Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 1-25 of 32 citing articles:

Downside risk and the cross-section of cryptocurrency returns
Wei Zhang, Yi Li, Xiong Xiong, et al.
Journal of Banking & Finance (2021) Vol. 133, pp. 106246-106246
Closed Access | Times Cited: 107
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns
Adam Zaremba, Nusret Cakici, Ender Demir, et al.
Journal of Financial Stability (2021) Vol. 58, pp. 100964-100964
Closed Access | Times Cited: 98
When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim, Muhammad Shafiullah, Muhammad Abubakr Naeem
International Review of Financial Analysis (2024) Vol. 93, pp. 103202-103202
Closed Access | Times Cited: 7
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk
Cristian Rogério Foguesatto, Marcelo Brutti Righi, Fernanda Maria Müller
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102140-102140
Closed Access | Times Cited: 4
The Cross Section of Country Equity Returns: A Review of Empirical Literature
Adam Zaremba
Journal of risk and financial management (2019) Vol. 12, Iss. 4, pp. 165-165
Open Access | Times Cited: 30
Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market
Aifan Ling, Jinlong Li, Yugui Zhang
Pacific-Basin Finance Journal (2023) Vol. 80, pp. 102097-102097
Closed Access | Times Cited: 10
Tariff exposure and sectoral vulnerability: Evidence from equity market responses to the 2025 U.S. Trade shock
Tomasz Kaczmarek, Ender Demir, Wael Rouatbi, et al.
Research in International Business and Finance (2025), pp. 102925-102925
Closed Access
Conventional and downside CAPM: The case of London stock exchange
Anna Rutkowska-Ziarko, Lesław Markowski, Christopher Pyke, et al.
Global Finance Journal (2022) Vol. 54, pp. 100759-100759
Open Access | Times Cited: 14
Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties
Maher Khasawneh, David G. McMillan, Dimos Kambouroudis
International Review of Financial Analysis (2024) Vol. 95, pp. 103333-103333
Open Access | Times Cited: 2
The effect of vaccination during the COVID-19 for the restaurant industry
Seoki Lee, Banghui Liu, SoYeon Jung, et al.
International Journal of Hospitality Management (2023) Vol. 110, pp. 103451-103451
Open Access | Times Cited: 6
Analyzing downside risk of BRICS stock indices: insights from value at risk and time series econometrics
Younis Ahmed Ghulam, Bashir Ahmad Joo
Journal of Financial Economic Policy (2024)
Closed Access | Times Cited: 1
Does Systematic Tail Risk Matter?
Evarist Stoja, Arnold Polanski, Linh Nguyen
(2024)
Open Access | Times Cited: 1
Global predictive power of the upside and downside variances of the U.S. equity market
Yahua Xu, Xiao Jun, Liguo Zhang
Economic Modelling (2020) Vol. 93, pp. 605-619
Closed Access | Times Cited: 9
Value-at-risk and the cross section of emerging market hedge fund returns
Sara Ali, Ihsan Badshah, Rıza Demirer
Global Finance Journal (2021) Vol. 52, pp. 100693-100693
Closed Access | Times Cited: 8
Does systematic tail risk matter?
Evarist Stoja, Arnold Polanski, Linh Nguyen, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101698-101698
Open Access | Times Cited: 6
A novel downside beta and expected stock returns
Jinjing Liu
International Review of Financial Analysis (2022) Vol. 85, pp. 102455-102455
Closed Access | Times Cited: 4
The world price of tail risk
Kuan‐Hui Lee, Cheol‐Won Yang
Pacific-Basin Finance Journal (2021) Vol. 71, pp. 101696-101696
Closed Access | Times Cited: 4
Risk measures-based cluster methods for finance
Pablo Cristini Guedes, Fernanda Maria Müller, Marcelo Brutti Righi
Risk Management (2022) Vol. 25, Iss. 1
Open Access | Times Cited: 3
Is there a risk premium? Evidence from thirteen measures
Laís Martins Fracasso, Fernanda Maria Müller, Henrique Ramos, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 92, pp. 182-199
Closed Access | Times Cited: 1
Changes in shares outstanding and country stock returns around the world
Huaigang Long, Mardy Chiah, Adam Zaremba, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 90, pp. 101883-101883
Closed Access | Times Cited: 1
Does downside beta matter in asset pricing? Evidence from the Egyptian Stock Exchange
Dalia El Mosallamy, Hadia Yasser
Deleted Journal (2024) Vol. 3, Iss. 1, pp. 191-212
Open Access
A comparative study of the CAPM and extended models in the Indian stock market
Akash Asthana, Syed Shafi Ahmed
Brazilian Journal of Science (2024) Vol. 3, Iss. 6, pp. 1-13
Open Access
The Impact of ESG Performance on Risk-Taking in the NEV Industry: A Measurement Based on Expected Shortfall
澜 杨
Pure Mathematics (2024) Vol. 14, Iss. 05, pp. 575-589
Closed Access
Tail risk and excess return of mutual funds: loss-premium balance hypothesis
Yuexiang Jiang, Mingzhe Wang
Applied Economics (2024), pp. 1-17
Closed Access
The Predictive Power of Left-Tail Risk for Stock Market Volatility
Yan Chen, Yakun Liu, Elie Bouri
(2024)
Closed Access
Page 1 - Next Page

Scroll to top