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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:

The information content of option-implied information for volatility forecasting with investor sentiment
Sung Won Seo, Jun Sik Kim
Journal of Banking & Finance (2014) Vol. 50, pp. 106-120
Closed Access | Times Cited: 75

Showing 26-50 of 75 citing articles:

Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US
Ruwei Zhao
Physica A Statistical Mechanics and its Applications (2019) Vol. 538, pp. 122629-122629
Closed Access | Times Cited: 17
Uncertainty and the volatility forecasting power of option‐implied volatility
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Wenwen Liu, Yiming Gui, Gaoxiu Qiao
Research in International Business and Finance (2022) Vol. 61, pp. 101669-101669
Open Access | Times Cited: 9
Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index
Mengxi He, Yudong Wang, Qing Zeng, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101983-101983
Closed Access | Times Cited: 5
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
Tomáš Plíhal, Štefan Lyócsa
International Review of Economics & Finance (2020) Vol. 71, pp. 811-829
Open Access | Times Cited: 14
National culture effects on stock market volatility level
Wei‐Han Liu
Empirical Economics (2018) Vol. 57, Iss. 4, pp. 1229-1253
Closed Access | Times Cited: 14
Risk appetite and option prices: Evidence from the Chinese SSE50 options market
Qing Liu, Shouyang Wang, Cong Sui
International Review of Financial Analysis (2023) Vol. 86, pp. 102541-102541
Closed Access | Times Cited: 4
Industry volatility concentration and the predictability of aggregate stock market volatility
Mengxi He, Danyan Wen, Lü Xing, et al.
International Review of Economics & Finance (2024) Vol. 95, pp. 103488-103488
Closed Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression
Jozef Baruník, Michaela Hlínková
Economic Modelling (2016) Vol. 54, pp. 503-514
Closed Access | Times Cited: 11
Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore
Ruwei Zhao
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 122020-122020
Closed Access | Times Cited: 11
Forecast the realized range-based volatility: The role of investor sentiment and regime switching
Weiju Xu, Jiqian Wang, Feng Ma, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121422-121422
Closed Access | Times Cited: 10
Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market
Wuyi Ye, Wenjing Xia, Bin Wu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102277-102277
Closed Access | Times Cited: 6
Investor sentiment, realized volatility and stock returns
Wafa Abdelmalek
Review of Behavioral Finance (2021) Vol. 14, Iss. 5, pp. 668-700
Closed Access | Times Cited: 8
VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 3
The effect of market sentiment and information asymmetry on option pricing
Imen Zghal, Salah Ben Hamad, Hichem Eleuch, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101235-101235
Closed Access | Times Cited: 8
Out-of-sample realized volatility forecasting: does the support vector regression compete combination methods
Gaoxun Zhang, Gaoxiu Qiao
Applied Economics (2021) Vol. 53, Iss. 19, pp. 2192-2205
Closed Access | Times Cited: 7
An analysis on the intraday trading activity of VIX derivatives
Dian‐Xuan Kao, Wei‐Che Tsai, Yaw‐Huei Wang, et al.
Journal of Futures Markets (2017) Vol. 38, Iss. 2, pp. 158-174
Closed Access | Times Cited: 6
On a Neural Network to Extract Implied Information from American Options
Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, et al.
Applied Mathematical Finance (2021) Vol. 28, Iss. 5, pp. 449-475
Open Access | Times Cited: 6
Trading breaks and asymmetric information: The option markets
Guy Kaplanski, Haim Levy
Journal of Banking & Finance (2015) Vol. 58, pp. 390-404
Closed Access | Times Cited: 5
The predictability of skewness risk premium on stock returns: Evidence from Chinese market
Zhongxin Ni, Linyu Wang
International Review of Economics & Finance (2023) Vol. 87, pp. 576-594
Closed Access | Times Cited: 2
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 4
Dynamics of foreign exchange implied volatility and implied correlation surfaces
Simone Beer, Holger Fink
Quantitative Finance (2019) Vol. 19, Iss. 8, pp. 1293-1320
Closed Access | Times Cited: 5
Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps
Gongyue Jiang, Gaoxiu Qiao, Lu Wang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2378-2398
Closed Access
Implied volatility modeling and forecasting: evidence from China
Yuhan Jiao, Shuxin Guo, Qiang Liu
China Finance Review International (2024)
Closed Access

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