
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:
Stock Return Extrapolation, Option Prices, and Variance Risk Premium
Adem Atmaz
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1348-1393
Closed Access | Times Cited: 23
Adem Atmaz
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1348-1393
Closed Access | Times Cited: 23
Showing 23 citing articles:
Lockdowns and Leverage: Option Pricing during the Covid Pandemic
Junbo L. Wang, Christopher S. Jones, Yuanyi Zhang
SSRN Electronic Journal (2025)
Closed Access
Junbo L. Wang, Christopher S. Jones, Yuanyi Zhang
SSRN Electronic Journal (2025)
Closed Access
Stock Return Extrapolation, Momentum, and Option Prices
Hung‐Wen Cheng, Chiao-Wen Wang
SSRN Electronic Journal (2025)
Closed Access
Hung‐Wen Cheng, Chiao-Wen Wang
SSRN Electronic Journal (2025)
Closed Access
Investor sentiment or information content? A simple test for investor sentiment proxies
Geul Lee, Doojin Ryu
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102222-102222
Closed Access | Times Cited: 3
Geul Lee, Doojin Ryu
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102222-102222
Closed Access | Times Cited: 3
Risk appetite and option prices: Evidence from the Chinese SSE50 options market
Qing Liu, Shouyang Wang, Cong Sui
International Review of Financial Analysis (2023) Vol. 86, pp. 102541-102541
Closed Access | Times Cited: 4
Qing Liu, Shouyang Wang, Cong Sui
International Review of Financial Analysis (2023) Vol. 86, pp. 102541-102541
Closed Access | Times Cited: 4
Extrapolative Market Participation
Wanbin Pan, Zhiwei Su, Huijun Wang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 10
Wanbin Pan, Zhiwei Su, Huijun Wang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 10
Extrapolation and Risk-Return Trade-offs
Qi Liu, Su Zhiwei, Huijun Wang, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 7
Qi Liu, Su Zhiwei, Huijun Wang, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 7
Extrapolative asset pricing
Kai Li, Jun Liu
Journal of Economic Theory (2023) Vol. 210, pp. 105651-105651
Closed Access | Times Cited: 3
Kai Li, Jun Liu
Journal of Economic Theory (2023) Vol. 210, pp. 105651-105651
Closed Access | Times Cited: 3
Heterogenous beliefs with sentiments and asset pricing
Hailong Wang, Duni Hu
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101824-101824
Closed Access | Times Cited: 4
Hailong Wang, Duni Hu
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101824-101824
Closed Access | Times Cited: 4
Analysts’ extrapolative expectations in the cross-section
Andreas Oesinghaus
Journal of Economics and Business (2024) Vol. 130, pp. 106174-106174
Open Access
Andreas Oesinghaus
Journal of Economics and Business (2024) Vol. 130, pp. 106174-106174
Open Access
Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy
Hailong Wang, Duni Hu
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102143-102143
Closed Access
Hailong Wang, Duni Hu
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102143-102143
Closed Access
Extrapolative Beliefs in Residential Real Estate Investments
Yang Shi, Garry J. Twite, Wayne Xinwei Wan, et al.
(2024)
Closed Access
Yang Shi, Garry J. Twite, Wayne Xinwei Wan, et al.
(2024)
Closed Access
Extrapolation beyond peers: An asset pricing perspective
Guohao Tang, Yiyong Wu, Guanyu Lou
Journal of International Money and Finance (2024) Vol. 148, pp. 103153-103153
Closed Access
Guohao Tang, Yiyong Wu, Guanyu Lou
Journal of International Money and Finance (2024) Vol. 148, pp. 103153-103153
Closed Access
Implied volatility curve: an empirical study on Chinese SSE 50 ETF options
Cong Sui, Wenjun Wang, Enmao Liu
Applied Economics (2024), pp. 1-19
Closed Access
Cong Sui, Wenjun Wang, Enmao Liu
Applied Economics (2024), pp. 1-19
Closed Access
A novel HAR-type realized volatility forecasting model using graph neural network
Nan Hu, Xuebao Yin, Yuhang Yao
International Review of Financial Analysis (2024), pp. 103881-103881
Closed Access
Nan Hu, Xuebao Yin, Yuhang Yao
International Review of Financial Analysis (2024), pp. 103881-103881
Closed Access
The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX
Bogdan Dima, Ştefana Maria Dima, Roxana Ioan
Journal of International Financial Markets Institutions and Money (2024) Vol. 98, pp. 102084-102084
Open Access
Bogdan Dima, Ştefana Maria Dima, Roxana Ioan
Journal of International Financial Markets Institutions and Money (2024) Vol. 98, pp. 102084-102084
Open Access
A New Firm-level Investor Sentiment
Guohao Tang, Yiyong Wu, Fuwei Jiang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Guohao Tang, Yiyong Wu, Fuwei Jiang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Extrapolation in China’s Stock Market: Returns, Price Crash Risk and Price Informativeness
Siyuan Yang, Siyang Li
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Siyuan Yang, Siyang Li
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Volatility Disagreement and Equilibrium Volatility Trading
Adem Atmaz, Andrea M Buffa
SSRN Electronic Journal (2023)
Closed Access
Adem Atmaz, Andrea M Buffa
SSRN Electronic Journal (2023)
Closed Access
Firm-Level Investor Sentiment and Stock Returns
Guohao Tang, Yiyong Wu, Fuwei Jiang
(2023)
Closed Access
Guohao Tang, Yiyong Wu, Fuwei Jiang
(2023)
Closed Access
Forecasting oil prices with penalized regressions, variance risk premia and Google data
Maria Lycheva, Alexey Mironenkov, A. N. Kurbatskii, et al.
Applied Econometrics (2022) Vol. 68, Iss. 4, pp. 28-49
Open Access
Maria Lycheva, Alexey Mironenkov, A. N. Kurbatskii, et al.
Applied Econometrics (2022) Vol. 68, Iss. 4, pp. 28-49
Open Access
Volatility Risks Implied From Short Term VIX Futures
Guanglian Hu, Rui Liu
SSRN Electronic Journal (2022)
Closed Access
Guanglian Hu, Rui Liu
SSRN Electronic Journal (2022)
Closed Access
Extrapolative Bias and Chinese Stocks
Guohao Tang, Yiyong Wu, Guanyu Lou
SSRN Electronic Journal (2022)
Closed Access
Guohao Tang, Yiyong Wu, Guanyu Lou
SSRN Electronic Journal (2022)
Closed Access