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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:

Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 102
Realized semibetas: Disentangling “good” and “bad” downside risks
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 227-246
Open Access | Times Cited: 48
A Model of Two Days: Discrete News and Asset Prices
Jessica A. Wachter, Yicheng Zhu
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2246-2307
Closed Access | Times Cited: 46
Data breach disclosures and stock price crash risk: Evidence from data breach notification laws
Hung Cao, Hieu V. Phan, Sabatino Silveri
International Review of Financial Analysis (2024) Vol. 93, pp. 103164-103164
Closed Access | Times Cited: 4
Global downside risk and equity returns
Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş, et al.
Journal of International Money and Finance (2019) Vol. 98, pp. 102065-102065
Closed Access | Times Cited: 32
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
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Measuring tail risk
Maik Dierkes, Fabian Hollstein, Marcel Prokopczuk, et al.
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105769-105769
Open Access | Times Cited: 3
Resurrecting the Downside Risk Premium -a Geographic Perspective
Frank Weikai Li, Zilong Niu
SSRN Electronic Journal (2025)
Closed Access
Bear Factor and Hedge Fund Performance
Thang Ho, Anastasios Kagkadis, George Wang
Journal of Empirical Finance (2025), pp. 101611-101611
Open Access
Symmetric and Asymmetric Market Betas and Downside Risk
Yaron Levi, Ivo Welch
Review of Financial Studies (2019) Vol. 33, Iss. 6, pp. 2772-2795
Open Access | Times Cited: 27
Multivariate crash risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 129-153
Closed Access | Times Cited: 21
Extreme illiquidity and cross-sectional corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu, et al.
Journal of Financial Markets (2024) Vol. 68, pp. 100895-100895
Closed Access | Times Cited: 3
Leveraged Funds and the Shadow Cost of Leverage Constraints
Zhongjin Lu, Zhongling Qin
The Journal of Finance (2021) Vol. 76, Iss. 3, pp. 1295-1338
Closed Access | Times Cited: 20
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns
Lin Zhu, Fuwei Jiang, Guohao Tang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103433-103433
Closed Access | Times Cited: 2
Financial Sector Volatility Connectedness and Equity Returns
Mert Demirer, Umut Gökçen, Kamil Yılmaz
SSRN Electronic Journal (2018)
Open Access | Times Cited: 15
Downside beta and the cross section of equity returns: A decade later
Yiğit Atılgan, K. Özgür Demirtaş, A. Doruk Günaydın
European Financial Management (2020) Vol. 26, Iss. 2, pp. 316-347
Closed Access | Times Cited: 12
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
Jozef Baruník, Matěj Nevrla
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1590-1646
Open Access | Times Cited: 8
War Discourse and the Cross Section of Expected Stock Returns
David Hirshleifer, Dat Mai, Kuntara Pukthuanthong
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Asset pricing with extreme liquidity risk
Ying Wu
Journal of Empirical Finance (2019) Vol. 54, pp. 143-165
Closed Access | Times Cited: 12
Persistence in the Realized Betas: Some Evidence from the Stock Market
Guglielmo Maria Caporale, Luis A. Gil-Alaña, Miguel Martin-Valmayor
Journal of risk and financial management (2024) Vol. 17, Iss. 4, pp. 149-149
Open Access | Times Cited: 1
Stock market tail risk, tail risk premia, and return predictability
Sangwon Suh, Eungyu Yoo, Sun‐Joong Yoon
Journal of Futures Markets (2021) Vol. 41, Iss. 10, pp. 1569-1596
Closed Access | Times Cited: 7
Factor Models with Downside Risk
Daniele Massacci, Lucio Sarno, Lorenzo Trapani
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Tong Wang
Review of Finance (2022) Vol. 27, Iss. 1, pp. 325-367
Open Access | Times Cited: 5
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