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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:

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

Showing 1-25 of 128 citing articles:

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: 102
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: 95
Option Return Predictability
Xintong Zhan, Bing Han, Jie Cao, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1394-1442
Open Access | Times Cited: 85
Option Pricing of Earnings Announcement Risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 2, pp. 646-687
Open Access | Times Cited: 78
Ambiguity about volatility and investor behavior
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 277-296
Closed Access | Times Cited: 43
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
Why Does Volatility Uncertainty Predict Equity Option Returns?
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
Quarterly Journal of Finance (2023) Vol. 13, Iss. 01
Open Access | Times Cited: 14
Volatility-of-volatility and the cross-section of option returns
Xinfeng Ruan
Journal of Financial Markets (2019) Vol. 48, pp. 100492-100492
Closed Access | Times Cited: 38
Voluntary Tax Forecasts as a Signal of Future Firm Performance
Erik Beardsley, Yifei Huang, Stefan Richter, et al.
SSRN Electronic Journal (2025)
Closed Access
Competence and ambiguity aversion of heterogeneous investors
Christine W. Lai, Donald Lien, Shih‐Chuan Tsai
Pacific-Basin Finance Journal (2025), pp. 102678-102678
Closed Access
The idiosyncratic volatility of volatility effect in the A-Share Market: An Interpretation based on heterogeneous variance beliefs
Zhijun Hu, Xiang Gao, Aifan Ling
Finance research letters (2025), pp. 106851-106851
Closed Access
Firm Policies and Uncertainty About Risk
Adam C. Harper, Yilun Lu, Sumit Tembhurne
Journal of risk and financial management (2025) Vol. 18, Iss. 2, pp. 96-96
Open Access
A Forward-Looking Index on Investor-Perceived Ambiguity
Shuming Lu
(2025)
Closed Access
Uncertainty Spillovers from Advanced, Emerging, and Low-income Economies and Firm-level Stock Returns in Vietnam: Does State Ownership Matter?
H. Nguyen, Ho Hoang Gia Bao, Hoang Phong Le, et al.
Journal of Open Innovation Technology Market and Complexity (2025), pp. 100509-100509
Open Access
Estimating volatility-of-volatility: A comparative analysis
Jianglei Yuan, Dehong Liu, Carl R. Chen, et al.
Economics Letters (2025), pp. 112298-112298
Closed Access
Tail risk and expected stock returns around the world
Huaigang Long, Yanjian Zhu, Lifang Chen, et al.
Pacific-Basin Finance Journal (2019) Vol. 56, pp. 162-178
Closed Access | Times Cited: 28
Ambiguity and private investors’ behavior after forced fund liquidations
Steffen Meyer, Charline Uhr
Journal of Financial Economics (2024) Vol. 156, pp. 103849-103849
Open Access | Times Cited: 3
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management
Shouyu Yao, Xiaochen Xie, Sabri Boubaker, et al.
British Journal of Management (2023) Vol. 35, Iss. 1, pp. 137-155
Closed Access | Times Cited: 8
Is Firm-Level Political Risk Priced in the Equity Option Market?
Thang Ho, Anastasios Kagkadis, George Wang
The Review of Asset Pricing Studies (2023) Vol. 14, Iss. 1, pp. 153-195
Open Access | Times Cited: 7
Understanding uncertainty dimensions and Internet stock trading service in China from a social cognitive perspective
Safeer Ullah Khan, Xiangdong Liu, Cheng Liu, et al.
Information Technology and People (2020) Vol. 34, Iss. 2, pp. 812-834
Closed Access | Times Cited: 17
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Volatility Uncertainty and the Cross-Section of Option Returns
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 18
Differences in options investors’ expectations and the cross-section of stock returns
Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip, et al.
Journal of Banking & Finance (2018) Vol. 94, pp. 315-336
Open Access | Times Cited: 18
Uncertainty and the volatility forecasting power of option‐implied volatility
Byounghyun Jeon, Sung Won Seo, Jun Sik Kim
Journal of Futures Markets (2020) Vol. 40, Iss. 7, pp. 1109-1126
Closed Access | Times Cited: 15
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