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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:

Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns
Martijn Cremers, Michael Halling, David Weinbaum
The Journal of Finance (2014) Vol. 70, Iss. 2, pp. 577-614
Open Access | Times Cited: 275

Showing 26-50 of 275 citing articles:

How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
Twitter as customer’s eWOM: an empirical study on their impact on firm financial performance
Jiyao Xun, Biao Guo
Internet Research (2017) Vol. 27, Iss. 5, pp. 1014-1038
Closed Access | Times Cited: 51
Multifractal behavior in the dynamics of Brazilian inflation indices
LEONARDO H. S. FERNANDES, Fernando Henrique Antunes de Araujo, Igor Ézio Maciel Silva, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124158-124158
Closed Access | Times Cited: 42
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests
Rıza Demirer, Κωνσταντίνος Γκίλλας, Rangan Gupta, et al.
Journal of the Operational Research Society (2021) Vol. 73, Iss. 8, pp. 1755-1767
Open Access | Times Cited: 34
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
Donghai Zhou, Xiaoxing Liu
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101843-101843
Closed Access | Times Cited: 16
How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis
Cao Yan, Sheng Cheng, Xinran Li
Resources Policy (2023) Vol. 86, pp. 104086-104086
Closed Access | Times Cited: 14
Downside Variance Risk Premium
Bruno Feunou, Cédric Okou, Mohammad R. Jahan‐Parvar
Finance and Economics Discussion Series (2015) Vol. 2015.0, Iss. 20, pp. 1-64
Open Access | Times Cited: 48
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
José Afonso Faias, Pedro Santa‐Clara
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 1, pp. 277-303
Closed Access | Times Cited: 46
Overnight momentum, informational shocks, and late informed trading in China
Ya Gao, Xing Han, Youwei Li, et al.
International Review of Financial Analysis (2019) Vol. 66, pp. 101394-101394
Open Access | Times Cited: 41
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
Climate Risk and the Price of Audit Services: The Case of Drought
Cameron Truong, Mukesh Garg, Christofer Adrian
Auditing A Journal of Practice & Theory (2020) Vol. 39, Iss. 4, pp. 167-199
Closed Access | Times Cited: 37
Monotonicity of the Stochastic Discount Factor and Expected Option Returns
Ranadeb Chaudhuri, Mark Schröder
Review of Financial Studies (2015) Vol. 28, Iss. 5, pp. 1462-1505
Closed Access | Times Cited: 37
The Probability of Rare Disasters: Estimation and Implications
Emil Siriwardane
SSRN Electronic Journal (2014)
Open Access | Times Cited: 35
Anticipating Uncertainty: Straddles around Earnings Announcements
Chao Gao, Yuhang Xing, Xiaoyan Zhang
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 6, pp. 2587-2617
Closed Access | Times Cited: 33
International tail risk and World Fear
Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk, et al.
Journal of International Money and Finance (2019) Vol. 93, pp. 244-259
Open Access | Times Cited: 32
Global downside risk and equity returns
Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş, et al.
Journal of International Money and Finance (2019) Vol. 98, pp. 102065-102065
Closed Access | Times Cited: 32
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 484-503
Open Access | Times Cited: 26
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Measuring tail risk
Maik Dierkes, Fabian Hollstein, Marcel Prokopczuk, et al.
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105769-105769
Open Access | Times Cited: 3
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras
Hiroaki Shirokawa, Kohei Yamaguchi, Takahiro Obata, et al.
Journal of Futures Markets (2025)
Closed Access
Market Crash Risk and the Cross‐Section of Stock Returns: Evidence in China
Aoran Zhang, Chunyang Zhou
Accounting and Finance (2025)
Closed Access
Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 38
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali, Scott Murray
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 34
Carbon Tail Risk
Emirhan Ilhan, Zacharias Sautner, Grigory Vilkov
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 30
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
Mathieu Fournier, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 4, pp. 1117-1162
Closed Access | Times Cited: 28

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