Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 1-25 of 38 citing articles:

Why Does Volatility Uncertainty Predict Equity Option Returns?
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
Quarterly Journal of Finance (2023) Vol. 13, Iss. 01
Open Access | Times Cited: 14
Stock Return Autocorrelations and Expected Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
Management Science (2024)
Closed Access | Times Cited: 4
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Options-based systemic risk, financial distress, and macroeconomic downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
Journal of Financial Markets (2023) Vol. 65, pp. 100834-100834
Open Access | Times Cited: 9
Common Factors in Equity Option Returns
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 27
The Early Exercise Risk Premium
Kevin Aretz, Adnan Gazi
Management Science (2024)
Closed Access | Times Cited: 2
Exchange-Traded Funds (ETFs)
K. Balaji
Advances in finance, accounting, and economics book series (2024), pp. 283-310
Closed Access | Times Cited: 2
Option Factor Momentum
Niclas Käfer, Mathis Moerke, Tobias Wiest
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Volatility Uncertainty and the Cross-Section of Option Returns
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 18
Uncertainty and the volatility forecasting power of option‐implied volatility
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
Volatility‐of‐volatility risk in the crude oil market
Tai‐Yong Roh, Alireza Tourani‐Rad, Yahua Xu, et al.
Journal of Futures Markets (2020) Vol. 41, Iss. 2, pp. 245-265
Closed Access | Times Cited: 14
The fear of fear in the US stock market: Changing characteristics of the VVIX
Stefan Albers
Finance research letters (2023) Vol. 55, pp. 103926-103926
Closed Access | Times Cited: 4
Transaction Costs and Cost Mitigation in Option Investment Strategies
James O’Donovan, Gloria Yang Yu
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Are Equity Option Returns Abnormal? IPCA Says No
Amit Goyal, Alessio Saretto
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Volatility of implied volatility and mergers and acquisitions
Sandra Betton, Nabil El Meslmani, Lorne N. Switzer
Journal of Corporate Finance (2022) Vol. 75, pp. 102243-102243
Closed Access | Times Cited: 3
Comparative Analysis of GARCH-Based Volatility Models of Financial Market Volatility: A Case of Nairobi Security Market PLC, Kenya
Teddy Mutugi Wanjuki, Victor Wandera Lumumba, Emmanuel Koech Kimtai, et al.
European Journal of Mathematics and Statistics (2024) Vol. 5, Iss. 4, pp. 1-18
Open Access
Forecasting volatility in Chinese crude oil futures: insights from volatility-of-volatility and Markov regime-switching approaches
Gaoxiu Qiao, Yijun Pan, Chao Liang
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1839-1856
Closed Access
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
Amit Goyal, Alessio Saretto
Review of Financial Studies (2024)
Closed Access
A Bayesian SDF for Equity Options
Niclas Käfer, Mathis Moerke, Florian Weigert, et al.
SSRN Electronic Journal (2024)
Closed Access
Measuring Bank Complexity Using Xai
Shengyu Huang, Majeed Simaan, Yi Tang
SSRN Electronic Journal (2024)
Closed Access
What Drives the Ambiguity about Stock Market Volatility in Europe? Insights from the V-VSTOXX
Stefan Albers, Paul L. Reiter
SSRN Electronic Journal (2024)
Closed Access
Identifying the number of latent factors of stochastic volatility models
Erindi Allaj, Maria Elvira Mancino, Simona Sanfelici
Decisions in Economics and Finance (2024)
Open Access
Risk-Return Relationship in the Nigerian Stock Market: Comparative between Fama-French Five-Factor Model and Higher Moment Fama-French Five-Factor Model
Yusuf Olatunji Oyedeko, Olusola Segun Kolawole, I. I. Ibrahim, et al.
Oblik i finansi (2023), Iss. 1(99), pp. 68-78
Open Access | Times Cited: 1
Does the tail risk index matter in forecasting downside risk?
Jui‐Cheng Hung, Hung‐Chun Liu, Jie Yang
International Journal of Finance & Economics (2022) Vol. 28, Iss. 3, pp. 3451-3466
Closed Access | Times Cited: 2
Page 1 - Next Page

Scroll to top