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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:

Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory
Doron Avramov, Scott Cederburg, Katarína Lučivjanská
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 556-594
Open Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Integrating Factor Models
D AVRAMOV, SI CHENG, LIOR METZKER, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1593-1646
Open Access | Times Cited: 22
On the Economic Significance of Stock Return Predictability
Scott Cederburg, Travis L. Johnson, Michael S. O’Doherty
Review of Finance (2022) Vol. 27, Iss. 2, pp. 619-657
Open Access | Times Cited: 28
Stocks for the long run? Evidence from a broad sample of developed markets
Aizhan Anarkulova, Scott Cederburg, Michael S. O’Doherty
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 409-433
Closed Access | Times Cited: 32
Investor sentiment and global economic conditions
Miguel C. Herculano, Eva Lütkebohmert
Journal of Empirical Finance (2023) Vol. 73, pp. 134-152
Closed Access | Times Cited: 4
Impact of stock investment on economic performance: a comparative study of on developed & developing economies
Muhammad Jawad, Munazza Naz, Zaib Maroof, et al.
Quality & Quantity (2022) Vol. 57, Iss. 3, pp. 2013-2032
Closed Access | Times Cited: 7
Pricing Intertemporal Risk When Investment Opportunities Are Unobservable
Scott Cederburg
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 4, pp. 1759-1789
Open Access | Times Cited: 10
Impact of long run investment of stock in developed & developing economies
Muhammad Jawad, Munazza Naz, Sohail Rizwan, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 4
Integrating Factor Models
Doron Avramov, Si Cheng, Lior Metzker, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race
Éric Jondeau, Michael Rockinger
Journal of money credit and banking (2018) Vol. 51, Iss. 8, pp. 2239-2291
Closed Access | Times Cited: 4
Spectral risk measure of holding stocks in the long run
Zsolt Bihary, Péter Csóka, Dávid Zoltán Szabó
Annals of Operations Research (2020) Vol. 295, Iss. 1, pp. 75-89
Open Access | Times Cited: 3
From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
Mathias S. Kruttli
Journal of Financial Econometrics (2020) Vol. 20, Iss. 3, pp. 539-567
Open Access | Times Cited: 3
Long-horizon asset and portfolio returns revisited: Evidence from US markets
Tri M. Hoang
Cogent Business & Management (2023) Vol. 10, Iss. 2
Open Access | Times Cited: 1
Optimizing Return Forecasts: A Bayesian Intermediary Asset Pricing Approach
Ming Gao, Cong Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics
Mathijs Cosemans, Xander Hut, Mathijs A. van Dijk
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future
Aydoğan Altı, Travis L. Johnson, Sheridan Titman
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
A részvénytartás spektrális kockázata hosszú távon
Zsolt Bihary, Péter Csóka, Gábor Kondor
Közgazdasági Szemle (2018) Vol. 65, Iss. 7-8, pp. 687-700
Open Access | Times Cited: 2
Return Predictability: Learning from the Cross-Section
Julien Pénasse
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
Life-cycle portfolio choice with imperfect predictors
Alexander Michaelides, Yuxin Zhang
Journal of Banking & Finance (2021) Vol. 135, pp. 106357-106357
Open Access | Times Cited: 2
When Are Stocks Less Volatile in the Long Run?
Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 4, pp. 1228-1258
Open Access | Times Cited: 1
Stocks versus bonds for the long run when a riskless asset is available
Haim Levy, Moshe Levy
Journal of Banking & Finance (2021) Vol. 133, pp. 106275-106275
Closed Access | Times Cited: 1
Optimizing Return Forecasts: A Bayesian Intermediary Asset Pricing Approach
Cong Zhang, Ming Gao
(2023)
Closed Access
On the Economic Value of Stock Market Return Predictors
Scott Cederburg, Travis L. Johnson, Michael S. O’Doherty
SSRN Electronic Journal (2018)
Closed Access
How Investment Risk Evolves with Horizon
Geoff Warren
SSRN Electronic Journal (2018)
Closed Access
Life-Cycle Portfolio Choice with Imperfect Predictors
Alexander Michaelides, Yuxin Zhang
SSRN Electronic Journal (2019)
Closed Access
Investing for the long run when expected equity premium is nonnegative
Yugui Zhang, Jie Zhu, Xiaoneng Zhu
Pacific-Basin Finance Journal (2020) Vol. 63, pp. 101397-101397
Closed Access
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