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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-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

Showing 1-25 of 83 citing articles:

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
Ambiguity about volatility and investor behavior
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 277-296
Closed Access | Times Cited: 42
How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
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
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Qun Zhang, Zhendong Zhang, Jiawen Luo
International Review of Financial Analysis (2024) Vol. 93, pp. 103114-103114
Closed Access | Times Cited: 5
Competence and ambiguity aversion of heterogeneous investors
Christine W. Lai, Donald Lien, Shih‐Chuan Tsai
Pacific-Basin Finance Journal (2025), pp. 102678-102678
Closed Access
The idiosyncratic volatility of volatility effect in the A-Share Market: An Interpretation based on heterogeneous variance beliefs
Zhijun Hu, Xiang Gao, Aifan Ling
Finance research letters (2025), pp. 106851-106851
Closed Access
Firm Policies and Uncertainty About Risk
Adam C. Harper, Yilun Lu, Sumit Tembhurne
Journal of risk and financial management (2025) Vol. 18, Iss. 2, pp. 96-96
Open Access
Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective
Zhiwei Xu, Xingneng Gou, Teng Zhang
Energy Economics (2025), pp. 108409-108409
Closed Access
Estimating volatility-of-volatility: A comparative analysis
Jianglei Yuan, D. Liu, Carl R. Chen, et al.
Economics Letters (2025), pp. 112298-112298
Closed 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
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Leon Li
Energy Economics (2021) Vol. 105, pp. 105756-105756
Closed Access | Times Cited: 27
Empirical Option Pricing Models
David S. Bates
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 369-389
Closed Access | Times Cited: 16
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities
Meng Tian, Liuren Wu
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 3, pp. 405-439
Open Access | Times Cited: 10
Ambiguity and private investors’ behavior after forced fund liquidations
Steffen Meyer, Charline Uhr
Journal of Financial Economics (2024) Vol. 156, pp. 103849-103849
Open Access | Times Cited: 3
Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance?
Harald A. Mieg
Risk Analysis (2020) Vol. 42, Iss. 9, pp. 1952-1964
Open 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
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management
Shouyu Yao, Xiaochen Xie, Sabri Boubaker, et al.
British Journal of Management (2023) Vol. 35, Iss. 1, pp. 137-155
Closed Access | Times Cited: 7
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
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components
Doojin Ryu, Robert I. Webb, Jinyoung Yu
European Journal of Finance (2021) Vol. 28, Iss. 9, pp. 871-888
Closed Access | Times Cited: 16
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
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications
Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, et al.
European Journal of Operational Research (2020) Vol. 293, Iss. 1, pp. 336-360
Open Access | Times Cited: 16
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Economic Modelling (2021) Vol. 103, pp. 105614-105614
Closed Access | Times Cited: 15
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets
Chris Bardgett, Elise Gourier, Markus Leippold
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 19
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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