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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:

Explanations for the Volatility Effect: An OverviewBased on the CAPM Assumptions
David Blitz, Eric Falkenstein, Pim van Vliet
The Journal of Portfolio Management (2014) Vol. 40, Iss. 3, pp. 61-76
Closed Access | Times Cited: 76

Showing 1-25 of 76 citing articles:

Factor Investing in the Corporate Bond Market
Patrick Houweling, Jeroen van Zundert
Financial Analysts Journal (2017) Vol. 73, Iss. 2, pp. 100-115
Closed Access | Times Cited: 146
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices
Zhen He, Fergal A. O’Connor, Jacco Thijssen
International Review of Financial Analysis (2018) Vol. 60, pp. 30-37
Open Access | Times Cited: 67
Anomalies in the China A-share market
Maarten Jansen, Laurens Swinkels, Weili Zhou
Pacific-Basin Finance Journal (2021) Vol. 68, pp. 101607-101607
Open Access | Times Cited: 38
The Volatility Effect Revisited
David Blitz, Pim van Vliet, Guido Baltussen
The Journal of Portfolio Management (2019) Vol. 46, Iss. 2, pp. 45-63
Closed Access | Times Cited: 37
Investor overconfidence and the security market line: New evidence from China
Xing Han, Kai Li, Youwei Li
Journal of Economic Dynamics and Control (2020) Vol. 117, pp. 103961-103961
Open Access | Times Cited: 36
Allocation of portfolio risk considering structures on assets: which is the best cooperation structure value to solve the low-risk anomaly?
Tobias Hiller
Applied Economics Letters (2025), pp. 1-8
Open Access
Liquid Betting against Beta in Dow Jones Industrial Average Stocks
Benjamin Auer, Frank Schuhmacher
Financial Analysts Journal (2015) Vol. 71, Iss. 6, pp. 30-43
Closed Access | Times Cited: 37
Media attention and the volatility effect
David Blitz, Rob Huisman, Laurens Swinkels, et al.
Finance research letters (2019) Vol. 36, pp. 101317-101317
Open Access | Times Cited: 23
Business process management and risk-adjusted performance in SMEs
Dušan Gošnik, Igor Stubelj
Kybernetes (2021) Vol. 51, Iss. 2, pp. 659-675
Open Access | Times Cited: 18
Generalized Risk-Based Investing
Emmanuel Jurczenko, Michel Thierry, Jérôme Teïletche
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 24
The Value of Low Volatility
David Blitz
The Journal of Portfolio Management (2016) Vol. 42, Iss. 3, pp. 94-100
Closed Access | Times Cited: 21
Bibliometric study on asset pricing
Asgar Ali, Hajam Abid Bashir
Qualitative Research in Financial Markets (2021) Vol. 14, Iss. 3, pp. 433-460
Closed Access | Times Cited: 17
Factor Investing in the Corporate Bond Market
Patrick Houweling, Jeroen van Zundert
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 21
What we know about the low-risk anomaly: a literature review
Joshua Traut
Financial markets and portfolio management (2023) Vol. 37, Iss. 3, pp. 297-324
Open Access | Times Cited: 5
Are Hedge Funds on the Other Side of the Low-Volatility Trade?
David Blitz
The Journal of Alternative Investments (2018) Vol. 21, Iss. 1, pp. 17-26
Closed Access | Times Cited: 15
Beta-Anomaly: Evidence from the Indian Equity Market
Asgar Ali, K. N. Badhani
Asia-Pacific Financial Markets (2020) Vol. 28, Iss. 1, pp. 55-78
Closed Access | Times Cited: 13
Low Volatility Needs Little Trading
Pim van Vliet
The Journal of Portfolio Management (2018) Vol. 44, Iss. 3, pp. 33-42
Closed Access | Times Cited: 12
Can cooperative game theory solve the low‐risk puzzle?
Benjamin Auer, Tobias Hiller
International Journal of Finance & Economics (2018) Vol. 24, Iss. 2, pp. 884-889
Closed Access | Times Cited: 10
Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly
Thorsten Hens, Fatemeh Naebi
Applied Economics Letters (2020) Vol. 28, Iss. 6, pp. 501-507
Closed Access | Times Cited: 10
The Volatility Effect Revisited
David Blitz, Pim van Vliet, Guido Baltussen
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
The Resale Value of Risk-Parity Equity Portfolios
Eric H. Sorensen, Nicholas Alonso
The Journal of Portfolio Management (2015) Vol. 41, Iss. 2, pp. 23-32
Closed Access | Times Cited: 9
Allocation of portfolio risk and outside options
Tobias Hiller
Managerial and Decision Economics (2022) Vol. 43, Iss. 7, pp. 2845-2848
Open Access | Times Cited: 6
Fact and Fiction about Low-Risk Investing
Ron Alquist, Andrea Frazzini, Antti Ilmanen, et al.
The Journal of Portfolio Management (2020) Vol. 46, Iss. 6, pp. 72-92
Closed Access | Times Cited: 8
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio
Zhihui Lv, Amanda M. Y. Chu, Wing‐Keung Wong, et al.
Risk Management (2021) Vol. 23, Iss. 1-2, pp. 97-122
Closed Access | Times Cited: 8
Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing
Adam Zaremba
Investment Analysts Journal (2020) Vol. 49, Iss. 4, pp. 322-341
Closed Access | Times Cited: 8
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