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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:

Good and Bad Variance Premia and Expected Returns
Mete Kilic, Ivan Shaliastovich
Management Science (2018) Vol. 65, Iss. 6, pp. 2522-2544
Open Access | Times Cited: 128

Showing 26-50 of 128 citing articles:

Variance Decomposition and Cryptocurrency Return Prediction
Suzanne S. Lee, Minho Wang
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Closed Access | Times Cited: 2
Intraday momentum and return predictability: Evidence from the crude oil market
Zhuzhu Wen, Xu Gong, Diandian Ma, et al.
Economic Modelling (2020) Vol. 95, pp. 374-384
Closed Access | Times Cited: 18
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1808-1842
Closed Access | Times Cited: 12
Inflation Surprises in the Cross-section of Equity Returns
Antonio Gil de Rubio Cruz, Emilio Osambela, Berardino Palazzo, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 12
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Capital Budgeting and Idiosyncratic Risk
Paul H. Décaire
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 16
A New Look at Expected Stock Returns and Volatility
Russell P. Robins, Geoffrey Peter Smith
Critical Finance Review (2023) Vol. 12, Iss. 1-4, pp. 225-270
Closed Access | Times Cited: 5
Harnessing the decomposed realized measures for volatility forecasting: Evidence from the US stock market
Botao Lu, Feng Ma, Jiqian Wang, et al.
International Review of Economics & Finance (2020) Vol. 72, pp. 672-689
Closed Access | Times Cited: 14
Media Attention, Macroeconomic Fundamentals, and the Stock Market
Adlai J. Fisher, Charles Martineau, Jinfei Sheng
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 14
The asymmetric effect of equity volatility on credit default swap spreads
Hwang Hee Lee, Jung‐Soon Hyun
Journal of Banking & Finance (2018) Vol. 98, pp. 125-136
Closed Access | Times Cited: 14
The determinants of the model-free positive and negative volatilities
Mattia Bevilacqua, David Morelli, Radu Tunaru
Journal of International Money and Finance (2018) Vol. 92, pp. 1-24
Open Access | Times Cited: 13
Moment Risk Premia and Stock Return Predictability
Zhenzhen Fan, Xiao Xiao, Hao Zhou
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 1, pp. 67-93
Open Access | Times Cited: 12
Explaining intraday crude oil returns with higher order risk-neutral moments
Patrick Wong
Journal of commodity markets (2023) Vol. 31, pp. 100331-100331
Closed Access | Times Cited: 4
Industry volatility spillover and aggregate stock returns
Yaojie Zhang, Mengxi He, Danyan Wen
European Journal of Finance (2023) Vol. 30, Iss. 10, pp. 1097-1126
Closed Access | Times Cited: 4
0DTE Asset Pricing
Caio Almeida, Gustavo Freire, Rodrigo Hizmeri
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Variance risk: A bird’s eye view
Fabian Hollstein, Chardin Wese Simen
Journal of Econometrics (2019) Vol. 215, Iss. 2, pp. 517-535
Closed Access | Times Cited: 11
The Variance Risk Premium in Equilibrium Models
Geert Bekaert, Eric Engström, Andrey Ermolov
(2020)
Open Access | Times Cited: 10
Hedging Macroeconomic and Financial Uncertainty and Volatility
Ian Dew-Becker, Stefano Giglio, Bryan Kelly
(2019)
Open Access | Times Cited: 10
Global predictive power of the upside and downside variances of the U.S. equity market
Yahua Xu, Xiao Jun, Liguo Zhang
Economic Modelling (2020) Vol. 93, pp. 605-619
Closed Access | Times Cited: 9
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
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
Nonlinear Dynamics in Conditional Volatility
Friedrich Lorenz, Karl Schmedders, Malte Schumacher
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Variance Risk Premium Components and International Stock Return Predictability
Juan M. Londoño, Nancy R. Xu
International Finance Discussion Paper (2019) Vol. 2019, Iss. 1247, pp. 1-75
Open Access | Times Cited: 8
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Jaeho Yun
Economics Letters (2019) Vol. 186, pp. 108755-108755
Closed Access | Times Cited: 8

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