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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:

A Long-run Risks Model with Long- and Short-Run Volatilities: Explaining Predictability and Volatility Risk Premium
Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 17

Showing 17 citing articles:

Option Prices in a Model with Stochastic Disaster Risk
Sang Byung Seo, Jessica A. Wachter
Management Science (2018) Vol. 65, Iss. 8, pp. 3449-3469
Closed Access | Times Cited: 101
Option Prices in a Model with Stochastic Disaster Risk
Sang Byung Seo, Jessica A. Wachter
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 21
Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics*
Jianjian Jin
European Finance Review (2014) Vol. 19, Iss. 3, pp. 1223-1279
Open Access | Times Cited: 19
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Tim Bollerslev, James Marrone, Lai Xu, et al.
SSRN Electronic Journal (2012)
Open Access | Times Cited: 18
What is the Equilibrium Price of Variance Risk? A Long-Run Risks Model with Two Volatility Factors
Nicole Branger, Clemens Völkert
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 9
Asset Prices in Turbulent Markets with Rare Disasters
Soohun Kim
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 7
The Role of Volatility Shocks and Rare Events in Long-Run Risk Models
Nicole Branger, Paulo M.M. Rodrigues, Christian Schlag
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 7
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Finance and Economics Discussion Series (2010) Vol. 2010, Iss. 14, pp. 1-45
Open Access | Times Cited: 7
Stock Return and Cash Flow Predictability: The Role of Volatility Risk
Tim Bollerslev, Lai Xu, Hao Zhou
SSRN Electronic Journal (2012)
Open Access | Times Cited: 6
Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences
Walt Pohl, Karl Schmedders, Ole Wilms
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 5
Predictability of Corporate Bond Returns: A Comprehensive Study
Hai Lin, Chunchi Wu, Guofu Zhou
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 5
Ambiguity and Financial Uncertainty in a Real Business Cycle Model
Hening Liu, Yuzhao Zhang
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
Price Dividend Ratio Factors : Proxies for Long Run Risk
Ravi Jagannathan, Srikant Marakani
(2011)
Open Access | Times Cited: 4
Ambiguous Long Run Risks
Nicole Branger, Christian Schlag, Julian Thimme
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 3
Level and Slope of Volatility Smiles in Long-Run Risk Models
Nicole Branger, Paulo M.M. Rodrigues, Christian Schlag
SSRN Electronic Journal (2017)
Open Access | Times Cited: 2
Carbon Dioxide Emissions and Asset Pricing
Zhuo Chen, Andrea Lu
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 1
Asset Prices in an Economy Where Volatility Comes with the Intensity of Rare Disaster
Soohun Kim
SSRN Electronic Journal (2012)
Closed Access
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