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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:

The VIX Premium
Ing-Haw Cheng
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 180-227
Closed Access | Times Cited: 96

Showing 1-25 of 96 citing articles:

The Time Variation in Risk Appetite and Uncertainty
Geert Bekaert, Eric Engström, Nancy R. Xu
Management Science (2021) Vol. 68, Iss. 6, pp. 3975-4004
Open Access | Times Cited: 282
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1055-1096
Closed Access | Times Cited: 75
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
The Journal of Finance (2025)
Open Access | Times Cited: 2
Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic
Ing-Haw Cheng
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 4, pp. 635-668
Open Access | Times Cited: 63
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
Estimating volatility-of-volatility: A comparative analysis
Jianglei Yuan, D. Liu, Carl R. Chen, et al.
Economics Letters (2025), pp. 112298-112298
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
On the Nature of (Jump) Skewness Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
Management Science (2023) Vol. 70, Iss. 2, pp. 1154-1174
Closed Access | Times Cited: 10
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
SSRN Electronic Journal (2019)
Open Access | Times Cited: 28
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
Mathieu Fournier, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 4, pp. 1117-1162
Closed Access | Times Cited: 27
The Implied Equity Premium
Paul C. Tetlock
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
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
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
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Luccas Assis Attílio, André Varella Mollick
Energy Economics (2024) Vol. 135, pp. 107643-107643
Closed Access | Times Cited: 2
The Time Variation in Risk Appetite and Uncertainty
Geert Bekaert, Eric Engström, Nancy R. Xu
SSRN Electronic Journal (2017)
Open Access | Times Cited: 23
Financial Markets with Trade on Risk and Return
Kevin Smith
Review of Financial Studies (2019) Vol. 32, Iss. 10, pp. 4042-4078
Closed Access | Times Cited: 20
Volatility as an asset class: Holding VIX in a portfolio
James Doran
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 841-859
Closed Access | Times Cited: 16
Trader positions in VIX futures
Yu‐Lun Chen, J. Jimmy Yang
Journal of Empirical Finance (2021) Vol. 61, pp. 1-17
Closed Access | Times Cited: 13
The lead–lag relation between VIX futures and SPX futures
Christine Bangsgaard, Thomas Kokholm
Journal of Financial Markets (2023) Vol. 67, pp. 100851-100851
Open Access | Times Cited: 5
Cryptocurrency Momentum and VIX premium
Hsuan‐Ling Chang, Wei-Ying Nie, Li-Han Chang, et al.
Finance research letters (2023) Vol. 57, pp. 104196-104196
Closed Access | Times Cited: 5
VIX option‐implied volatility slope and VIX futures returns
Jungah Yoon, Xinfeng Ruan, Jin E. Zhang
Journal of Futures Markets (2022) Vol. 42, Iss. 6, pp. 1002-1038
Open Access | Times Cited: 8
Information warfare: Analyzing COVID-19 news and its economic fallout in the US
Partha Gangopadhyay, Narasingha Das, Satish Kumar, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102343-102343
Closed Access | Times Cited: 1
Forecasting International Stock Market Variances
Geert Bekaert, Nancy R. Xu, Tiange Ye
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Asymmetric Shocks of the COVID-19 Pandemic on the Australian Stock Market: Evidence from Multiple Threshold Nonlinear ARDL (MTNARDL) Approach
Partha Gangopadhyay, Rudra P. Pradhan, Narasingha Das
International Economics (2024) Vol. 179, pp. 100533-100533
Closed Access | Times Cited: 1
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