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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:

Tail risk premia and return predictability
Tim Bollerslev, Viktor Todorov, Lai Xu
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 113-134
Open Access | Times Cited: 380

Showing 1-25 of 380 citing articles:

Carbon Tail Risk
Emirhan Ilhan, Zacharias Sautner, Grigory Vilkov
Review of Financial Studies (2020) Vol. 34, Iss. 3, pp. 1540-1571
Open Access | Times Cited: 593
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 100
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1055-1096
Closed Access | Times Cited: 75
What is Certain about Uncertainty?
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño, et al.
Journal of Economic Literature (2023) Vol. 61, Iss. 2, pp. 624-654
Open Access | Times Cited: 56
Jump Risk Implicit in Options Market
Qiang Chen, Yu Han, Ying Huang, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access | Times Cited: 3
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 137
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
Short‐Term Market Risks Implied by Weekly Options
Torben G. Andersen, Nicola Fusari, Viktor Todorov
The Journal of Finance (2017) Vol. 72, Iss. 3, pp. 1335-1386
Open Access | Times Cited: 123
Average skewness matters
Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 29-47
Closed Access | Times Cited: 120
The VIX Premium
Ing-Haw Cheng
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 180-227
Closed Access | Times Cited: 96
Tail Risk Concerns Everywhere
George Gao, Xiaomeng Lu, Zhaogang Song
Management Science (2018) Vol. 65, Iss. 7, pp. 3111-3130
Closed Access | Times Cited: 89
Crash Beliefs From Investor Surveys
William Goetzmann, Dasol Kim, Robert J. Shiller
(2016)
Open Access | Times Cited: 88
Bad bad contagion
Juan M. Londoño
Journal of Banking & Finance (2019) Vol. 108, pp. 105652-105652
Closed Access | Times Cited: 78
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 662-678
Open Access | Times Cited: 77
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers
Jue Gong, Gang‐Jin Wang, Yang Zhou, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101733-101733
Closed Access | Times Cited: 40
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66
Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures
Huayun Jiang, Jen‐Je Su, Neda Todorova, et al.
Journal of Futures Markets (2016) Vol. 36, Iss. 12, pp. 1231-1255
Closed Access | Times Cited: 62
Risk-Neutral Densities: A Review
Stephen Figlewski
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 329-359
Closed Access | Times Cited: 62
Tail behavior of Bitcoin, the dollar, gold and the stock market index
Ji Ho Kwon
Journal of International Financial Markets Institutions and Money (2020) Vol. 67, pp. 101202-101202
Closed Access | Times Cited: 62
Is the credit spread puzzle a myth?
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2020) Vol. 137, Iss. 2, pp. 297-319
Closed Access | Times Cited: 55
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis
Walid M.A. Ahmed
The Quarterly Review of Economics and Finance (2021) Vol. 83, pp. 135-151
Closed Access | Times Cited: 52
Global Disaster Risk Matters
Jian Chen, Jiaquan Yao, Qunzi Zhang, et al.
Management Science (2022) Vol. 69, Iss. 1, pp. 576-597
Closed Access | Times Cited: 31
Extreme dependence between structural oil shocks and stock markets in GCC countries
Aktham Maghyereh, Hussein Abdoh
Resources Policy (2022) Vol. 76, pp. 102626-102626
Closed Access | Times Cited: 29
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zehua Zhang, Ran Zhao
International Review of Financial Analysis (2023) Vol. 89, pp. 102712-102712
Closed Access | Times Cited: 17
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