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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:

Risks for the long run: Estimation with time aggregation
Ravi Bansal, Dana Kiku, Amir Yaron
Journal of Monetary Economics (2016) Vol. 82, pp. 52-69
Open Access | Times Cited: 118

Showing 1-25 of 118 citing articles:

Monetary Policy and the Redistribution Channel
Adrien Auclert
American Economic Review (2019) Vol. 109, Iss. 6, pp. 2333-2367
Open Access | Times Cited: 608
MEASURING INTERTEMPORAL SUBSTITUTION: THE IMPORTANCE OF METHOD CHOICES AND SELECTIVE REPORTING
Tomáš Havránek
Journal of the European Economic Association (2015) Vol. 13, Iss. 6, pp. 1180-1204
Closed Access | Times Cited: 330
Stock Market Volatility and Learning
Klaus Adam, Albert Marcet, Juan Pablo Nicolini
The Journal of Finance (2015) Vol. 71, Iss. 1, pp. 33-82
Open Access | Times Cited: 297
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
American Economic Review (2016) Vol. 106, Iss. 3, pp. 664-698
Open Access | Times Cited: 198
Uncertainty Shocks as Second-Moment News Shocks
David Berger, Ian Dew-Becker, Stefano Giglio
The Review of Economic Studies (2019) Vol. 87, Iss. 1, pp. 40-76
Open Access | Times Cited: 171
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1055-1096
Closed Access | Times Cited: 77
Valuation Risk and Asset Pricing
Rui Albuquerque, Martin Eichenbaum, Victor Luo, et al.
The Journal of Finance (2016) Vol. 71, Iss. 6, pp. 2861-2904
Open Access | Times Cited: 161
Long-Run Risk and the Persistence of Consumption Shocks
Fulvio Ortu, Andrea Tamoni, Claudio Tebaldi
Review of Financial Studies (2013) Vol. 26, Iss. 11, pp. 2876-2915
Closed Access | Times Cited: 109
Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty
Hui Chen, Michael Michaux, Nikolai Roussanov
The Journal of Finance (2019) Vol. 75, Iss. 1, pp. 323-375
Open Access | Times Cited: 91
Review Article: Perspectives on the Future of Asset Pricing
Markus K. Brunnermeier, Emmanuel Farhi, Ralph S. J. Koijen, et al.
Review of Financial Studies (2020) Vol. 34, Iss. 4, pp. 2126-2160
Open Access | Times Cited: 76
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
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
ACE—Analytic Climate Economy
Christian P. Traeger
American Economic Journal Economic Policy (2023) Vol. 15, Iss. 3, pp. 372-406
Open Access | Times Cited: 19
Uncertainty Shocks as Second-Moment News Shocks
David Berger, Ian Dew-Becker, Stefano Giglio
(2017)
Open Access | Times Cited: 49
BKK the EZ Way: International Long-Run Growth News and Capital Flows
Ric Colacito, Mariano Massimiliano Croce, Steven Wei Ho, et al.
American Economic Review (2018) Vol. 108, Iss. 11, pp. 3416-3449
Closed Access | Times Cited: 45
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Francisco Peñaranda, Enrique Sentana
The Review of Economics and Statistics (2014) Vol. 97, Iss. 2, pp. 412-435
Open Access | Times Cited: 44
Consumption Volatility and the Cross-Section of Stock Returns*
Roméo Tédongap
European Finance Review (2014) Vol. 19, Iss. 1, pp. 367-405
Closed Access | Times Cited: 44
Rare events and long-run risks
Robert J. Barro, Tao Jin
Review of Economic Dynamics (2020) Vol. 39, pp. 1-25
Open Access | Times Cited: 36
Late to Recessions: Stocks and the Business Cycle
Roberto Gómez-Cram
The Journal of Finance (2021) Vol. 77, Iss. 2, pp. 923-966
Closed Access | Times Cited: 30
Persistent government debt and aggregate risk distribution
Mariano Massimiliano Croce, Thien Tung Nguyen, Sandra Raymond
Journal of Financial Economics (2021) Vol. 140, Iss. 2, pp. 347-367
Open Access | Times Cited: 28
Consumption Commitments and Housing Dynamics
Preetesh Kantak
Management Science (2025)
Closed Access
Relative Risk Aversion: A Meta‐Analysis
Ali Elminejad, Tomáš Havránek, Zuzana Iršová
Journal of Economic Surveys (2025)
Open Access
The AH premium: A tale of “siamese twin” stocks
Renbin Zhang, Tongbin Zhang
Journal of Empirical Finance (2025), pp. 101599-101599
Closed Access
Asset Pricing with Weekly Shopper Spending *
Kuntara Pukthuanthong, Jialu Shen, Ruixiang Wang
SSRN Electronic Journal (2025)
Closed Access
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