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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:

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
Andrea Buraschi, Fabio Trojani, Andrea Vedolin
The Journal of Finance (2013) Vol. 69, Iss. 1, pp. 101-137
Closed Access | Times Cited: 198

Showing 1-25 of 198 citing articles:

Correlation Risk and Optimal Portfolio Choice
Andrea Buraschi, Paolo Porchia, Fabio Trojani
The Journal of Finance (2010) Vol. 65, Iss. 1, pp. 393-420
Open Access | Times Cited: 254
Asset Prices with Heterogeneity in Preferences and Beliefs
Harjoat Singh Bhamra, Raman Uppal
Review of Financial Studies (2013) Vol. 27, Iss. 2, pp. 519-580
Closed Access | Times Cited: 223
Volatility risk premia and exchange rate predictability
Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno
Journal of Financial Economics (2016) Vol. 120, Iss. 1, pp. 21-40
Open Access | Times Cited: 178
Risk, Uncertainty, and Expected Returns
Turan G. Bali, Hao Zhou
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 3, pp. 707-735
Open Access | Times Cited: 172
Why Does Return Predictability Concentrate in Bad Times?
Julien Cujean, Michael Hasler
The Journal of Finance (2017) Vol. 72, Iss. 6, pp. 2717-2758
Closed Access | Times Cited: 148
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 137
The Puzzle of Index Option Returns
George M. Constantinides, Jens Carsten Jackwerth, Alexi Savov
The Review of Asset Pricing Studies (2013) Vol. 3, Iss. 2, pp. 229-257
Open Access | Times Cited: 124
Average skewness matters
Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 29-47
Closed Access | Times Cited: 120
International correlation risk
Philippe Mueller, Andreas Stathopoulos, Andrea Vedolin
Journal of Financial Economics (2017) Vol. 126, Iss. 2, pp. 270-299
Open Access | Times Cited: 112
Does oil and gold price uncertainty matter for the stock market?
Dennis Bams, Gildas Blanchard, Iman Honarvar, et al.
Journal of Empirical Finance (2017) Vol. 44, pp. 270-285
Open Access | Times Cited: 97
Volatility of aggregate volatility and hedge fund returns
Vikas Agarwal, Yakup Eser Arısoy, Narayan Y. Naik
Journal of Financial Economics (2017) Vol. 125, Iss. 3, pp. 491-510
Open Access | Times Cited: 94
Explaining the negative returns to volatility claims: An equilibrium approach
Bjørn Eraker, Yue Wu
Journal of Financial Economics (2017) Vol. 125, Iss. 1, pp. 72-98
Closed Access | Times Cited: 89
When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns
Andrea Buraschi, Robert Kosowski, Fabio Trojani
Review of Financial Studies (2013) Vol. 27, Iss. 2, pp. 581-616
Closed Access | Times Cited: 91
Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65
The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms
Nicholas Apergis, Chi Keung Marco Lau, Bing Xu
International Review of Financial Analysis (2023) Vol. 90, pp. 102847-102847
Closed Access | Times Cited: 17
Volatility and Expected Option Returns
Guanglian Hu, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 1025-1060
Closed Access | Times Cited: 50
Commodity correlation risk
Joseph P. Byrne, Ryuta Sakemoto
Journal of commodity markets (2025), pp. 100473-100473
Closed Access
When There is No Place to Hide - Correlation Risk and the Cross-Section of Hedge Fund Returns
Andrea Buraschi, Robert Kosowski, Fabio Trojani
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 48
The cross-sectional variation of volatility risk premia
Ana González‐Urteaga, Gonzalo Rubio
Journal of Financial Economics (2015) Vol. 119, Iss. 2, pp. 353-370
Open Access | Times Cited: 44
Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model*
Paolo Gorgi, Peter Reinhard Hansen, P. Janus, et al.
Journal of Financial Econometrics (2018) Vol. 17, Iss. 1, pp. 1-32
Open Access | Times Cited: 44
Internet finance investor sentiment and return comovement
Rongda Chen, Jingjing Yu, Chenglu Jin, et al.
Pacific-Basin Finance Journal (2019) Vol. 56, pp. 151-161
Closed Access | Times Cited: 35
Learning, confidence, and option prices
Ivan Shaliastovich
Journal of Econometrics (2015) Vol. 187, Iss. 1, pp. 18-42
Closed Access | Times Cited: 37
Macro Uncertainty and Currency Premia
Pasquale Della Corte, Aleksejs Krecetovs
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 35
Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles
Daniel Andrei, Bruce Carlin, Michael Hasler
Management Science (2018) Vol. 65, Iss. 6, pp. 2900-2923
Closed Access | Times Cited: 34
Differences of Opinion, Endogenous Liquidity, and Asset Prices
Emilio Osambela
Review of Financial Studies (2015) Vol. 28, Iss. 7, pp. 1914-1959
Closed Access | Times Cited: 34
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