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:
Skewness risk premium: Theory and empirical evidence
Yuehao Lin, Thorsten Lehnert, Christian C. P. Wolff
International Review of Financial Analysis (2019) Vol. 63, pp. 174-185
Open Access | Times Cited: 19
Yuehao Lin, Thorsten Lehnert, Christian C. P. Wolff
International Review of Financial Analysis (2019) Vol. 63, pp. 174-185
Open Access | Times Cited: 19
Showing 19 citing articles:
Market risks that change US-European equity correlations
Ghulam Sarwar
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101731-101731
Open Access | Times Cited: 9
Ghulam Sarwar
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101731-101731
Open Access | Times Cited: 9
The return barrier and return timer option with pricing under Lévy processes
Justin Kirkby, Jean-Philippe Aguilar
Expert Systems with Applications (2023) Vol. 233, pp. 120920-120920
Closed Access | Times Cited: 6
Justin Kirkby, Jean-Philippe Aguilar
Expert Systems with Applications (2023) Vol. 233, pp. 120920-120920
Closed Access | Times Cited: 6
Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process
Khaldoun Khashanah, Majeed Simaan, Yusif Simaan
International Review of Financial Analysis (2022) Vol. 81, pp. 102068-102068
Closed Access | Times Cited: 9
Khaldoun Khashanah, Majeed Simaan, Yusif Simaan
International Review of Financial Analysis (2022) Vol. 81, pp. 102068-102068
Closed Access | Times Cited: 9
The financial conglomerate discount: Insights from stock return skewness
Silvia Bressan, Alex Weissensteiner
International Review of Financial Analysis (2021) Vol. 74, pp. 101662-101662
Open Access | Times Cited: 10
Silvia Bressan, Alex Weissensteiner
International Review of Financial Analysis (2021) Vol. 74, pp. 101662-101662
Open Access | Times Cited: 10
Sustainable risk preferences on asset allocation: a higher order optimal portfolio study
Antonio Díaz, Ana Escribano, Carlos Esparcia
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100887-100887
Open Access | Times Cited: 1
Antonio Díaz, Ana Escribano, Carlos Esparcia
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100887-100887
Open Access | Times Cited: 1
International portfolio allocation: The role of conditional higher moments
Trung H. Le
International Review of Economics & Finance (2020) Vol. 74, pp. 33-57
Closed Access | Times Cited: 9
Trung H. Le
International Review of Economics & Finance (2020) Vol. 74, pp. 33-57
Closed Access | Times Cited: 9
The determinants of stock–bond return correlations
Ghulam Sarwar
The Journal of Financial Research (2023) Vol. 46, Iss. 3, pp. 711-732
Open Access | Times Cited: 3
Ghulam Sarwar
The Journal of Financial Research (2023) Vol. 46, Iss. 3, pp. 711-732
Open Access | Times Cited: 3
Investor sentiment and skewness risk premium
Soumaya Yaakoubi
Applied Economics (2023) Vol. 56, Iss. 35, pp. 4194-4208
Closed Access | Times Cited: 3
Soumaya Yaakoubi
Applied Economics (2023) Vol. 56, Iss. 35, pp. 4194-4208
Closed Access | Times Cited: 3
The predictability of skewness risk premium on stock returns: Evidence from Chinese market
Zhongxin Ni, Linyu Wang
International Review of Economics & Finance (2023) Vol. 87, pp. 576-594
Closed Access | Times Cited: 2
Zhongxin Ni, Linyu Wang
International Review of Economics & Finance (2023) Vol. 87, pp. 576-594
Closed Access | Times Cited: 2
The use of option prices to assess the skewness risk premium
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Applied Economics (2020) Vol. 52, Iss. 55, pp. 6057-6074
Closed Access | Times Cited: 5
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Applied Economics (2020) Vol. 52, Iss. 55, pp. 6057-6074
Closed Access | Times Cited: 5
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market
Ahmet Şensoy, Süleyman Serdengeçti
International Review of Financial Analysis (2019) Vol. 68, pp. 101450-101450
Closed Access | Times Cited: 2
Ahmet Şensoy, Süleyman Serdengeçti
International Review of Financial Analysis (2019) Vol. 68, pp. 101450-101450
Closed Access | Times Cited: 2
The dynamic impacts of skewness on the risk–return relationship in the dry bulk spot freight rates and FFAs
Sun Xiao-lin, Jun Ma, Haifeng Guo, et al.
Applied Economics (2022) Vol. 55, Iss. 18, pp. 1991-2004
Closed Access | Times Cited: 2
Sun Xiao-lin, Jun Ma, Haifeng Guo, et al.
Applied Economics (2022) Vol. 55, Iss. 18, pp. 1991-2004
Closed Access | Times Cited: 2
A Parsimonious Approach for Higher-Order Moments in Portfolio Selection
Khaldoun Khashanah, Majeed Simaan, Yusif Simaan
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Khaldoun Khashanah, Majeed Simaan, Yusif Simaan
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Can Loss Aversion Explain the Stylized Facts of Implied Volatility?
Valeriy Zakamulin
SSRN Electronic Journal (2023)
Closed Access
Valeriy Zakamulin
SSRN Electronic Journal (2023)
Closed Access
Country risk components and financial asset markets interdependence: evidence from South Africa
Rethabile Nhlapho
(2023)
Open Access
Rethabile Nhlapho
(2023)
Open Access
The use of option prices in order to evaluate the skewness risk premium
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
(2018)
Closed Access
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
(2018)
Closed Access
Decomposed Higher-Moment Risk Premiums and Market Return Predictability
Julian Dörries
SSRN Electronic Journal (2020)
Closed Access
Julian Dörries
SSRN Electronic Journal (2020)
Closed Access
Higher moments anomaly: evidence from the Indian equity market
Asgar Ali, K. N. Badhani
Managerial Finance (2021) Vol. 47, Iss. 12, pp. 1693-1713
Closed Access
Asgar Ali, K. N. Badhani
Managerial Finance (2021) Vol. 47, Iss. 12, pp. 1693-1713
Closed Access
