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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:

The term structure of equity and variance risk premia
Yacine Aït‐Sahalia, Mustafa Karaman, Loriano Mancini
Journal of Econometrics (2020) Vol. 219, Iss. 2, pp. 204-230
Closed Access | Times Cited: 77

Showing 1-25 of 77 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
The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market
Willem Thorbecke
Journal of risk and financial management (2020) Vol. 13, Iss. 10, pp. 233-233
Open Access | Times Cited: 71
Hedging macroeconomic and financial uncertainty and volatility
Ian Dew-Becker, Stefano Giglio, Bryan Kelly
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 23-45
Open Access | Times Cited: 66
0DTEs: Trading, Gamma Risk and Volatility Propagation
Chukwuma Dim, Bjørn Eraker, Grigory Vilkov
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 7
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Yacine Aït‐Sahalia, Chenxu Li, Chen Xu Li
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 364-392
Closed Access | Times Cited: 41
The jump leverage risk premium
Tim Bollerslev, Viktor Todorov
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103723-103723
Closed Access | Times Cited: 14
Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components
Francesca Lilla
Journal of Financial Econometrics (2021) Vol. 21, Iss. 3, pp. 678-713
Open Access | Times Cited: 30
Risk Preferences Implied by Synthetic Options
Ian Dew-Becker, Stefano Giglio
(2023)
Open Access | Times Cited: 12
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
Dark Matter in (Volatility and) Equity Option Risk Premiums
Gurdip Bakshi, John Crosby, Xiaohui Gao
Operations Research (2022) Vol. 70, Iss. 6, pp. 3108-3124
Open Access | Times Cited: 18
The Implied Equity Premium
Paul C. Tetlock
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
From Constant to Rough: A Survey of Continuous Volatility Modeling
Giulia Di Nunno, Kęstutis Kubilius, Yuliya Mishura, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4201-4201
Open Access | Times Cited: 8
On the Relation between Discrete and Continuous-Time Affine Option Pricing Models
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin, et al.
(2024)
Closed Access | Times Cited: 2
Risk Premia and the VIX Term Structure
Travis L. Johnson
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 23
The cross-section of currency volatility premia
Pasquale Della Corte, Roman Kozhan, Anthony Neuberger
Journal of Financial Economics (2020) Vol. 139, Iss. 3, pp. 950-970
Open Access | Times Cited: 19
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
Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets
Wujun Lv, Tao Pang, Xiaobao Xia, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 6
Time-Varying Skew in VIX Derivatives Pricing
Peixuan Yuan
Management Science (2021) Vol. 68, Iss. 10, pp. 7761-7791
Closed Access | Times Cited: 15
Generalized Disappointment Aversion and the Variance Term Structure
Mykola Babiak
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 4, pp. 1796-1820
Open Access | Times Cited: 5
Forward Return Expectations
Mihir Gandhi, Niels Joachim Gormsen, Eben Lazarus
(2023)
Closed Access | Times Cited: 5
Credit variance risk premiums
Manuel Ammann, Mathis Moerke
European Financial Management (2022) Vol. 29, Iss. 4, pp. 1304-1335
Open Access | Times Cited: 8
The VIX's term structure of individual active stocks
Mahmoud Qadan, Or David, Iyad Snunu, et al.
Finance research letters (2024) Vol. 61, pp. 105036-105036
Closed Access | Times Cited: 1
Fear, extreme fear and U.S. stock market returns
Elie Bouri, Nikola Gradojević, Ramzi Nekhili
Physica A Statistical Mechanics and its Applications (2024) Vol. 656, pp. 130212-130212
Closed Access | Times Cited: 1
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
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