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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:

Equilibrium variance risk premium in a cost-free production economy
Xinfeng Ruan, Jin E. Zhang
Journal of Economic Dynamics and Control (2018) Vol. 96, pp. 42-60
Closed Access | Times Cited: 16

Showing 16 citing articles:

Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices
Jiling Cao, Xinfeng Ruan, Wenjun Zhang
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 945-973
Closed Access | Times Cited: 24
Does liquidity drive stock market returns? The role of investor risk aversion
Qingjing Zhang, Taufiq Choudhry, Jing‐Ming Kuo, et al.
Review of Quantitative Finance and Accounting (2021) Vol. 57, Iss. 3, pp. 929-958
Closed Access | Times Cited: 8
Moment spreads in the energy market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2019) Vol. 81, pp. 598-609
Closed Access | Times Cited: 8
Market Excess Returns, Variance and the Third Cumulant
Jin E. Zhang, Eric C. Chang, Huimin Zhao
International Review of Finance (2018) Vol. 20, Iss. 3, pp. 605-637
Closed Access | Times Cited: 7
The economics of the financial market for volatility trading
Xinfeng Ruan, Jin E. Zhang
Journal of Financial Markets (2020) Vol. 52, pp. 100556-100556
Closed Access | Times Cited: 7
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
Ambiguity, long-run risks, and asset prices in continuous time
Xinfeng Ruan
International Review of Economics & Finance (2020) Vol. 71, pp. 115-126
Closed Access | Times Cited: 4
Portfolio allocation across variance risk premia
Julien Chevallier, Dinh-Tri Vo
The Journal of Risk Finance (2019) Vol. 20, Iss. 5, pp. 556-593
Closed Access | Times Cited: 3
Term spreads of implied volatility smirk and variance risk premium
Wei Guo, Xinfeng Ruan, Sebastian A. Gehricke, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 829-857
Open Access | Times Cited: 1
Towards a Theory of Skewness Trading
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
A Sino-US comparative analysis of the hi-tech entrepreneurial model
Huihong Shi, Congming Mu, Jinqiang Yang, et al.
Economic Modelling (2020) Vol. 94, pp. 953-966
Closed Access | Times Cited: 2
Time-varying uncertainty and variance risk premium
Xinfeng Ruan, Jin E. Zhang
Journal of Macroeconomics (2021) Vol. 69, pp. 103347-103347
Closed Access | Times Cited: 1
The equity premium puzzle and two assets: GMM estimation
Chune Young Chung, Amirhossein Fard
Applied Economics Letters (2023) Vol. 31, Iss. 13, pp. 1188-1194
Closed Access
Market Moment Spreads and the Cross Section of Expected Returns: Evidence from the Energy Sector
Xinfeng Ruan, Jin E. Zhang
SSRN Electronic Journal (2017)
Closed Access
A Production Economy with Shocks in the Volatility of Capital Stock and Its Application
Xinfeng Ruan, Jin E. Zhang
SSRN Electronic Journal (2017)
Closed Access
Ambiguity, Long-Run Risks, and Asset Prices in Continuous Time

SSRN Electronic Journal (2018)
Closed Access
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