Open Access Helper

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:

Does the volatility of volatility risk forecast future stock returns?
Ruijun Bu, Xi Fu, Fredj Jawadi
Journal of International Financial Markets Institutions and Money (2019) Vol. 61, pp. 16-36
Closed Access | Times Cited: 9

Showing 9 citing articles:

Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick
Zhifeng Dai, Haoyang Zhu, Xiaoming Chang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access | Times Cited: 4
Price volatility in the carbon market in China
Jingye Lyu, Ming Cao, Kuang Wu, et al.
Journal of Cleaner Production (2020) Vol. 255, pp. 120171-120171
Open Access | Times Cited: 91
The fear of fear in the US stock market: Changing characteristics of the VVIX
Stefan Albers
Finance research letters (2023) Vol. 55, pp. 103926-103926
Closed Access | Times Cited: 4
Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge
Qing Zhu, Jianhua Che, Shan Liu
Physica A Statistical Mechanics and its Applications (2024) Vol. 654, pp. 130159-130159
Closed Access | Times Cited: 1
Global predictive power of the upside and downside variances of the U.S. equity market
Yahua Xu, Xiao Jun, Liguo Zhang
Economic Modelling (2020) Vol. 93, pp. 605-619
Closed Access | Times Cited: 9
Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test
Elie Bouri, Rangan Gupta, Clement Kyei, et al.
The Quarterly Review of Economics and Finance (2021) Vol. 82, pp. 200-206
Open Access | Times Cited: 6
Multifractal characteristics and return predictability in the Chinese stock markets
Xin-Lan Fu, Xing-Lu Gao, Zheng Shan, et al.
Annals of Operations Research (2023)
Closed Access | Times Cited: 2
Trade fragmentation and volatility-of-volatility networks
Cécile Bastidon, Fredj Jawadi
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101908-101908
Closed Access
Does IFRS convergence affect earnings quality and market volatility?
Rasha Elbolok, Sara Elghateet, Engy ElHawary
Corporate and Business Strategy Review (2022) Vol. 3, Iss. 1, pp. 64-84
Open Access | Times Cited: 2
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