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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:

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

Showing 1-25 of 90 citing articles:

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
The VIX Premium
Ing-Haw Cheng
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 180-227
Closed Access | Times Cited: 96
Volatility-of-Volatility Risk
Darien Huang, Christian Schlag, Ivan Shaliastovich, et al.
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2423-2452
Open Access | Times Cited: 83
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras
Hiroaki Shirokawa, Kohei Yamaguchi, Takahiro Obata, et al.
Journal of Futures Markets (2025)
Closed Access
OPEC News and Volatility Expectations
Thorsten Lehnert
Development and sustainability in economics and finance. (2025), pp. 100054-100054
Closed Access
Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices
Sun‐Yong Choi, Changsoo Hong
PLoS ONE (2020) Vol. 15, Iss. 5, pp. e0232508-e0232508
Open Access | Times Cited: 25
Discovering the drivers of stock market volatility in a data-rich world
Dohyun Chun, Hoon Cho, Doojin Ryu
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101684-101684
Closed Access | Times Cited: 14
Volatility term structures in commodity markets
Fabian Hollstein, Marcel Prokopczuk, Christoph Matthias Würsig
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 527-555
Open Access | Times Cited: 24
Moment risk premia and the cross-section of stock returns in the European stock market
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Journal of Banking & Finance (2019) Vol. 111, pp. 105732-105732
Open Access | Times Cited: 24
VIX term structure forecasting: New evidence based on the realized semi-variances
Gaoxiu Qiao, Gongyue Jiang, Jiyu Yang
International Review of Financial Analysis (2022) Vol. 82, pp. 102199-102199
Closed Access | Times Cited: 13
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Hung‐Wen Cheng, Li-Han Chang, Chien-Ling Lo, et al.
Journal of Empirical Finance (2023) Vol. 72, pp. 122-142
Closed Access | Times Cited: 7
Uncertainty about interest rates and the real economy
Mahmoud Qadan, Kerem Shuval, Or David
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101978-101978
Closed Access | Times Cited: 7
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
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
Implied volatility information of Chinese SSE 50 ETF options
Lingke Wu, Dehong Liu, Jianglei Yuan, et al.
International Review of Economics & Finance (2022) Vol. 82, pp. 609-624
Closed Access | Times Cited: 11
Forecasting the KOSPI200 spot volatility using various volatility measures
Dohyun Chun, Hoon Cho, Doojin Ryu
Physica A Statistical Mechanics and its Applications (2018) Vol. 514, pp. 156-166
Closed Access | Times Cited: 18
Uncertainty and the volatility forecasting power of option‐implied volatility
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
Trader positions in VIX futures
Yu‐Lun Chen, J. Jimmy Yang
Journal of Empirical Finance (2021) Vol. 61, pp. 1-17
Closed Access | Times Cited: 13
Causality of price movements in VIX exchange-traded products and VIX futures contracts
Michael O’Neill, Gulasekaran Rajaguru
Journal of Accounting Literature (2023) Vol. 46, Iss. 2, pp. 153-169
Open Access | Times Cited: 5
The Term Structure of Short Selling Costs
Gregory Weitzner
Review of Finance (2023) Vol. 27, Iss. 6, pp. 2125-2161
Open Access | Times Cited: 5
The Fine Structure of Variance: Consistent Pricing of VIX Derivatives
Nicole Branger, Alexander Kraftschik, Clemens Völkert
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 17
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
(2020)
Open Access | Times Cited: 13
VIX option‐implied volatility slope and VIX futures returns
Jungah Yoon, Xinfeng Ruan, Jin E. Zhang
Journal of Futures Markets (2022) Vol. 42, Iss. 6, pp. 1002-1038
Open Access | Times Cited: 8
The VIX's term structure of individual active stocks
Mahmoud Qadan, Or David, Iyad Snunu, et al.
Finance research letters (2024) Vol. 61, pp. 105036-105036
Closed Access | Times Cited: 1
The Volatility-of-Volatility Term Structure
Nicole Branger, Hendrik Hülsbusch, Alexander Kraftschik
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 13
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