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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:

The conditional expected market return
Fousseni Chabi-Yo, Johnathan Loudis
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 752-786
Closed Access | Times Cited: 73

Showing 1-25 of 73 citing articles:

Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
Review of Financial Studies (2024)
Closed Access | Times Cited: 35
Reinvestment Risk and the Equity Term Structure
Andrei S. Gonçalves
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2153-2197
Closed Access | Times Cited: 57
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov
Management Science (2022) Vol. 69, Iss. 2, pp. 922-939
Closed Access | Times Cited: 33
Validity, tightness, and forecasting power of risk premium bounds
Kerry Back, Kevin Crotty, Seyed Mohammad Kazempour
Journal of Financial Economics (2022) Vol. 144, Iss. 3, pp. 732-760
Closed Access | Times Cited: 27
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
Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions
Akira Yamazaki
The North American Journal of Economics and Finance (2025), pp. 102362-102362
Closed Access
Implied Equity Premium and Market Beta
Zhan Wang, Victor Chow, Jiahao Gu
Finance research letters (2025), pp. 107095-107095
Closed Access
A Forward-Looking Index of Market Variance 
Po-Jen Hsieh, Rachel J. Huang, Larry Y. Tzeng
(2025)
Closed Access
The Real Side of Black Swans: Tail Risk and Corporate Investment
Yuan Jun, Liuyong Yang, Qi Xu
Journal of Banking & Finance (2025), pp. 107468-107468
Closed Access
The Implied Equity Premium
Paul C. Tetlock
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 9
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
Fousseni Chabi-Yo, Johnathan Loudis
Management Science (2023) Vol. 70, Iss. 10, pp. 6804-6834
Closed Access | Times Cited: 9
Pricing Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 18
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
SSRN Electronic Journal (2014)
Open Access | Times Cited: 24
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1808-1842
Closed Access | Times Cited: 12
Estimation of expected return integrating real-time asset prices implied information and historical data
Shikun Wang, Shushang Zhu, Yi Huang, et al.
Journal of Economic Dynamics and Control (2024) Vol. 167, pp. 104931-104931
Closed Access | Times Cited: 2
Inferring Stock Duration Around FOMC Surprises: Estimates and Implications
Zhanhui Chen
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 2, pp. 669-703
Closed Access | Times Cited: 17
Forward Return Expectations
Mihir Gandhi, Niels Joachim Gormsen, Eben Lazarus
(2023)
Closed Access | Times Cited: 6
A New Test of Excess Movement in Asset Prices
Ned Augenblick, Eben Lazarus
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 8
Dispersion of Beliefs Bounds: Sentimental Recovery
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
Management Science (2024) Vol. 70, Iss. 12, pp. 8284-8300
Closed Access | Times Cited: 1
The market risk premium in Australia: Forward‐looking evidence from the options market
Angelo Aspris, Ester Félez‐Viñas, Sean Foley, et al.
Accounting and Finance (2024)
Open Access | Times Cited: 1
Option implied dividends and the market risk premium
Angelo Aspris, Hamish Malloch, Jiří Švec
International Review of Economics & Finance (2024), pp. 103675-103675
Open Access | Times Cited: 1
Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates
Henk Berkman, Hamish Malloch
Journal of Banking & Finance (2021) Vol. 147, pp. 106386-106386
Open Access | Times Cited: 10
The Effects of the COVID-19 Crisis on Risk Factors and Option-Implied Expected Market Risk Premia: An International Perspective
Belén Nieto, Gonzalo Rubio
Journal of risk and financial management (2022) Vol. 15, Iss. 1, pp. 13-13
Open Access | Times Cited: 7
Recovering subjective probability distributions
Akira Yamazaki
Journal of Futures Markets (2022) Vol. 42, Iss. 7, pp. 1234-1263
Closed Access | Times Cited: 7
Risk-Adjusted Performance of New Economy Indices and Thematic Sectors
David Grau-Vera, Gonzalo Rubio
Research in International Business and Finance (2024) Vol. 71, pp. 102438-102438
Closed Access | Times Cited: 1
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