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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:

Equity Volatility Term Structures and the Cross Section of Option Returns
Aurelio Vasquez
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2727-2754
Closed Access | Times Cited: 84

Showing 1-25 of 84 citing articles:

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
A factor model for option returns
Matthias Büchner, Bryan Kelly
Journal of Financial Economics (2022) Vol. 143, Iss. 3, pp. 1140-1161
Closed Access | Times Cited: 59
Default Risk and Option Returns
Aurelio Vasquez, Xiao Xiao
Management Science (2023) Vol. 70, Iss. 4, pp. 2144-2167
Open Access | Times Cited: 28
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
Option Momentum
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, et al.
The Journal of Finance (2023) Vol. 78, Iss. 6, pp. 3141-3192
Closed Access | Times Cited: 20
Volatility and Expected Option Returns
Guanglian Hu, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 1025-1060
Closed Access | Times Cited: 50
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
Expected Option Returns and Large Language Models
Mo Wang
(2025)
Closed Access
The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns
Hao Zhang, Yukun Shi, Dun Han, et al.
Journal of Futures Markets (2025)
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
Stock Return Autocorrelations and Expected Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
Management Science (2024)
Closed Access | Times Cited: 4
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Lockdowns and Leverage: Option Pricing during the Covid Pandemic
Junbo L. Wang, Christopher S. Jones, Yuanyi Zhang
SSRN Electronic Journal (2025)
Closed Access
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns
Kevin Aretz, Ming‐Tsung Lin, Ser‐Huang Poon
Review of Finance (2022) Vol. 27, Iss. 1, pp. 289-323
Open Access | Times Cited: 13
Is Firm-Level Political Risk Priced in the Equity Option Market?
Thang Ho, Anastasios Kagkadis, George Wang
The Review of Asset Pricing Studies (2023) Vol. 14, Iss. 1, pp. 153-195
Open Access | Times Cited: 7
The Early Exercise Risk Premium
Kevin Aretz, Adnan Gazi
Management Science (2024)
Closed Access | Times Cited: 2
Risk-neutral moments in the crude oil market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2018) Vol. 72, pp. 583-600
Closed Access | Times Cited: 21
Retail Option Traders and the Implied Volatility Surface
Gregory W. Eaton, T. Clifton Green, Brian Roseman, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 12
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options
Bjørn Eraker, Aoxiang Yang
The Journal of Finance (2022) Vol. 77, Iss. 6, pp. 3289-3337
Closed Access | Times Cited: 12
Option Factor Momentum
Niclas Käfer, Mathis Moerke, Tobias Wiest
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
A New Option Momentum: Compensation for Risk
Heiner Beckmeyer, Ilias Filippou, Guofu Zhou
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
The Joint Cross Section of Option and Stock Returns Predictability with Big Data and Machine Learning
Ruslan Goyenko, Chengyu Zhang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 16
Jump and volatility risk in the cross-section of corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu
Journal of Financial Markets (2022) Vol. 60, pp. 100733-100733
Closed Access | Times Cited: 10
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
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