Access | Times Cited: 74
Common Fund Flows: Flow Hedging and Factor Pricing
Winston Wei Dou, Leonid Kogan, Wei Wu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 39
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
Frank Schorfheide, Dongho Song, Amir Yaron
(2014)
Open Access | Times Cited: 85
Benchmark interest rates when the government is risky
Patrick Augustin, Mikhail Chernov, Lukas Schmid, et al.
Journal of Financial Economics (2020) Vol. 140, Iss. 1, pp. 74-100
Open Access | Times Cited: 43
Rare events and long-run risks
Robert J. Barro, Tao Jin
Review of Economic Dynamics (2020) Vol. 39, pp. 1-25
Open Access | Times Cited: 36
The Probability of Rare Disasters: Estimation and Implications
Emil Siriwardane
SSRN Electronic Journal (2014)
Open Access | Times Cited: 35
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
Time-varying risk of nominal bonds: How important are macroeconomic shocks?
Andrey Ermolov
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 1-28
Closed Access | Times Cited: 17
Measuring the 'Dark Matter' in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
SSRN Electronic Journal (2013)
Open Access | Times Cited: 30
Rare Disaster Concerns Everywhere
George Gao, Xiaomeng Lu, Zhaogang Song
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 26
The Oligopoly Lucas Tree
Winston Wei Dou, Yan Ji, Wei Wu
Review of Financial Studies (2021) Vol. 35, Iss. 8, pp. 3867-3921
Closed Access | Times Cited: 18
Misallocation and Asset Prices
Winston Wei Dou, Ji Yan, Di Tian, et al.
(2024)
Open Access | Times Cited: 2
Macroeconomic uncertainty prices when beliefs are tenuous
Lars Peter Hansen, Thomas J. Sargent
Journal of Econometrics (2020) Vol. 223, Iss. 1, pp. 222-250
Open Access | Times Cited: 18
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
SSRN Electronic Journal (2012)
Open Access | Times Cited: 23
Sets of Models and Prices of Uncertainty
Lars Peter Hansen, Thomas J. Sargent
(2016)
Open Access | Times Cited: 19
Estimating and testing investment-based asset pricing models
Frederico Belo, Yao Deng, Juliana Salomão
Journal of Financial Economics (2024) Vol. 162, pp. 103945-103945
Closed Access | Times Cited: 1
Estimating robustness
Bálint Szőke
Journal of Economic Theory (2021) Vol. 199, pp. 105225-105225
Closed Access | Times Cited: 10
Macro-Finance
John H. Cochrane
(2016)
Open Access | Times Cited: 10
Deep Structural Estimation: With an Application to Option Pricing
Hui Chen, Antoine Didisheim, Simon Scheidegger
SSRN Electronic Journal (2021)
Open Access | Times Cited: 9
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