Open Access Helper

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:

Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Firm‐Level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1449-1498
Open Access | Times Cited: 501
Oil volatility risk and expected stock returns
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116
Firm-level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 100
The VIX Premium
Ing-Haw Cheng
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 180-227
Closed Access | Times Cited: 96
Risk Premia and the VIX Term Structure
Travis L. Johnson
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2461-2490
Closed Access | Times Cited: 90
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
Divergence and the Price of Uncertainty*
Paul Schneider, Fabio Trojani
Journal of Financial Econometrics (2018) Vol. 17, Iss. 3, pp. 341-396
Closed Access | Times Cited: 33
Stock Return Extrapolation, Option Prices, and Variance Risk Premium
Adem Atmaz
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1348-1393
Closed Access | Times Cited: 23
Market risks that change US-European equity correlations
Ghulam Sarwar
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101731-101731
Open Access | Times Cited: 9
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
Mathieu Fournier, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 4, pp. 1117-1162
Closed Access | Times Cited: 27
Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk
Peter Christoffersen, Mathieu Fournier, Kris Jacobs, et al.
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 1, pp. 65-91
Open Access | Times Cited: 26
Liquidity, implied volatility and tail risk: A comparison of liquidity measures
Henrique Ramos, Marcelo Brutti Righi
International Review of Financial Analysis (2020) Vol. 69, pp. 101463-101463
Closed Access | Times Cited: 24
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
Interrelations of U.S. market fears and emerging markets returns: Global evidence
Ghulam Sarwar, Walayet A. Khan
International Journal of Finance & Economics (2018) Vol. 24, Iss. 1, pp. 527-539
Open Access | Times Cited: 20
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
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
Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets
Karamfil Todorov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
Investors’ risk aversion integration and quantitative easing
Athanasios Fassas, Stephanos Papadamou, Dionisis Philippas
Review of Behavioral Finance (2019) Vol. 12, Iss. 2, pp. 170-183
Closed Access | Times Cited: 10
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
The Cross-Section of Currency Volatility Premia
Pasquale Della Corte, Roman Kozhan, Anthony Neuberger
SSRN Electronic Journal (2016)
Open Access | Times Cited: 9
Cross-stock market spillovers through variance risk premiums and equity flows
Masazumi Hattori, Ilhyock Shim, Yoshihiko Sugihara
Journal of International Money and Finance (2021) Vol. 119, pp. 102480-102480
Open Access | Times Cited: 9
The determinants of stock–bond return correlations
Ghulam Sarwar
The Journal of Financial Research (2023) Vol. 46, Iss. 3, pp. 711-732
Open Access | Times Cited: 3
Digesting FOREXS: Information Transmission Across Asset Classes and Return Predictability
Joon Woo Bae, Zhi Da, Virgilio Zurita
Management Science (2023) Vol. 70, Iss. 3, pp. 1943-1969
Closed Access | Times Cited: 3
When passive funds affect prices: evidence from volatility and commodity ETFs
Karamfil Todorov
Review of Finance (2023) Vol. 28, Iss. 3, pp. 831-863
Open Access | Times Cited: 3
Inventory Risk, Market-Maker Wealth, and the Variance Risk Premium
Mathieu Fournier, Kris Jacobs
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 9
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