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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 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

Showing 19 citing articles:

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
A Reminder that, in First-Best Equilibriums, Risk Premiums are not Directly Spanned by any of Uncertainty Risk, Volatility Risk, or Aggregate Risk
Oghenovo A. Obrimah
(2025)
Closed Access
Further Tests of the ZCAPM Asset Pricing Model
James W. Kolari, Jianhua Z. Huang, Wei Liu, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 3, pp. 137-137
Open Access | Times Cited: 13
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
The fear of fear in the US stock market: Changing characteristics of the VVIX
Stefan Albers
Finance research letters (2023) Vol. 55, pp. 103926-103926
Closed Access | Times Cited: 4
Volatility of volatility and leverage effect from options
Carsten Chong, Viktor Todorov
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105669-105669
Closed Access | Times Cited: 1
Informativeness of truncation in the options market
Geul Lee, Doojin Ryu, Li Yang
Finance research letters (2024), pp. 106490-106490
Closed Access | Times Cited: 1
SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks
Alessio Brini, Giacomo Toscano
International Journal of Forecasting (2024)
Open Access | Times Cited: 1
A Safe Haven Index
Dirk G. Baur, Thomas Dimpfl
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
Volatility of implied volatility and mergers and acquisitions
Sandra Betton, Nabil El Meslmani, Lorne N. Switzer
Journal of Corporate Finance (2022) Vol. 75, pp. 102243-102243
Closed Access | Times Cited: 3
Trade fragmentation and volatility-of-volatility networks
Cécile Bastidon, Fredj Jawadi
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101908-101908
Closed Access
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
Alessio Brini, Giacomo Toscano
SSRN Electronic Journal (2024)
Open Access
What Drives the Ambiguity about Stock Market Volatility in Europe? Insights from the V-VSTOXX
Stefan Albers, Paul L. Reiter
SSRN Electronic Journal (2024)
Closed Access
Identifying the number of latent factors of stochastic volatility models
Erindi Allaj, Maria Elvira Mancino, Simona Sanfelici
Decisions in Economics and Finance (2024)
Open Access
A Business Cycle Capital Asset Pricing Model
Wai Man Tse
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Uncertainty of Put-Call Parity Violation and Option Returns
Chun Liu, Tianyu Wang, Yintian Wang, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Identifying the Number of Latent Factors of Stochastic Volatility Models
Erindi Allaj, Maria Elvira Mancino, Simona Sanfelici
SSRN Electronic Journal (2023)
Closed Access
Volatility of Volatility and Leverage Effect from Options
Carsten Chong, Viktor Todorov
arXiv (Cornell University) (2023)
Open Access
Business-Cycle Macroeconomics in an Asset Pricing Financial Economy
Wai Man Tse
SSRN Electronic Journal (2020)
Closed Access
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