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:
Variance disparity and market frictions
Yang‐Ho Park
Journal of Econometrics (2019) Vol. 214, Iss. 2, pp. 326-348
Open Access | Times Cited: 8
Yang‐Ho Park
Journal of Econometrics (2019) Vol. 214, Iss. 2, pp. 326-348
Open Access | Times Cited: 8
Showing 8 citing articles:
The term structure of equity risk premia
Ravi Bansal, Shane Miller, Dongho Song, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1209-1228
Open Access | Times Cited: 80
Ravi Bansal, Shane Miller, Dongho Song, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1209-1228
Open Access | Times Cited: 80
Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic
Ing-Haw Cheng
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 4, pp. 635-668
Open Access | Times Cited: 63
Ing-Haw Cheng
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 4, pp. 635-668
Open Access | Times Cited: 63
GARCH option pricing with volatility derivatives
Dong Hwan Oh, Yang‐Ho Park
Journal of Banking & Finance (2022) Vol. 146, pp. 106718-106718
Closed Access | Times Cited: 12
Dong Hwan Oh, Yang‐Ho Park
Journal of Banking & Finance (2022) Vol. 146, pp. 106718-106718
Closed Access | Times Cited: 12
The lead–lag relation between VIX futures and SPX futures
Christine Bangsgaard, Thomas Kokholm
Journal of Financial Markets (2023) Vol. 67, pp. 100851-100851
Open Access | Times Cited: 5
Christine Bangsgaard, Thomas Kokholm
Journal of Financial Markets (2023) Vol. 67, pp. 100851-100851
Open Access | Times Cited: 5
The Term Structure of the Price of Variance Risk
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 9
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 9
The Term Structure of the Price of Variance Risk
SSRN Electronic Journal (2015)
Open Access | Times Cited: 8
SSRN Electronic Journal (2015)
Open Access | Times Cited: 8
Volmageddon and the Failure of Short Volatility Products
Patrick Augustin, Ing-Haw Cheng, Ludovic Van den Bergen
Financial Analysts Journal (2021) Vol. 77, Iss. 3, pp. 35-51
Closed Access | Times Cited: 8
Patrick Augustin, Ing-Haw Cheng, Ludovic Van den Bergen
Financial Analysts Journal (2021) Vol. 77, Iss. 3, pp. 35-51
Closed Access | Times Cited: 8
The Lead-Lag Relation between VIX Futures and SPX Futures
Christine Bangsgaard, Thomas Kokholm
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Christine Bangsgaard, Thomas Kokholm
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
