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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:

Regression-based estimation of dynamic asset pricing models
Tobias Adrian, Richard K. Crump, Emanuel Moench
Journal of Financial Economics (2015) Vol. 118, Iss. 2, pp. 211-244
Open Access | Times Cited: 78

Showing 1-25 of 78 citing articles:

The Empirical Implications of the Interest-Rate Lower Bound
Christopher Gust, Edward Herbst, David López‐Salido, et al.
American Economic Review (2017) Vol. 107, Iss. 7, pp. 1971-2006
Open Access | Times Cited: 202
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
Tobias Adrian, Richard K. Crump, Erik Vogt
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1931-1973
Open Access | Times Cited: 130
Equity Term Structures Without Dividend Strips Data
Stefano Giglio, Bryan T. Kelly, Serhiy Kozak
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 39
Measuring “Dark Matter” in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
The Journal of Finance (2024) Vol. 79, Iss. 2, pp. 843-902
Open Access | Times Cited: 9
Measuring “Dark Matter” in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
(2019)
Open Access | Times Cited: 56
Have risk premia vanished?
Simon C. Smith, Allan Timmermann
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 553-576
Closed Access | Times Cited: 34
Measuring market expectations
Christiane Baumeister
Elsevier eBooks (2023), pp. 413-441
Closed Access | Times Cited: 12
Equity Term Structures without Dividend Strips Data
Stefano Giglio, Bryan Kelly, Serhiy Kozak
The Journal of Finance (2024) Vol. 79, Iss. 6, pp. 4143-4196
Open Access | Times Cited: 4
Characteristic-Sorted Portfolios: Estimation and Inference
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, et al.
The Review of Economics and Statistics (2019) Vol. 102, Iss. 3, pp. 531-551
Open Access | Times Cited: 33
Factor Premia and Factor Timing: A Century of Evidence
Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 30
Towards data-congruent models of the term structure of interest rates
Carlo A. Favero, Rubén Fernández-Fuertes
Econometric Reviews (2025), pp. 1-23
Open Access
Getting to the Core: Inflation Risks within and Across Asset Classes
Xiang Fang, Yang Liu, Nikolai Roussanov
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 16
Measuring the 'Dark Matter' in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
SSRN Electronic Journal (2013)
Open Access | Times Cited: 30
Equity Term Structures without Dividend Strips Data
Stefano Giglio, Bryan T. Kelly, Serhiy Kozak
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 18
Mining the factor zoo: Estimation of latent factor models with sufficient proxies
Runzhe Wan, Yingying Li, Wenbin Lu, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 2, pp. 105386-105386
Open Access | Times Cited: 4
Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
Dennis Umlandt
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105470-105470
Open Access | Times Cited: 4
Attention Based Dynamic Graph Learning Framework for Asset Pricing
Ajim Uddin, Xinyuan Tao, Dantong Yu
(2021), pp. 1844-1853
Closed Access | Times Cited: 10
The time-varying risk price of currency portfolios
Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto
Journal of International Money and Finance (2022) Vol. 124, pp. 102636-102636
Open Access | Times Cited: 7
The Indirect Diversification Benefits of Investing in Japanese Firms: An Alternative Perspective
Pearlean Chadha, Jenny Berrill
Asia-Pacific Financial Markets (2024)
Open Access | Times Cited: 1
A Jackknife Variance Estimator for Panel Regressions
Richard K. Crump, Nikolay Gospodinov, Ignacio Lopez Gaffney
(2024)
Closed Access | Times Cited: 1
Time‐varying group common factors in the stock market anomalies
Ryuta Sakemoto
Financial Review (2024)
Closed Access | Times Cited: 1
The reliability of geometric Brownian motion forecasts of S&P500 index values
Amit K. Sinha
Journal of Forecasting (2021) Vol. 40, Iss. 8, pp. 1444-1462
Closed Access | Times Cited: 9
Attention based dynamic graph neural network for asset pricing
Ajim Uddin, Xinyuan Tao, Dantong Yu
Global Finance Journal (2023) Vol. 58, pp. 100900-100900
Open Access | Times Cited: 3
The distribution of rolling regression estimators
Zongwu Cai, Ted Juhl
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 1447-1463
Open Access | Times Cited: 5
Predicting Relative Returns
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
(2017)
Open Access | Times Cited: 7
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