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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:

Risk Premia and the VIX Term Structure
Travis L. Johnson
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2461-2490
Closed Access | Times Cited: 90

Showing 26-50 of 90 citing articles:

A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the U.S. Equity Market Obsolete?
Stefan Albers
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
The VIX's term structure of individual active stocks
Mahmoud Qadan, Or David, Iyad Snunu, et al.
Finance research letters (2024) Vol. 61, pp. 105036-105036
Closed Access | Times Cited: 1
Fear, extreme fear and U.S. stock market returns
Elie Bouri, Nikola Gradojević, Ramzi Nekhili
Physica A Statistical Mechanics and its Applications (2024) Vol. 656, pp. 130212-130212
Closed Access | Times Cited: 1
VIX Futures as a Market Timing Indicator
Athanasios Fassas, Nikolas Hourvouliades
Journal of risk and financial management (2019) Vol. 12, Iss. 3, pp. 113-113
Open Access | Times Cited: 11
The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns
Guanglian Hu, Yuguo Liu
Journal of Financial and Quantitative Analysis (2022) Vol. 57, Iss. 6, pp. 2385-2411
Open Access | Times Cited: 7
The economic value of VIX ETPs
Kim Christensen, Charlotte Christiansen, Anders Merrild Posselt
Journal of Empirical Finance (2020) Vol. 58, pp. 121-138
Open Access | Times Cited: 9
Skew index: Descriptive analysis, predictive power, and short-term forecast
Andrés Mora‐Valencia, Santiago Rodríguez-Raga, Esteban Vanegas Duarte
The North American Journal of Economics and Finance (2021) Vol. 56, pp. 101356-101356
Closed Access | Times Cited: 7
Are there gains from using information over the surface of implied volatilities?
Biao Guo, Qian Han, Hai Lin
Journal of Futures Markets (2018) Vol. 38, Iss. 6, pp. 645-672
Open Access | Times Cited: 6
Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares
Xingguo Luo, Xiaoli Yu, Shihua Qin, et al.
Journal of Futures Markets (2020) Vol. 40, Iss. 11, pp. 1665-1690
Closed Access | Times Cited: 6
Stock return drivers: a mix of reasons and emotions
Chanapol Pornpikul, Sampan Nettayanun
Review of Behavioral Finance (2021) Vol. 14, Iss. 5, pp. 751-771
Closed Access | Times Cited: 5
Portfolio Effects of VIX Futures Index
Mitchell Ratner, Chih-Chieh Chiu
Quantitative Finance and Economics (2017) Vol. 1, Iss. 3, pp. 288-299
Open Access | Times Cited: 4
The influence of shock signals on the change in volatility term structure
Sun‐Yong Choi
Economics Letters (2019) Vol. 183, pp. 108593-108593
Closed Access | Times Cited: 4
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options
Bjørn Eraker, Aoxiang Yang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Expected and Realized Returns on Volatility
Guanglian Hu, Kris Jacobs
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
SSRN Electronic Journal (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
Sharpe-optimal volatility futures carry
Björn Uhl
Journal of Asset Management (2024) Vol. 25, Iss. 3, pp. 288-302
Closed Access
On the analysis of time-varying causality between VIX exchange-traded products and VIX futures contracts in high and low volatility regimes
Michael O’Neill, Gulasekaran Rajaguru
Journal of Accounting Literature (2024) Vol. 47, Iss. 5, pp. 99-109
Open Access
Why Does Volatility Demand Fall During Market Turmoil? A Market Maker Perspective
Paola Pederzoli, Kris Jacobs, Anh Thu
(2024)
Closed Access
Size, value and volatility
Stanley Peterburgsky
International Review of Economics & Finance (2024) Vol. 91, pp. 752-763
Closed Access
VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Junting Liu, Qi Wang, Yuanyuan Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1189-1223
Closed Access
VIX constant maturity futures trading strategy: A walk-forward machine learning study
Sangyuan Wang, Keran Li, Yaling Liu, et al.
PLoS ONE (2024) Vol. 19, Iss. 4, pp. e0302289-e0302289
Open Access
Volatility forecasting and volatility-timing strategies: A machine learning approach
Dohyun Chun, Hoon Cho, Doojin Ryu
Research in International Business and Finance (2024), pp. 102723-102723
Closed Access
Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures
Scott Mixon, Esen Onur
Journal of Futures Markets (2019) Vol. 39, Iss. 9, pp. 1035-1055
Closed Access | Times Cited: 3
The Expected Return of Fear
Ing-Haw Cheng
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 2

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