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:
Moment Risk Premia and Stock Return Predictability
Zhenzhen Fan, Xiao Xiao, Hao Zhou
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 1, pp. 67-93
Open Access | Times Cited: 12
Zhenzhen Fan, Xiao Xiao, Hao Zhou
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 1, pp. 67-93
Open Access | Times Cited: 12
Showing 12 citing articles:
A New Index of Option Implied Absolute Deviation
George Dotsis
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1543-1555
Open Access | Times Cited: 1
George Dotsis
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1543-1555
Open Access | Times Cited: 1
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Tong Wang
Review of Finance (2022) Vol. 27, Iss. 1, pp. 325-367
Open Access | Times Cited: 5
Tong Wang
Review of Finance (2022) Vol. 27, Iss. 1, pp. 325-367
Open Access | Times Cited: 5
Term spreads of implied volatility smirk and variance risk premium
Wei Guo, Xinfeng Ruan, Sebastian A. Gehricke, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 829-857
Open Access | Times Cited: 1
Wei Guo, Xinfeng Ruan, Sebastian A. Gehricke, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 829-857
Open Access | Times Cited: 1
Anomalies and Expected Market Return—Evidence from China A-Shares
Hongbing Ouyang, Xiangshan Lei
(2023)
Closed Access | Times Cited: 1
Hongbing Ouyang, Xiangshan Lei
(2023)
Closed Access | Times Cited: 1
Towards a Theory of Skewness Trading
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Qing Liu, Shouyang Wang, Cong Sui
Applied Economics (2022) Vol. 55, Iss. 49, pp. 5816-5832
Closed Access | Times Cited: 2
Qing Liu, Shouyang Wang, Cong Sui
Applied Economics (2022) Vol. 55, Iss. 49, pp. 5816-5832
Closed Access | Times Cited: 2
Are Index Option Returns Priced In The Stock Market? — New Insights From Factor Decompositions
SSRN Electronic Journal (2020)
Closed Access
SSRN Electronic Journal (2020)
Closed Access
A New Index of Option Implied Absolute Deviation
George Dotsis
SSRN Electronic Journal (2020)
Closed Access
George Dotsis
SSRN Electronic Journal (2020)
Closed Access
Decomposed Higher-Moment Risk Premiums and Market Return Predictability
Julian Dörries
SSRN Electronic Journal (2020)
Closed Access
Julian Dörries
SSRN Electronic Journal (2020)
Closed Access
Risk‐neutral moments and return predictability: International evidence
Junyu Zhang, Xinfeng Ruan, Jin E. Zhang
Journal of Forecasting (2022) Vol. 42, Iss. 5, pp. 1086-1111
Open Access
Junyu Zhang, Xinfeng Ruan, Jin E. Zhang
Journal of Forecasting (2022) Vol. 42, Iss. 5, pp. 1086-1111
Open Access
