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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:

Factors and risk premia in individual international stock returns
Ines Chaieb, Hugues Langlois, Olivier Scaillet
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 669-692
Open Access | Times Cited: 67

Showing 26-50 of 67 citing articles:

What matters in a characteristic?
Hugues Langlois
Journal of Financial Economics (2023) Vol. 149, Iss. 1, pp. 52-72
Open Access | Times Cited: 3
Optimal Cross-Sectional Regression
Zhipeng Liao, Yan Liu, Zhenzhen Xie
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Stefano Ramelli, Elisa Ossola, Michela Rancan
SSRN Electronic Journal (2020)
Open Access | Times Cited: 8
When Do Investors Go Green? Evidence From a Time-Varying Asset-Pricing Model
Lucia Alessi, Elisa Ossola, Roberto Panzica
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
International Corporate Bond Market: Uncovering Risks Using Machine Learning
Delong Li, Lei Lü, Zhen Qi, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds
Markus S. Broman, Michael Densmore, Pauline Shum
The Review of Asset Pricing Studies (2022) Vol. 13, Iss. 2, pp. 343-374
Closed Access | Times Cited: 5
Estimation of Large Dimensional Conditional Factor Models in Finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
SSRN Electronic Journal (2019)
Open Access | Times Cited: 7
No One-Size-Fits-All Tale: The Diversity and Complexity in Asset Pricing across Global Markets
Kuntara Pukthuanthong, Zhuo Qiao, Yan Wang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Supervised portfolios
Guillaume Chevalier, Guillaume Coqueret, Thomas Raffinot
Quantitative Finance (2022) Vol. 22, Iss. 12, pp. 2275-2295
Closed Access | Times Cited: 4
His Pain Is Your Gain: Inter-Firm Linkages and Exchange Rate Exposure
Yancheng Qiu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Large Sample Estimators of the Stochastic Discount Factor
Soohun Kim, Robert A. Korajczyk
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Moment Conditions and Time-Varying Risk Premia
Dennis Umlandt
SSRN Electronic Journal (2024)
Closed Access
Simply Better Market Betas around the Globe
Ling Tak Douglas Chung
SSRN Electronic Journal (2024)
Closed Access
Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
SSRN Electronic Journal (2024)
Closed Access
Testing asset pricing models with individual stocks: An instrumental variables approach
Işıl Candemir, Cenk C. Karahan
Borsa Istanbul Review (2024) Vol. 24, Iss. 5, pp. 952-965
Open Access
Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification
Hongbo He, Yiqing Chen, Jinghua Ou, et al.
Pacific-Basin Finance Journal (2024) Vol. 89, pp. 102588-102588
Closed Access
A Biodiversity Stress Test of the Financial System
S. Arlt, Tobias Berg, Xander Hut, et al.
(2024)
Closed Access
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
Lin William Cong, Guanhao Feng, Jingyu He, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Gaetan Bakalli, Stéphane Guerrier, Olivier Scaillet
SSRN Electronic Journal (2021)
Open Access | Times Cited: 3
Determinants of time-varying equity risk premia in an emerging market
Işıl Candemir, Cenk C. Karahan
International Journal of Emerging Markets (2022) Vol. 19, Iss. 6, pp. 1492-1520
Closed Access | Times Cited: 2
Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Stefano Ramelli, Elisa Ossola, Michela Rancan
RePEc: Research Papers in Economics (2020)
Closed Access | Times Cited: 2
Firms' Exposures to Geographic Risks
Bernard Dumas, Tymur Gabuniya, Richard C. Marston
(2020)
Open Access | Times Cited: 1
Economic uncertainty and cross section of stock returns: Australian evidence
Matthew Simkus, Helen Truong, Khoa Hoang, et al.
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101808-101808
Closed Access | Times Cited: 1
Firms’ exposures to geographic risks
Bernard Dumas, Tymur Gabuniya, Richard C. Marston
Journal of International Money and Finance (2021) Vol. 122, pp. 102549-102549
Open Access | Times Cited: 1
Testing Asset Pricing Models on Individual Stocks
Charles Clarke, Morteza Momeni Shahraki
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1

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