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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:

Good and Bad Variance Premia and Expected Returns
Mete Kilic, Ivan Shaliastovich
Management Science (2018) Vol. 65, Iss. 6, pp. 2522-2544
Open Access | Times Cited: 128

Showing 1-25 of 128 citing articles:

Macroeconomic Attention and Announcement Risk Premia
Adlai J. Fisher, Charles Martineau, Jinfei Sheng
Review of Financial Studies (2022) Vol. 35, Iss. 11, pp. 5057-5093
Closed Access | Times Cited: 81
What is Certain about Uncertainty?
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño, et al.
Journal of Economic Literature (2023) Vol. 61, Iss. 2, pp. 624-654
Open Access | Times Cited: 56
Jump Risk Implicit in Options Market
Qiang Chen, Yu Han, Ying Huang, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access | Times Cited: 3
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
Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Energy (2020) Vol. 212, pp. 118743-118743
Open Access | Times Cited: 73
Forecasting stock market returns: New technical indicators and two-step economic constraint method
Zhifeng Dai, Xiaodi Dong, Jie Kang, et al.
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101216-101216
Closed Access | Times Cited: 72
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Jihong Xiao, Jiajie Jiang, Yaojie Zhang
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102303-102303
Closed Access | Times Cited: 13
Economic constraints and stock return predictability: A new approach
Yaojie Zhang, Yu Wei, Feng Ma, et al.
International Review of Financial Analysis (2019) Vol. 63, pp. 1-9
Closed Access | Times Cited: 56
Stock return predictability from a mixed model perspective
Zhifeng Dai, Huan Zhu
Pacific-Basin Finance Journal (2020) Vol. 60, pp. 101267-101267
Closed Access | Times Cited: 50
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Lieven Baele, Joost Driessen, Sebastian Ebert, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3667-3723
Closed Access | Times Cited: 55
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
The Variance Risk Premium in Equilibrium Models
Geert Bekaert, Eric Engström, Andrey Ermolov
Review of Finance (2023) Vol. 27, Iss. 6, pp. 1977-2014
Open Access | Times Cited: 15
Fifty years at the interface between financial modeling and operations research
Frank J. Fabozzi, Maria Cristina Recchioni, Roberto Renò
European Journal of Operational Research (2025)
Closed Access
Asymmetric Network Connectedness of Fears
Jozef Baruník, Mattia Bevilacqua, Radu Tunaru
The Review of Economics and Statistics (2020) Vol. 104, Iss. 6, pp. 1304-1316
Open Access | Times Cited: 37
Multifactor conditional equity premium model: Evidence from China's stock market
Hang Cheng, Hui Guo, Yongdong Shi
Journal of Banking & Finance (2024) Vol. 161, pp. 107117-107117
Open Access | Times Cited: 4
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Stock Return Extrapolation, Option Prices, and Variance Risk Premium
Adem Atmaz
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1348-1393
Closed Access | Times Cited: 23
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
Journal of Financial and Quantitative Analysis (2023), pp. 1-51
Closed Access | Times Cited: 10
Linear extrapolation and model-free option implied moments
Geul Lee, Doojin Ryu
Borsa Istanbul Review (2024) Vol. 24, pp. 88-106
Open Access | Times Cited: 3
Good Jumps, Bad Jumps, and Conditional Equity Premium
Hui Guo, Kent Wang, Hao Zhou
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 28
Asymmetric implied market volatility and terrorist attacks
Mattia Bevilacqua, David Morelli, Paola Sultana Renée Uzan
International Review of Financial Analysis (2019) Vol. 67, pp. 101417-101417
Open Access | Times Cited: 23
Good variance, bad variance, and stock return predictability
Yaojie Zhang, Feng Ma, Chao Liang, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4410-4423
Closed Access | Times Cited: 22
The SKEW index: Extracting what has been left
Mattia Bevilacqua, Radu Tunaru
Journal of Financial Stability (2020) Vol. 53, pp. 100816-100816
Open Access | Times Cited: 21
Pricing Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 18
Why do rational investors like variance at the peak of a crisis? A learning-based explanation
Mohammad Ghaderi, Mete Kilic, Sang Byung Seo
Journal of Monetary Economics (2023) Vol. 142, pp. 103513-103513
Closed Access | Times Cited: 7
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