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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:

Volatility of aggregate volatility and hedge fund returns
Vikas Agarwal, Yakup Eser Arısoy, Narayan Y. Naik
Journal of Financial Economics (2017) Vol. 125, Iss. 3, pp. 491-510
Open Access | Times Cited: 94

Showing 1-25 of 94 citing articles:

Tail risk in hedge funds: A unique view from portfolio holdings
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
Journal of Financial Economics (2017) Vol. 125, Iss. 3, pp. 610-636
Open Access | Times Cited: 149
Alpha or beta in the eye of the beholder: What drives hedge fund flows?
Vikas Agarwal, T. Clifton Green, Honglin Ren
Journal of Financial Economics (2018) Vol. 127, Iss. 3, pp. 417-434
Open Access | Times Cited: 118
Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market
Honghai Yu, Libing Fang, Wencong Sun
Physica A Statistical Mechanics and its Applications (2018) Vol. 505, pp. 931-940
Closed Access | Times Cited: 86
Unobserved Performance of Hedge Funds
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
The Journal of Finance (2024) Vol. 79, Iss. 5, pp. 3203-3259
Open Access | Times Cited: 12
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Turan G. Bali, Florian Weigert
Review of Finance (2024) Vol. 28, Iss. 5, pp. 1611-1661
Open Access | Times Cited: 7
Why Does Volatility Uncertainty Predict Equity Option Returns?
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
Quarterly Journal of Finance (2023) Vol. 13, Iss. 01
Open Access | Times Cited: 14
Bear Factor and Hedge Fund Performance
Thang Ho, Anastasios Kagkadis, George Wang
Journal of Empirical Finance (2025), pp. 101611-101611
Open Access
Volatility-of-volatility and the cross-section of option returns
Xinfeng Ruan
Journal of Financial Markets (2019) Vol. 48, pp. 100492-100492
Closed Access | Times Cited: 38
Mutual fund style drift measured using higher moments and its cash flow incentive
Qi Chen, Peng Wang, Dong Yang
The North American Journal of Economics and Finance (2025), pp. 102373-102373
Closed Access
Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?
Shuai Lu, Shouwei Li, Wei Zhou, et al.
Energy Economics (2022) Vol. 109, pp. 105948-105948
Closed Access | Times Cited: 16
Is research on hedge fund performance published selectively? A quantitative survey
Fan Yang, Tomáš Havránek, Zuzana Iršová, et al.
Journal of Economic Surveys (2023) Vol. 38, Iss. 4, pp. 1085-1131
Open Access | Times Cited: 8
Multi-moment risk, hedging strategies, & the business cycle
François‐Éric Racicot, Raymond Théoret
International Review of Economics & Finance (2018) Vol. 58, pp. 637-675
Closed Access | Times Cited: 24
Volatility-of-Volatility Risk in Asset Pricing
Te‐Feng Chen, Tarun Chordia, San‐Lin Chung, et al.
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 1, pp. 289-335
Closed Access | Times Cited: 19
Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution
David A. Rakowski, Ehab Abdel-Tawab Yamani
Journal of Empirical Finance (2021) Vol. 64, pp. 247-271
Closed Access | Times Cited: 19
Hedge fund return higher moments over the business cycle
François‐Éric Racicot, Raymond Théoret
Economic Modelling (2018) Vol. 78, pp. 73-97
Closed Access | Times Cited: 23
Hedge fund performance attribution under various market conditions
Dimitrios Stafylas, Keith Anderson, Moshfique Uddin
International Review of Financial Analysis (2018) Vol. 56, pp. 221-237
Open Access | Times Cited: 22
Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis
Gunther Capelle‐Blancard, Adrien Desroziers, Olivier Zerbib
The Journal of Portfolio Management (2021) Vol. 47, Iss. 9, pp. 178-197
Closed Access | Times Cited: 17
The Economics of Hedge Fund Startups: Theory and Empirical Evidence
Charles Cao, Grant V Farnsworth, Hong Zhang
The Journal of Finance (2021) Vol. 76, Iss. 3, pp. 1427-1469
Open Access | Times Cited: 16
Non-bank financial intermediaries and financial stability
Sirio Aramonte, Andreas Schrimpf, Hyun Song Shin
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15
Volatility Uncertainty and the Cross-Section of Option Returns
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 18
Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
David A. Rakowski, Sara E. Shirley, Jeffrey R. Stark
Journal of Empirical Finance (2017) Vol. 44, pp. 91-107
Closed Access | Times Cited: 18
Upside potential of hedge funds as a predictor of future performance
Turan G. Bali, Stephen J. Brown, Mustafa Onur Çağlayan
Journal of Banking & Finance (2018) Vol. 98, pp. 212-229
Closed Access | Times Cited: 18
The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach
Greg N. Gregoriou, François‐Éric Racicot, Raymond Théoret
Economic Modelling (2020) Vol. 94, pp. 843-872
Closed Access | Times Cited: 15
Share pledge transactions as an investor sentiment indicator - Evidence from China
Hengzhen Lu, Xiaoyu Zhu, Jianli Wang, et al.
The Quarterly Review of Economics and Finance (2021) Vol. 82, pp. 230-238
Closed Access | Times Cited: 13
Volatility‐of‐volatility risk in the crude oil market
Tai‐Yong Roh, Alireza Tourani‐Rad, Yahua Xu, et al.
Journal of Futures Markets (2020) Vol. 41, Iss. 2, pp. 245-265
Closed Access | Times Cited: 14
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