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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:

Confidence Risk and Asset Prices
Ravi Bansal, Ivan Shaliastovich
American Economic Review (2010) Vol. 100, Iss. 2, pp. 537-541
Open Access | Times Cited: 87

Showing 1-25 of 87 citing articles:

Tails, Fears, and Risk Premia
Tim Bollerslev, Viktor Todorov
The Journal of Finance (2011) Vol. 66, Iss. 6, pp. 2165-2211
Open Access | Times Cited: 788
Tail Risk and Asset Prices
Bryan Kelly, Hao Jiang
Review of Financial Studies (2014) Vol. 27, Iss. 10, pp. 2841-2871
Open Access | Times Cited: 662
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
Jason Beeler
Critical Finance Review (2012) Vol. 1, Iss. 1, pp. 141-182
Open Access | Times Cited: 382
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
Ravi Bansal
Critical Finance Review (2012) Vol. 1, Iss. 1, pp. 183-221
Open Access | Times Cited: 379
Volatility, the Macroeconomy, and Asset Prices
Ravi Bansal, Dana Kiku, Ivan Shaliastovich, et al.
The Journal of Finance (2013) Vol. 69, Iss. 6, pp. 2471-2511
Open Access | Times Cited: 345
The risk premia embedded in index options
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Financial Economics (2015) Vol. 117, Iss. 3, pp. 558-584
Open Access | Times Cited: 270
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
Asset pricing in production economies with extrapolative expectations
David Hirshleifer, Jun Li, Jianfeng Yu
Journal of Monetary Economics (2015) Vol. 76, pp. 87-106
Open Access | Times Cited: 189
Asset Pricing Tests with Long-run Risks in Consumption Growth
George M. Constantinides, Anisha Ghosh
The Review of Asset Pricing Studies (2011) Vol. 1, Iss. 1, pp. 96-136
Open Access | Times Cited: 143
Macroeconomic determinants of stock volatility and volatility premiums
Valentina Corradi, Walter Distaso, Antonio Mele
Journal of Monetary Economics (2012) Vol. 60, Iss. 2, pp. 203-220
Closed Access | Times Cited: 139
Gold, platinum, and expected stock returns
Darien Huang, Mete Kilic
Journal of Financial Economics (2018) Vol. 132, Iss. 3, pp. 50-75
Closed Access | Times Cited: 125
Learning about Consumption Dynamics
Michael Johannes, Lars A. Lochstoer, Yiqun Mou
The Journal of Finance (2015) Vol. 71, Iss. 2, pp. 551-600
Closed Access | Times Cited: 120
Forward and Spot Exchange Rates in a Multi-Currency World*
Tarek A. Hassan, Rui Mano
The Quarterly Journal of Economics (2018) Vol. 134, Iss. 1, pp. 397-450
Closed Access | Times Cited: 109
What are uncertainty shocks?
Nicholas Kozeniauskas, Anna Orlik, Laura Veldkamp
Journal of Monetary Economics (2018) Vol. 100, pp. 1-15
Closed Access | Times Cited: 106
Tail Risk and Asset Prices
Bryan T. Kelly, Hao Jiang
SSRN Electronic Journal (2013)
Open Access | Times Cited: 103
The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
Lu Wang, Feng Ma, Tianjiao Niu, et al.
Energy Economics (2021) Vol. 99, pp. 105319-105319
Closed Access | Times Cited: 61
Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications
Yufei Xia, Zhengxu Shi, Xiaoying Du, et al.
Finance research letters (2023) Vol. 55, pp. 103874-103874
Closed Access | Times Cited: 25
Asset Pricing When ‘This Time Is Different’
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
Review of Financial Studies (2016) Vol. 30, Iss. 2, pp. 505-535
Closed Access | Times Cited: 71
Learning and Asset-price Jumps
Ravi Bansal, Ivan Shaliastovich
Review of Financial Studies (2011) Vol. 24, Iss. 8, pp. 2738-2780
Open Access | Times Cited: 76
Differences of Opinion and International Equity Markets
Bernard Dumas, Karen K. Lewis, Emilio Osambela
Review of Financial Studies (2016) Vol. 30, Iss. 3, pp. 750-800
Open Access | Times Cited: 60
Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory
Riccardo Colacito, Éric Ghysels, Jinghan Meng, et al.
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2069-2109
Open Access | Times Cited: 57
Understanding Uncertainty Shocks and the Role of Black Swans
Anna Orlik, Laura Veldkamp
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 55
Macroeconomic Volatilities and Long-Run Risks of Asset Prices
Guofu Zhou, Yingzi Zhu
Management Science (2014) Vol. 61, Iss. 2, pp. 413-430
Closed Access | Times Cited: 42
The effects of performance-based incentive frequency on collusion
Ashley Sauciuc
Accounting Organizations and Society (2025) Vol. 114, pp. 101591-101591
Closed Access
Learning, confidence, and option prices
Ivan Shaliastovich
Journal of Econometrics (2015) Vol. 187, Iss. 1, pp. 18-42
Closed Access | Times Cited: 37
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