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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:

Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140

Showing 1-25 of 140 citing articles:

Jump Risk Implicit in Options Market
Qiang Chen, Yu Han, Ying Huang, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access | Times Cited: 3
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 131
Asymmetric effects of oil price uncertainty on corporate investment
Aktham Maghyereh, Hussein Abdoh
Energy Economics (2019) Vol. 86, pp. 104622-104622
Closed Access | Times Cited: 105
Oil price volatility forecasting: Threshold effect from stock market volatility
Yan Chen, Gaoxiu Qiao, Feipeng Zhang
Technological Forecasting and Social Change (2022) Vol. 180, pp. 121704-121704
Closed Access | Times Cited: 43
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China
Jihong Xiao, Jiajie Jiang, Yaojie Zhang
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102303-102303
Closed Access | Times Cited: 13
Examining Chinese volume–volatility nexus: A regime-switching perspective
Zhenxin Wang, Shaoping Wang, Yayi Yan, et al.
Economic Modelling (2025), pp. 106983-106983
Closed Access | Times Cited: 1
Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings
Rui Li, Jianping Li, Xiaoqian Zhu
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102118-102118
Closed Access | Times Cited: 1
Pervasive underreaction: Evidence from high-frequency data
Hao Jiang, Sophia Zhengzi Li, Hao Wang
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 573-599
Closed Access | Times Cited: 50
Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
Zied Ftiti, Waël Louhichi, Hachmi Ben Ameur
Annals of Operations Research (2021) Vol. 330, Iss. 1-2, pp. 665-690
Open Access | Times Cited: 50
Realized semibetas: Disentangling “good” and “bad” downside risks
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 227-246
Open Access | Times Cited: 48
Forecasting realized volatility with machine learning: Panel data perspective
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 21
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zehua Zhang, Ran Zhao
International Review of Financial Analysis (2023) Vol. 89, pp. 102712-102712
Closed Access | Times Cited: 17
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
Donghai Zhou, Xiaoxing Liu
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101843-101843
Closed Access | Times Cited: 16
A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
Alessio Brini, Jimmie Lenz
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Automated Volatility Forecasting
Sophia Zhengzi Li, Yushan Tang
Management Science (2024)
Closed Access | Times Cited: 6
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
Elie Bouri, Κωνσταντίνος Γκίλλας, Rangan Gupta, et al.
Computational Economics (2020) Vol. 57, Iss. 1, pp. 29-53
Closed Access | Times Cited: 48
Downside risk and the performance of volatility-managed portfolios
Feifei Wang, Xuemin Sterling Yan
Journal of Banking & Finance (2021) Vol. 131, pp. 106198-106198
Closed Access | Times Cited: 35
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
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
Asymmetric Network Connectedness of Fears
Jozef Baruník, Mattia Bevilacqua, Radu Tunaru
The Review of Economics and Statistics (2020) Vol. 104, Iss. 6, pp. 1304-1316
Open Access | Times Cited: 37
Good oil volatility, bad oil volatility, and stock return predictability
Jihong Xiao, Yudong Wang
International Review of Economics & Finance (2022) Vol. 80, pp. 953-966
Closed Access | Times Cited: 20
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models
Md. Nazmul Ahsan, Jean–Marie Dufour
Journal of Time Series Analysis (2025)
Open Access
Asymmetric Commodity Tails and Index Futures Returns
Yuanzhi Wang, Xinbei Wei, Qunzi Zhang
Journal of Futures Markets (2025)
Closed Access
Tail Risk Premium in the Crude Oil Market
Bingxin Li, Shenru Li
(2025)
Closed Access
Tail risk premium in the crude oil market
Bingxin Li, Shenru Li
Energy Economics (2025), pp. 108282-108282
Closed Access
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