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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 term structure of equity and variance risk premia
Yacine Aït‐Sahalia, Mustafa Karaman, Loriano Mancini
Journal of Econometrics (2020) Vol. 219, Iss. 2, pp. 204-230
Closed Access | Times Cited: 77

Showing 26-50 of 77 citing articles:

The Cross-Section of Currency Volatility Premia
Pasquale Della Corte, Roman Kozhan, Anthony Neuberger
SSRN Electronic Journal (2016)
Open Access | Times Cited: 9
Detecting stock market regimes from option prices
Wan Ni Lai
Operations Research Letters (2022) Vol. 50, Iss. 3, pp. 260-267
Open Access | Times Cited: 6
Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model
Yi Hong, Xing Jin
European Journal of Operational Research (2022) Vol. 303, Iss. 2, pp. 975-985
Closed Access | Times Cited: 6
A New Closed-Form Discrete-Time Option Pricing Model with Stochastic Volatility
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
The Term Structure of the Price of Variance Risk

SSRN Electronic Journal (2015)
Open Access | Times Cited: 8
Jump-diffusion volatility models for variance swaps: An empirical performance analysis
Xing Jin, Yi Hong
International Review of Financial Analysis (2023) Vol. 87, pp. 102606-102606
Closed Access | Times Cited: 3
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Characterizing the Variance Risk Premium: The Role of the Leverage Effect
Guanglian Hu, Kris Jacobs, Sang Byung Seo
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 2, pp. 500-542
Closed Access | Times Cited: 5
GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices
Yannick Dillschneider, Raimond Maurer
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Volatility-Managed Volatility Trading
Aoxiang Yang
SSRN Electronic Journal (2024)
Closed Access
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2024)
Closed Access
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 39-60
Closed Access
Demand Risks and Term Structure of Volatility Index Futures
Yang Xing-lin, Juan Huang
Journal of Management Science and Engineering (2024)
Open Access
Jump tail risk exposure and the cross-section of stock returns
Lykourgos Alexiou, Leonidas Rompolis
Journal of Empirical Finance (2024) Vol. 79, pp. 101565-101565
Closed Access
Why Does Volatility Demand Fall During Market Turmoil? A Market Maker Perspective
Paola Pederzoli, Kris Jacobs, Anh Thu
(2024)
Closed Access
A novel term-structure-based Heston model for implied volatility surface
Youfa Sun, Gong Yishan, Xinyuan Wang, et al.
International Journal of Computer Mathematics (2024) Vol. 101, Iss. 6, pp. 577-600
Closed Access
Term structure of equity risk premia in rough terrain: 150 years of the French stock market
Georges Prat, David Le Bris
The Quarterly Review of Economics and Finance (2024) Vol. 97, pp. 101878-101878
Closed Access
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
Forward Return Expectations
Mihir Gandhi, Niels Joachim Gormsen, Eben Lazarus
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
(2023)
Open Access | Times Cited: 1
Variance swaps with mean reversion and multi-factor variance
Bin Wu, Pengzhan Chen, Wuyi Ye
European Journal of Operational Research (2023) Vol. 315, Iss. 1, pp. 191-212
Closed Access | Times Cited: 1
Informative option portfolios in filter design for option pricing models
Piotr Orłowski
Quantitative Finance (2021) Vol. 21, Iss. 6, pp. 945-965
Closed Access | Times Cited: 3
Volatility Uncertainty and VIX Futures Contango
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Generalized Disappointment Aversion and the Variance Term Structure
Mykola Babiak
SSRN Electronic Journal (2017)
Open Access | Times Cited: 2

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