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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:

Volatility risk premia and exchange rate predictability
Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno
Journal of Financial Economics (2016) Vol. 120, Iss. 1, pp. 21-40
Open Access | Times Cited: 178

Showing 1-25 of 178 citing articles:

Currency Premia and Global Imbalances
Pasquale Della Corte, Steven Riddiough, Lucio Sarno
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2161-2193
Open Access | Times Cited: 180
Essays in International Finance
Julian Fernandez Mejia
(2024)
Open Access | Times Cited: 130
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
The Journal of Finance (2025)
Open Access | Times Cited: 3
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 140
Variance risk premiums and the forward premium puzzle
Juan M. Londoño, Hao Zhou
Journal of Financial Economics (2017) Vol. 124, Iss. 2, pp. 415-440
Open Access | Times Cited: 116
Business cycles and currency returns
Riccardo Colacito, Steven Riddiough, Lucio Sarno
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 659-678
Open Access | Times Cited: 83
The Quanto Theory of Exchange Rates
Lukas Kremens, Ian Martin
American Economic Review (2019) Vol. 109, Iss. 3, pp. 810-843
Open Access | Times Cited: 77
Exchange Rates and Sovereign Risk
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 64
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
Federal Reserve Bank of San Francisco, Working Paper Series (2021), pp. 01-57
Open Access | Times Cited: 59
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
Jiabao Feng, Yudong Wang, Libo Yin
Energy Economics (2017) Vol. 68, pp. 240-254
Closed Access | Times Cited: 72
Asymmetric information risk in FX markets
Angelo Ranaldo, Fabricius Somogyi
Journal of Financial Economics (2020) Vol. 140, Iss. 2, pp. 391-411
Open Access | Times Cited: 68
What Do Stock Markets Tell Us about Exchange Rates? *
Gino Cenedese, Richard Payne, Lucio Sarno, et al.
European Finance Review (2015) Vol. 20, Iss. 3, pp. 1045-1080
Open Access | Times Cited: 67
Foreign Exchange Volume
Giovanni Cespa, Antonio Gargano, Steven Riddiough, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2386-2427
Open Access | Times Cited: 51
Currency Risk Premiums Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 356-408
Open Access | Times Cited: 22
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
Can commodity prices forecast exchange rates?
Li Liu, Siming Tan, Yudong Wang
Energy Economics (2020) Vol. 87, pp. 104719-104719
Closed Access | Times Cited: 37
Forecasting the exchange rate with multiple linear regression and heavy ordered weighted average operators
Martha Flores‐Sosa, Ernesto León‐Castro, José M. Merigó, et al.
Knowledge-Based Systems (2022) Vol. 248, pp. 108863-108863
Closed Access | Times Cited: 21
A credit-based theory of the currency risk premium
Pasquale Della Corte, Alexandre Jeanneret, Ella D.S. Patelli
Journal of Financial Economics (2023) Vol. 149, Iss. 3, pp. 473-496
Open Access | Times Cited: 11
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 484-503
Open Access | Times Cited: 26
U.S. Options Exchange-traded Funds: Performance Dynamics and Managerial Expertise
Elroi Hadad, D.K. Malhotra, Robert W. McLeod
Borsa Istanbul Review (2025)
Open Access
Crash Risk in Currency Markets
Emmanuel Farhi, Samuel P. Fraiberger, Xavier Gabaix, et al.
SSRN Electronic Journal (2009)
Open Access | Times Cited: 39
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
SSRN Electronic Journal (2019)
Open Access | Times Cited: 28
Government policy approval and exchange rates
Yang Liu, Ivan Shaliastovich
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 303-331
Closed Access | Times Cited: 21
GMM weighting matrices in cross-sectional asset pricing tests
Nora Laurinaityte, Christoph Meinerding, Christian Schlag, et al.
Journal of Banking & Finance (2024) Vol. 162, pp. 107123-107123
Open Access | Times Cited: 3
Equity Return Predictability with the ICAPM
Michael Hasler, Charles Martineau
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 3, pp. 481-512
Closed Access | Times Cited: 3
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