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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:

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

Showing 1-25 of 53 citing articles:

Volatility-of-Volatility Risk
Darien Huang, Christian Schlag, Ivan Shaliastovich, et al.
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 6, pp. 2423-2452
Open Access | Times Cited: 84
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
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
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
Estimating volatility-of-volatility: A comparative analysis
Jianglei Yuan, Dehong Liu, Carl R. Chen, et al.
Economics Letters (2025), pp. 112298-112298
Closed Access
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
Volatility-of-Volatility Risk in Asset Pricing
Te‐Feng Chen, Tarun Chordia, San‐Lin Chung, et al.
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 1, pp. 289-335
Closed Access | Times Cited: 19
Volatility of volatility and leverage effect from options
Carsten Chong, Viktor Todorov
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105669-105669
Closed Access | Times Cited: 2
The impact of COVID-19 on stock returns of listed firms on the stock market: Ghana's experience
Kenneth Ofori‐Boateng, Williams Ohemeng, Elvis Kwame Agyapong, et al.
African Journal of Economic and Management Studies (2021) Vol. 13, Iss. 1, pp. 136-146
Closed Access | Times Cited: 15
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
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
The memory of stock return volatility: Asset pricing implications
Duc Binh Benno Nguyen, Marcel Prokopczuk, Philipp Sibbertsen
Journal of Financial Markets (2019) Vol. 47, pp. 100487-100487
Open Access | Times Cited: 15
The Volatility-of-Volatility Term Structure
Nicole Branger, Hendrik Hülsbusch, Alexander Kraftschik
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 13
Probability Distortions, Collectivism, and International Stock Prices
Fabian Hollstein, Vulnet Sejdiu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 12
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
Dynamic currency hedging with non-Gaussianity and ambiguity
Paweł Polak, Urban Ulrych
Quantitative Finance (2024) Vol. 24, Iss. 2, pp. 305-327
Open Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Beta uncertainty
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Journal of Banking & Finance (2020) Vol. 116, pp. 105834-105834
Open Access | Times Cited: 10
Anomalies in Commodity Futures Markets
Fabian Hollstein, Marcel Prokopczuk, Björn Tharann
Quarterly Journal of Finance (2021) Vol. 11, Iss. 04
Open Access | Times Cited: 9
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
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
Asset prices and “the devil(s) you know”
Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk
Journal of Banking & Finance (2019) Vol. 105, pp. 20-35
Open Access | Times Cited: 6
Stock prices, uncertainty and risks: Evidence from developing and advanced economies
Mary Elena Sánchez Gabarre
European Journal of Government and Economics (2020) Vol. 9, Iss. 3, pp. 265-279
Open Access | Times Cited: 6
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