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:
Volatility-of-volatility and the cross-section of option returns
Xinfeng Ruan
Journal of Financial Markets (2019) Vol. 48, pp. 100492-100492
Closed Access | Times Cited: 38
Xinfeng Ruan
Journal of Financial Markets (2019) Vol. 48, pp. 100492-100492
Closed Access | Times Cited: 38
Showing 26-50 of 38 citing articles:
The Early Exercise Risk Premium
Kevin Aretz, Adnan Gazi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Kevin Aretz, Adnan Gazi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Board Structure and the Volatility of Volatility
Alexander Merz, Sebastian Trabert
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Alexander Merz, Sebastian Trabert
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Measuring gambling activity in options market
Bei Chen, Quan Gan
Review of Behavioral Finance (2021) Vol. 14, Iss. 3, pp. 345-378
Closed Access | Times Cited: 2
Bei Chen, Quan Gan
Review of Behavioral Finance (2021) Vol. 14, Iss. 3, pp. 345-378
Closed Access | Times Cited: 2
Stock Return Autocorrelations and the Cross Section of Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Yoontae Jeon, Raymond Kan, Gang Li
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Are Equity Option Returns Abnormal? IPCA Says No
Amit Goyal, Alessio Saretto
Federal Reserve Bank of Dallas, Working Papers (2022) Vol. 2022, Iss. 2214
Open Access | Times Cited: 1
Amit Goyal, Alessio Saretto
Federal Reserve Bank of Dallas, Working Papers (2022) Vol. 2022, Iss. 2214
Open Access | Times Cited: 1
Identifying the Number of Latent Factors of Stochastic Volatility Models
Erindi Allaj, Maria Elvira Mancino, Simona Sanfelici
SSRN Electronic Journal (2023)
Closed Access
Erindi Allaj, Maria Elvira Mancino, Simona Sanfelici
SSRN Electronic Journal (2023)
Closed Access
Option Mispricing Around Expiration Dates
Pedro Angel Garcia-Ares
SSRN Electronic Journal (2023)
Closed Access
Pedro Angel Garcia-Ares
SSRN Electronic Journal (2023)
Closed Access
Options-Based Systemic Risk, Financial Distress, and Macroeconomic Downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
SSRN Electronic Journal (2020)
Open Access
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
SSRN Electronic Journal (2020)
Open Access
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters
Xianfei Hui, Baiqing Sun, Hui Jiang, et al.
Stochastic Analysis and Applications (2022) Vol. 41, Iss. 5, pp. 938-957
Open Access
Xianfei Hui, Baiqing Sun, Hui Jiang, et al.
Stochastic Analysis and Applications (2022) Vol. 41, Iss. 5, pp. 938-957
Open Access
Does the Options Market Underreact to Firms'Left-Tail Risk?
Bei Chen, Quan Gan, Aurelio Vasquez
SSRN Electronic Journal (2021)
Closed Access
Bei Chen, Quan Gan, Aurelio Vasquez
SSRN Electronic Journal (2021)
Closed Access
Mean–variance relationship and uncertainty
Jun Sik Kim
Journal of Derivatives and Quantitative Studies 선물연구 (2021) Vol. 30, Iss. 1, pp. 23-45
Open Access
Jun Sik Kim
Journal of Derivatives and Quantitative Studies 선물연구 (2021) Vol. 30, Iss. 1, pp. 23-45
Open Access
Applying Instrumented Principal Component Analysis toDelta-Vega-Neutral Portfolios
Yuanyi Zhang
SSRN Electronic Journal (2021)
Closed Access
Yuanyi Zhang
SSRN Electronic Journal (2021)
Closed Access
