Open Access Helper

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:

Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
Philippe Bacchetta, Eric van Wincoop
American Economic Review (2010) Vol. 100, Iss. 3, pp. 870-904
Open Access | Times Cited: 373

Showing 26-50 of 373 citing articles:

Attentive insider trading
Dallin Alldredge, David C. Cicero
Journal of Financial Economics (2014) Vol. 115, Iss. 1, pp. 84-101
Closed Access | Times Cited: 137
Capital Flows and Foreign Exchange Intervention
Paolo Cavallino
American Economic Journal Macroeconomics (2019) Vol. 11, Iss. 2, pp. 127-170
Closed Access | Times Cited: 136
Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
Cosmin Ilut
American Economic Journal Macroeconomics (2012) Vol. 4, Iss. 3, pp. 33-65
Open Access | Times Cited: 123
Investor attention and FX market volatility
John Goddard, Arben Kita, Qingwei Wang
Journal of International Financial Markets Institutions and Money (2015) Vol. 38, pp. 79-96
Open Access | Times Cited: 123
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
Vincent Bogousslavsky
The Journal of Finance (2016) Vol. 71, Iss. 6, pp. 2967-3006
Closed Access | Times Cited: 120
Uncertainty and deviations from uncovered interest rate parity
Adilzhan Ismailov, Barbara Rossi
Journal of International Money and Finance (2017) Vol. 88, pp. 242-259
Closed Access | Times Cited: 112
Forward and Spot Exchange Rates in a Multi-Currency World*
Tarek A. Hassan, Rui Mano
The Quarterly Journal of Economics (2018) Vol. 134, Iss. 1, pp. 397-450
Closed Access | Times Cited: 109
Asset Price Dynamics in Partially Segmented Markets
Robin Greenwood, Samuel Hanson, Gordon Liao
Review of Financial Studies (2018) Vol. 31, Iss. 9, pp. 3307-3343
Open Access | Times Cited: 100
A Theory of Foreign Exchange Interventions
Sebastián Fanelli, Ludwig Straub
The Review of Economic Studies (2021) Vol. 88, Iss. 6, pp. 2857-2885
Open Access | Times Cited: 92
Behavioral Inattention
Xavier Gabaix
(2017)
Open Access | Times Cited: 91
Bond Convenience Yields and Exchange Rate Dynamics
Rosen Valchev
American Economic Journal Macroeconomics (2020) Vol. 12, Iss. 2, pp. 124-166
Open Access | Times Cited: 90
Delayed Overshooting: The Case for Information Rigidities
Gernot J. Müller, Martin Wolf, Thomas Hettig
American Economic Journal Macroeconomics (2024) Vol. 16, Iss. 3, pp. 310-342
Closed Access | Times Cited: 12
Monetary and fiscal policy in a two-country model with behavioral expectations
Michał Brzoza‐Brzezina, Paweł Galiński, Krzysztof Makarski
Journal of International Money and Finance (2025), pp. 103331-103331
Closed Access | Times Cited: 1
Imperfect Information and Aggregate Supply
N. Gregory Mankiw, Ricardo Reis
Handbook of monetary economics (2010), pp. 183-229
Open Access | Times Cited: 116
Understanding the Forward Premium Puzzle: A Microstructure Approach
Craig Burnside, Martin Eichenbaum, Sérgio Rebelo
American Economic Journal Macroeconomics (2009) Vol. 1, Iss. 2, pp. 127-154
Open Access | Times Cited: 114
Investor Overconfidence and the Forward Premium Puzzle
Craig Burnside, Bing Han, David Hirshleifer, et al.
The Review of Economic Studies (2011) Vol. 78, Iss. 2, pp. 523-558
Open Access | Times Cited: 108
International Diversification Benefits with Foreign Exchange Investment Styles*
Tim Alexander Kroencke, Felix Schindler, Andreas Schrimpf
European Finance Review (2013) Vol. 18, Iss. 5, pp. 1847-1883
Open Access | Times Cited: 86
International Currencies and Capital Allocation
Matteo Maggiori, Brent Neiman, Jesse Schreger
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 78
Financial Contagion and Attention Allocation
Jordi Mondria, Climent Quintana‐Domeque
The Economic Journal (2012) Vol. 123, Iss. 568, pp. 429-454
Open Access | Times Cited: 76
Uncertainty, currency excess returns, and risk reversals
Lucas F. Husted, John H. Rogers, Bo Sun
Journal of International Money and Finance (2017) Vol. 88, pp. 228-241
Closed Access | Times Cited: 62
Economic momentum and currency returns
Magnus Dahlquist, Henrik Hasseltoft
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 152-167
Closed Access | Times Cited: 59
Asset Price Dynamics with Limited Attention
Terrence Hendershott, Albert J. Menkveld, Rémy Praz, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 2, pp. 962-1008
Open Access | Times Cited: 51
How puzzling is the forward premium puzzle? A meta-analysis
Diana Žigraiová, Tomáš Havránek, Zuzana Iršová, et al.
European Economic Review (2021) Vol. 134, pp. 103714-103714
Open Access | Times Cited: 50
Workers, capitalists, and the government: fiscal policy and income (re)distribution
Cristiano Cantore, Lukas B. Freund
Journal of Monetary Economics (2021) Vol. 119, pp. 58-74
Open Access | Times Cited: 49
A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers
Pierre‐Olivier Gourinchas, Walker Ray, Dimitri Vayanos
(2022)
Open Access | Times Cited: 34

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