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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:

Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 38

Showing 1-25 of 38 citing articles:

Does realized skewness predict the cross-section of equity returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 135-167
Open Access | Times Cited: 463
. . . and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Heqing Zhu
(2014)
Open Access | Times Cited: 149
An Empirical Analysis of the Ross Recovery Theorem
Francesco Audrino, Robert Huitema, Markus Ludwig
SSRN Electronic Journal (2014)
Open Access | Times Cited: 27
The fine structure of equity-index option dynamics
Torben G. Andersen, Oleg Bondarenko, Viktor Todorov, et al.
Journal of Econometrics (2015) Vol. 187, Iss. 2, pp. 532-546
Open Access | Times Cited: 27
The economic value of volatility timing with realized jumps
Ingmar Nolte, Qi Xu
Journal of Empirical Finance (2015) Vol. 34, pp. 45-59
Open Access | Times Cited: 25
IPO first‐day returns: Skewness preference, investor sentiment and uncertainty underlying factors
Dorsaf Ben Aissia
Review of Financial Economics (2014) Vol. 23, Iss. 3, pp. 148-154
Closed Access | Times Cited: 22
On the Identification of Fractionally Cointegrated VAR Models With the F(d) Condition
Federico Carlini, Paolo Santucci de Magistris
Journal of Business and Economic Statistics (2017) Vol. 37, Iss. 1, pp. 134-146
Open Access | Times Cited: 19
Skewness risk premium: Theory and empirical evidence
Yuehao Lin, Thorsten Lehnert, Christian C. P. Wolff
International Review of Financial Analysis (2019) Vol. 63, pp. 174-185
Open Access | Times Cited: 19
Low Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 18
Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
SSRN Electronic Journal (2014)
Open Access | Times Cited: 15
Do Stocks Outperform Treasury Bills?
Hendrik Bessembinder
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 14
Commodities as Lotteries: Skewness and the Returns of Commodity Futures
Adrián Fernández-Pérez, Bart Frijns, Ana-Marı́a Fuertes, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 10
Time-Varying Crash Risk: The Role of Stock Market Liquidity
Peter Christoffersen, Bruno Feunou, Yoontae Jeon, et al.
SSRN Electronic Journal (2016)
Open Access | Times Cited: 8
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Paul Catani, Timo Teräsvirta, Meiqun Yin
Econometric Reviews (2017) Vol. 36, Iss. 6-9, pp. 599-621
Open Access | Times Cited: 8
Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure
Georgios Effraimidis, Christian M. Dahl
Statistics & Probability Letters (2014) Vol. 89, pp. 1-7
Open Access | Times Cited: 7
Divergence and the Price of Uncertainty
Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 7
Moment Risk Premia and the Cross-Section of Stock Returns

SSRN Electronic Journal (2017)
Closed Access | Times Cited: 7
Asymmetry in Stock Returns: An Entropy Measure
Lei Jiang, Ke Wu, Guofu Zhou
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 6
Good Volatility, Bad Volatility and the Expected Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
Asymptotic Inference about Predictive Accuracy Using High Frequency Data
Jia Li, Andrew J. Patton
SSRN Electronic Journal (2013)
Open Access | Times Cited: 4
Downside Volatility Timing
Ingmar Nolte, Qi Xu
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 4
Stock Return Asymmetry: Beyond Skewness
Lei Jiang, Ke Wu, Guofu Zhou, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 3
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
Mehmet Caner, Anders Kock
Econometric Reviews (2015) Vol. 35, Iss. 8-10, pp. 1377-1411
Open Access | Times Cited: 3
Tales of Tails: Jumps in Currency Markets
Suzanne S. Lee, Minho Wang
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 3
Do Stock Markets Price Ex-Ante Skewness? New Quantile Regression-Based Evidence
Kevin Aretz, Yakup Eser Arısoy
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 2
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