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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 risk premia embedded in index options
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Financial Economics (2015) Vol. 117, Iss. 3, pp. 558-584
Open Access | Times Cited: 268

Showing 1-25 of 268 citing articles:

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
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
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Chris Bardgett, Elise Gourier, Markus Leippold
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 593-618
Open Access | Times Cited: 136
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
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Resolution of policy uncertainty and sudden declines in volatility
Dante Amengual, Dacheng Xiu
Journal of Econometrics (2017) Vol. 203, Iss. 2, pp. 297-315
Closed Access | Times Cited: 115
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
Peter Carr, Liuren Wu
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 5, pp. 2119-2156
Closed Access | Times Cited: 99
Quadratic variance swap models
Damir Filipović, Elise Gourier, Loriano Mancini
Journal of Financial Economics (2015) Vol. 119, Iss. 1, pp. 44-68
Open Access | Times Cited: 99
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
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
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
Option Pricing of Earnings Announcement Risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 2, pp. 646-687
Open Access | Times Cited: 78
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
Ilze Kalnina, Dacheng Xiu
Journal of the American Statistical Association (2016) Vol. 112, Iss. 517, pp. 384-396
Open Access | Times Cited: 65
Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65
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
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
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
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability
Junye Li, Gabriele Zinna
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 3, pp. 411-425
Open Access | Times Cited: 55
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
Tail risk and return predictability for the Japanese equity market
Torben G. Andersen, Viktor Todorov, Masato Ubukata
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 344-363
Open Access | Times Cited: 40
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