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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:

Model-free volatility indexes in the financial literature: A review
María T. González-Pérez
International Review of Economics & Finance (2015) Vol. 40, pp. 141-159
Closed Access | Times Cited: 65

Showing 26-50 of 65 citing articles:

On profitability of volatility trading on S&P 500 equity index options: The role of trading frictions
Hui Hong, Hao‐Chang Sung, Jingjing Yang
International Review of Economics & Finance (2017) Vol. 55, pp. 295-307
Closed Access | Times Cited: 9
Bank stocks, risk factors, and tail behavior
Huan Yang, Jun Cai, Lin Huang, et al.
Journal of Empirical Finance (2021) Vol. 63, pp. 203-229
Closed Access | Times Cited: 7
Volatility Risk Premium, Return Predictability, and ESG Sentiment: Evidence from China’s Spots and Options’ Markets
Zhaohua Liu, Susheng Wang, Siyi Liu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 5
A varying coefficient approach to estimating hedonic housing price functions and their quantiles
Alan T. K. Wan, Shangyu Xie, Yong Zhou
Journal of Applied Statistics (2016) Vol. 44, Iss. 11, pp. 1979-1999
Open Access | Times Cited: 5
The Intraday Properties of the VIX and the VXO
Adrián Fernández-Pérez, Bart Frijns, Alireza Tourani‐Rad, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 5
Gold-mining stocks, risk factors, and tail patterns
Yiyi Qin, Jun Cai, James Wang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101823-101823
Closed Access | Times Cited: 2
Exploring the research landscape of implied volatility index: A bibliometric analysis
Shubham Jain, Suresh Kumar Mittal
Journal of Corporate Accounting & Finance (2023) Vol. 35, Iss. 1, pp. 325-336
Open Access | Times Cited: 2
Properties and the predictive power of implied volatility in the New Zealand dairy market
Adrián Fernández-Pérez, Bart Frijns, Ilnara Gafiatullina, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 5, pp. 612-631
Closed Access | Times Cited: 4
Pension Funds and Private Equity Real Estate: History, Performance, Pathologies, Risks
Timothy J. Riddiough
SSRN Electronic Journal (2020)
Open Access | Times Cited: 4
Is housing still the business cycle? Perhaps not.
Richard K. Green
Edward Elgar Publishing eBooks (2022), pp. 269-283
Closed Access | Times Cited: 3
Fear Connectedness Among Asset Classes
Julián Andrada Félix, Adrián Fernández-Pérez, Simón Sosvilla‐Rivero
SSRN Electronic Journal (2017)
Open Access | Times Cited: 3
Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective
Raquel López Garcí­a, Carlos Esparcia
International Review of Economics & Finance (2020) Vol. 71, pp. 32-54
Closed Access | Times Cited: 3
Which implied volatilities contain more information? Evidence from China
Linyu Wang, Yifan Ji, Zhongxin Ni
International Journal of Finance & Economics (2023) Vol. 29, Iss. 2, pp. 1896-1919
Closed Access | Times Cited: 1
The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations
Antônio Carlos Figueiredo, Ali M. Parhizgari, Brice V. Dupoyet
European Journal of Finance (2023) Vol. 29, Iss. 18, pp. 2128-2153
Closed Access | Times Cited: 1
VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Junting Liu, Qi Wang, Yuanyuan Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1189-1223
Closed Access
US Treasury Market Default Risk and Global Interbank Liquidity Risk
Simon Cottrell, Jinghua Lei, Yihong Ma, et al.
Borsa Istanbul Review (2024)
Open Access
Time connectedness of fear
Julián Andrada Félix, Adrián Fernández-Pérez, Fernando Fernández Rodríguez, et al.
Empirical Economics (2021) Vol. 62, Iss. 3, pp. 905-931
Closed Access | Times Cited: 3
The informational content of implied volatility: Application to the USD/JPY exchange rates
Qing Peng, Jie Li, Yu Zhao, et al.
Journal of Asian Economics (2021) Vol. 76, pp. 101363-101363
Closed Access | Times Cited: 3
Income inequality and house prices across US states
Edmond Berisha, John Meszaros, Rangan Gupta
The Quarterly Review of Economics and Finance (2022) Vol. 91, pp. 192-197
Open Access | Times Cited: 2
The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market
Bartosz Łamasz, Natalia Iwaszczuk
Energies (2020) Vol. 13, Iss. 20, pp. 5323-5323
Open Access | Times Cited: 2
Is the Renminbi a Safe Haven?
Rasmus Fatum, Yohei Yamamoto, Guozhong Zhu
Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers (2016) Vol. 2016, Iss. 276
Open Access | Times Cited: 1
Fragmentation in the European Monetary Union: Is it really over?
Bertrand Candelon, Angelo Luisi, Francesco Roccazzella
Journal of International Money and Finance (2021) Vol. 122, pp. 102545-102545
Closed Access | Times Cited: 2
Forward-looking information on growth and uncertainty implied by derivative securities: Evidence from an emerging market
Yu-Min Yen
International Review of Economics & Finance (2019) Vol. 62, pp. 240-266
Closed Access | Times Cited: 1
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Changfu Ma, Wei Xu, Yue Kuen Kwok
International Journal of Financial Engineering (2020) Vol. 07, Iss. 01, pp. 2050003-2050003
Closed Access | Times Cited: 1
Toward a Macroprudential Regulatory Framework for Mutual Funds
Christos Argyropoulos, Bertrand Candelon, Jean‐Baptiste Hasse, et al.
RePEc: Research Papers in Economics (2020)
Open Access | Times Cited: 1

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