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:

Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns
Martijn Cremers, Michael Halling, David Weinbaum
The Journal of Finance (2014) Vol. 70, Iss. 2, pp. 577-614
Open Access | Times Cited: 275

Showing 1-25 of 275 citing articles:

Carbon Tail Risk
Emirhan Ilhan, Zacharias Sautner, Grigory Vilkov
Review of Financial Studies (2020) Vol. 34, Iss. 3, pp. 1540-1571
Open Access | Times Cited: 588
Does realized skewness predict the cross-section of equity returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 135-167
Open Access | Times Cited: 456
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali, Scott Murray
Journal of Financial and Quantitative Analysis (2013) Vol. 48, Iss. 4, pp. 1145-1171
Open Access | Times Cited: 256
Pricing Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
Management Science (2023) Vol. 69, Iss. 12, pp. 7540-7561
Open Access | Times Cited: 137
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 100
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 147
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
Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 397-417
Open Access | Times Cited: 133
Unknown Unknowns: Uncertainty About Risk and Stock Returns
Guido Baltussen, Sjoerd van Bekkum, Bart van der Grient
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 4, pp. 1615-1651
Open Access | Times Cited: 128
Good and bad volatility spillovers: An asymmetric connectedness
Ahmed BenSaïda
Journal of Financial Markets (2018) Vol. 43, pp. 78-95
Closed Access | Times Cited: 124
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
Firm-level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 100
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
Hedging macroeconomic and financial uncertainty and volatility
Ian Dew-Becker, Stefano Giglio, Bryan Kelly
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 23-45
Open Access | Times Cited: 65
Equity Volatility Term Structures and the Cross Section of Option Returns
Aurelio Vasquez
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2727-2754
Closed Access | Times Cited: 83
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66
Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65
The (in)efficiency of NYMEX energy futures: A multifractal analysis
LEONARDO H. S. FERNANDES, Fernando Henrique Antunes de Araujo, Igor Ézio Maciel Silva
Physica A Statistical Mechanics and its Applications (2020) Vol. 556, pp. 124783-124783
Closed Access | Times Cited: 60
Is the credit spread puzzle a myth?
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2020) Vol. 137, Iss. 2, pp. 297-319
Closed Access | Times Cited: 55
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
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches
Muhammad Mahmudul Karim, Najmul Haque Kawsar, Mohamed Ariff, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101532-101532
Closed Access | Times Cited: 33
Option Momentum
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, et al.
The Journal of Finance (2023) Vol. 78, Iss. 6, pp. 3141-3192
Closed Access | Times Cited: 20
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
M. Hashem Pesaran, Takashi Yamagata
Journal of Financial Econometrics (2023) Vol. 22, Iss. 2, pp. 407-460
Open Access | Times Cited: 18
How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
Page 1 - Next Page

Scroll to top