Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Downside Variance Risk Premium*
Bruno Feunou, Mohammad R. Jahan‐Parvar, Cédric Okou
Journal of Financial Econometrics (2017) Vol. 16, Iss. 3, pp. 341-383
Open Access | Times Cited: 120

Showing 1-25 of 120 citing articles:

What is Certain about Uncertainty?
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño, et al.
Journal of Economic Literature (2023) Vol. 61, Iss. 2, pp. 624-654
Open Access | Times Cited: 56
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
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
Effects of structural changes on the prediction of downside volatility in futures markets
Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1124-1153
Closed Access | Times Cited: 59
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
The tail risk premium in the oil market
Reinhard Ellwanger
Energy Economics (2024), pp. 108041-108041
Open Access | Times Cited: 6
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Lieven Baele, Joost Driessen, Sebastian Ebert, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3667-3723
Closed Access | Times Cited: 55
Variance risk in aggregate stock returns and time-varying return predictability
Sungjune Pyun
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 150-174
Closed Access | Times Cited: 49
Good Volatility, Bad Volatility, and Option Pricing
Bruno Feunou, Cédric Okou
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 2, pp. 695-727
Open Access | Times Cited: 47
Event‐Day Options
Jonathan H. Wright
Journal of Time Series Analysis (2025)
Closed Access
Double edged coverage? The impact of the analyst coverage network on stock price volatility
Lixiang Wang, Zhiyi Fang, Jiangqi Wen, et al.
Pacific-Basin Finance Journal (2025), pp. 102753-102753
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
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
Relative investor sentiment
Xiang Gao, Kees Koedijk, Thomas Walther, et al.
International Review of Economics & Finance (2025), pp. 104105-104105
Open Access
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
Journal of Financial and Quantitative Analysis (2023), pp. 1-51
Closed Access | Times Cited: 10
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
Fousseni Chabi-Yo, Johnathan Loudis
Management Science (2023) Vol. 70, Iss. 10, pp. 6804-6834
Closed Access | Times Cited: 9
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
SSRN Electronic Journal (2010)
Open Access | Times Cited: 33
Asymmetric implied market volatility and terrorist attacks
Mattia Bevilacqua, David Morelli, Paola Sultana Renée Uzan
International Review of Financial Analysis (2019) Vol. 67, pp. 101417-101417
Open Access | Times Cited: 23
Good variance, bad variance, and stock return predictability
Yaojie Zhang, Feng Ma, Chao Liang, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4410-4423
Closed Access | Times Cited: 22
Why do rational investors like variance at the peak of a crisis? A learning-based explanation
Mohammad Ghaderi, Mete Kilic, Sang Byung Seo
Journal of Monetary Economics (2023) Vol. 142, pp. 103513-103513
Closed Access | Times Cited: 7
Impact of crude oil price innovations on global stock market volatility: Evidence across time and space
Libo Yin, Hong Cao, Yu Xin
International Review of Financial Analysis (2024) Vol. 96, pp. 103685-103685
Closed Access | Times Cited: 2
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
Page 1 - Next Page

Scroll to top