Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Measuring the 'Dark Matter' in Asset Pricing Models
Hui Chen, Winston Wei Dou, Leonid Kogan
SSRN Electronic Journal (2013)
Open Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Credit Expansion and Neglected Crash Risk*
Matthew Baron, Wei Xiong
The Quarterly Journal of Economics (2017) Vol. 132, Iss. 2, pp. 713-764
Open Access | Times Cited: 256
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker, Stefano Giglio
Review of Financial Studies (2016) Vol. 29, Iss. 8, pp. 2029-2068
Closed Access | Times Cited: 145
Understanding Uncertainty Shocks and the Role of Black Swans
Anna Orlik, Laura Veldkamp
(2014)
Open Access | Times Cited: 106
Time-varying inflation risk and stock returns
Martijn Boons, Fernando Duarte, Frans de Roon, et al.
Journal of Financial Economics (2019) Vol. 136, Iss. 2, pp. 444-470
Open Access | Times Cited: 78
Understanding Uncertainty Shocks and the Role of Black Swans
Anna Orlik, Laura Veldkamp
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 55
The Probability of Rare Disasters: Estimation and Implications
Emil Siriwardane
SSRN Electronic Journal (2014)
Open Access | Times Cited: 35
Credit Expansion and Neglected Crash Risk
Matthew Baron, Wei Xiong
SSRN Electronic Journal (2016)
Open Access | Times Cited: 34
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
Winston Wei Dou, Andrew W. Lo, Ameya Muley, et al.
Annual Review of Financial Economics (2020) Vol. 12, Iss. 1, pp. 95-140
Closed Access | Times Cited: 29
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Pierre Collin‐Dufresne, Michael Johannes, Lars A. Lochstoer
SSRN Electronic Journal (2012)
Open Access | Times Cited: 23
Macroeconomic uncertainty prices when beliefs are tenuous
Lars Peter Hansen, Thomas J. Sargent
Journal of Econometrics (2020) Vol. 223, Iss. 1, pp. 222-250
Open Access | Times Cited: 18
Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?
Andrey Ermolov
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 17
The Real Channel for Nominal Bond-Stock Puzzles
Mikhail Chernov, Lars A. Lochstoer, Dongho Song
(2021)
Open Access | Times Cited: 14
Financial Machine Learning
Bryan Kelly, Dacheng Xiu
(2023)
Open Access | Times Cited: 5
The Time-Varying Risk of Macroeconomic Disasters
Roberto Marfè, Julien Pénasse
SSRN Electronic Journal (2016)
Open Access | Times Cited: 10
Macroeconomic Uncertainty Prices when Beliefs are Tenuous
Lars Peter Hansen, Thomas J. Sargent
(2019)
Open Access | Times Cited: 10
Feature Selection Risk
Alex Chinco
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 6
Prices of Macroeconomic Uncertainties with Tenuous Beliefs
Lars Peter Hansen, Thomas J. Sargent
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
Common Fund Flows: Flow Hedging and Factor Pricing
Winston Wei Dou, Leonid Kogan, Wei Wu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5
Asset Pricing with Learning About Disaster Risk
Yang Lu, Michael Siemer
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 4
Estimating Robustness
Bálint Szőke
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 4
Prices of Macroeconomic Uncertainties with Tenuous Beliefs
Lars Peter Hansen, Thomas J. Sargent
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 3
The Dark Matter in Equity Index Volatility Dynamics: Assessing the Economic Rationales for Unspanned Risks
Gurdip Bakshi, John Crosby, Xiaohui Gao
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Toward a Quantitative General Equilibrium Asset Pricing Model with Strategic Competition
Winston Wei Dou, Yan Ji, Wei Wu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Macro-Finance
John H. Cochrane
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Log, Stock and Two Simple Lotteries
Sergiy Verstyuk
SSRN Electronic Journal (2018)
Open Access | Times Cited: 1
Page 1 - Next Page

Scroll to top