Open Access Helper

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:

Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65

Showing 26-50 of 65 citing articles:

Digesting FOREXS: Information Transmission Across Asset Classes and Return Predictability
Joon Woo Bae, Zhi Da, Virgilio Zurita
Management Science (2023) Vol. 70, Iss. 3, pp. 1943-1969
Closed Access | Times Cited: 3
Variance disparity and market frictions
Yang‐Ho Park
Journal of Econometrics (2019) Vol. 214, Iss. 2, pp. 326-348
Open Access | Times Cited: 8
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Tong Wang
Review of Finance (2022) Vol. 27, Iss. 1, pp. 325-367
Open Access | Times Cited: 5
The economics of the financial market for volatility trading
Xinfeng Ruan, Jin E. Zhang
Journal of Financial Markets (2020) Vol. 52, pp. 100556-100556
Closed Access | Times Cited: 7
Asset Variance Risk Premium and Capital Structure
Babak Lotfaliei
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 2, pp. 647-691
Closed Access | Times Cited: 7
A Global Factor in Variance Risk Premia and Local Bond Pricing
Iryna Kaminska, Matt Roberts‐Sklar
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
Price Dislocation and Price Discovery in the S&P 500 Options and VIX Derivatives Markets
Yang‐Ho Park
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
The joint cross-sectional variation of equity returns and volatilities
Ana González‐Urteaga, Gonzalo Rubio
Journal of Banking & Finance (2016) Vol. 75, pp. 17-34
Open Access | Times Cited: 4
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
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
Volatility Premium and Term Structure of China Blue-Chip Index Options
Xinming Huang, Jie Liu, Xinjie Zhang, et al.
Emerging Markets Finance and Trade (2018) Vol. 56, Iss. 3, pp. 527-542
Closed Access | Times Cited: 4
The Lead-Lag Relation between VIX Futures and SPX Futures
Christine Bangsgaard, Thomas Kokholm
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
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
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
Funding Illiquidity Implied by S&P 500 Derivatives
Benjamin Golez, Jens Carsten Jackwerth, Anna Slavutskaya
Risks (2024) Vol. 12, Iss. 9, pp. 149-149
Open Access
Unhedgeable Risks and their Relation to Pricing Kernels Implicit in Options
Alexander Ober
(2024)
Closed Access
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
(2023)
Open Access | Times Cited: 1
Design and Application of Financial Market Option Pricing System Based on High-Performance Computing and Deep Reinforcement Learning
Chenchen Song
Scientific Programming (2022) Vol. 2022, pp. 1-12
Open Access | Times Cited: 2
Stock Return Extrapolation, Option Prices, and Variance Risk Premium
Adem Atmaz
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies
Masazumi Hattori, Ilhyock Shim, Yoshihiko Sugihara
Oxford University Press eBooks (2019), pp. 99-117
Open Access | Times Cited: 2
Generalized Transform Analysis for Asset Pricing and Parameter Estimation
Yannick Dillschneider
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 1
Industry variance risk premium, cross‐industry correlation, and expected returns
Yabei Zhu, Xingguo Luo, Qi Xu
Journal of Futures Markets (2022) Vol. 43, Iss. 1, pp. 3-32
Closed Access | Times Cited: 1
Bond Implied Risks Around Macroeconomic Announcements
Xinyang Li
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
SSRN Electronic Journal (2023)
Closed Access
Volatility Disagreement and Equilibrium Volatility Trading
Adem Atmaz, Andrea M Buffa
SSRN Electronic Journal (2023)
Closed Access

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