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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:

What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
Przemyslaw Stan Stilger, Alexandros Kostakis, Ser‐Huang Poon
Management Science (2016) Vol. 63, Iss. 6, pp. 1814-1834
Closed Access | Times Cited: 113

Showing 26-50 of 113 citing articles:

The sum of all fears: Forecasting international returns using option-implied risk measures
Marie‐Hélène Gagnon, Gabriel J. Power, Dominique Toupin
Journal of Banking & Finance (2022) Vol. 146, pp. 106701-106701
Closed Access | Times Cited: 6
Investor sentiment and skewness risk premium
Soumaya Yaakoubi
Applied Economics (2023) Vol. 56, Iss. 35, pp. 4194-4208
Closed Access | Times Cited: 3
Variance Premium, Downside Risk, and Expected Stock Returns
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 9
Does the volatility of volatility risk forecast future stock returns?
Ruijun Bu, Xi Fu, Fredj Jawadi
Journal of International Financial Markets Institutions and Money (2019) Vol. 61, pp. 16-36
Closed Access | Times Cited: 9
Show me the money: Option moneyness concentration and future stock returns
Kelley Bergsma Lovelace, Vivien Csapi, Dean Diavatopoulos, et al.
Journal of Futures Markets (2019) Vol. 40, Iss. 5, pp. 761-775
Closed Access | Times Cited: 9
International portfolio allocation: The role of conditional higher moments
Trung H. Le
International Review of Economics & Finance (2020) Vol. 74, pp. 33-57
Closed Access | Times Cited: 8
Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China
Dehong Liu, Qi Qiu, J. Christopher Hughen, et al.
International Review of Economics & Finance (2019) Vol. 64, pp. 557-571
Closed Access | Times Cited: 8
Tail Risk around FOMC Announcements
Kris Jacobs, Sai Ke, Xuhui Pan
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
Bakshi, Kapadia, and Madan (2003) risk‐neutral moment estimators: An affine jump‐diffusion approach
Pakorn Aschakulporn, Jin E. Zhang
Journal of Futures Markets (2021) Vol. 42, Iss. 3, pp. 365-388
Closed Access | Times Cited: 7
Belief heterogeneity in the option markets and the cross-section of stock returns
Paul Borochin, Yanhui Zhao
Journal of Banking & Finance (2019) Vol. 107, pp. 105591-105591
Closed Access | Times Cited: 6
Asset prices and “the devil(s) you know”
Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk
Journal of Banking & Finance (2019) Vol. 105, pp. 20-35
Open Access | Times Cited: 6
The Risk-Asymmetry Index as a New Measure of Risk
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Multinational Finance Journal (2018) Vol. 22, pp. 173-210
Closed Access | Times Cited: 6
Idiosyncratic volatility, option-based measures of informed trading, and investor attention
Hannes Mohrschladt, Judith C. Schneider
Review of Derivatives Research (2021) Vol. 24, Iss. 3, pp. 197-220
Open Access | Times Cited: 6
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Variance Asymmetry Managed Portfolios
Xiaoxiao Tang
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
The MAX puzzle in a frontier market before and during the Covid-19 pandemic
Khoa Dang Duong, Man Minh Tran, Qui Nhat Nguyen, et al.
Investment Analysts Journal (2022) Vol. 52, Iss. 1, pp. 4-18
Closed Access | Times Cited: 4
A smiling bear in the equity options market and the cross‐section of stock returns
Haehean Park, Baeho Kim, Hyeongsop Shim
Journal of Futures Markets (2019) Vol. 39, Iss. 11, pp. 1360-1382
Closed Access | Times Cited: 5
THE RELATIONSHIP BETWEEN STOCK RETURN SKEWNESS AND BANK FEATURES
Silvia Bressan, Alex Weissensteiner
Journal of Financial Management Markets and Institutions (2018) Vol. 06, Iss. 02, pp. 1850010-1850010
Open Access | Times Cited: 4
Biased information weight processing in stock markets
Hannes Mohrschladt, Thomas Langer
Journal of Empirical Finance (2020) Vol. 57, pp. 89-106
Closed Access | Times Cited: 4
Variance Premium, Downside Risk, and Expected Stock Returns
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 4
Non-equilibrium skewness, market crises, and option pricing: Non-linear Langevin model of markets with supersymmetry
Igor Halperin
Physica A Statistical Mechanics and its Applications (2022) Vol. 594, pp. 127065-127065
Open Access | Times Cited: 3
Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆
Marinela Adriana Finta, José Renato Haas Ornelas
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101569-101569
Open Access | Times Cited: 3
Investor sentiment, misreaction, and the skewness‐return relationship
Chin‐Ho Chen
Journal of Futures Markets (2021) Vol. 41, Iss. 9, pp. 1427-1455
Closed Access | Times Cited: 4
Option‐Implied Ambiguity and Equity Return Predictability
Yanchu Liu, Chen Liu, Yiyao Chen, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1556-1577
Closed Access
Asymmetry and the Cross-section of Option Returns
Jianqiu Wang, Ke Wu, Sijie Yang, et al.
Journal of Financial Markets (2024) Vol. 71, pp. 100932-100932
Closed Access

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