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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:

Variance Risk-Premium Dynamics: The Role of Jumps
Viktor Todorov
Review of Financial Studies (2009) Vol. 23, Iss. 1, pp. 345-383
Closed Access | Times Cited: 343

Showing 1-25 of 343 citing articles:

Tails, Fears, and Risk Premia
Tim Bollerslev, Viktor Todorov
The Journal of Finance (2011) Vol. 66, Iss. 6, pp. 2165-2211
Open Access | Times Cited: 791
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Bryan Kelly, Ľuboš Pástor, Pietro Veronesi
The Journal of Finance (2016) Vol. 71, Iss. 5, pp. 2417-2480
Open Access | Times Cited: 654
Uncertainty, Time‐Varying Fear, and Asset Prices
Itamar Drechsler
The Journal of Finance (2013) Vol. 68, Iss. 5, pp. 1843-1889
Closed Access | Times Cited: 412
Tail risk premia and return predictability
Tim Bollerslev, Viktor Todorov, Lai Xu
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 113-134
Open Access | Times Cited: 382
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Bryan Kelly, Ľuboš Pástor, Pietro Veronesi
(2014)
Open Access | Times Cited: 225
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures
Andrew J. Patton, Tarun Ramadorai
The Journal of Finance (2012) Vol. 68, Iss. 2, pp. 597-635
Closed Access | Times Cited: 216
Asymmetric Learning from Financial Information
Camelia M. Kuhnen
The Journal of Finance (2014) Vol. 70, Iss. 5, pp. 2029-2062
Open Access | Times Cited: 212
Volatility risk premia and exchange rate predictability
Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno
Journal of Financial Economics (2016) Vol. 120, Iss. 1, pp. 21-40
Open Access | Times Cited: 178
Risk, Uncertainty, and Expected Returns
Turan G. Bali, Hao Zhou
Journal of Financial and Quantitative Analysis (2016) Vol. 51, Iss. 3, pp. 707-735
Open Access | Times Cited: 173
Returns of claims on the upside and the viability of U-shaped pricing kernels☆
Gurdip Bakshi, Dilip B. Madan, George Panayotov
Journal of Financial Economics (2010) Vol. 97, Iss. 1, pp. 130-154
Closed Access | Times Cited: 184
Asymmetric Responses to Earnings News: A Case for Ambiguity
Christopher D. Williams
The Accounting Review (2014) Vol. 90, Iss. 2, pp. 785-817
Open Access | Times Cited: 153
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 140
Macroeconomic determinants of stock volatility and volatility premiums
Valentina Corradi, Walter Distaso, Antonio Mele
Journal of Monetary Economics (2012) Vol. 60, Iss. 2, pp. 203-220
Closed Access | Times Cited: 139
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Chris Bardgett, Elise Gourier, Markus Leippold
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 593-618
Open Access | Times Cited: 137
A tale of two option markets: Pricing kernels and volatility risk
Zhaogang Song, Dacheng Xiu
Journal of Econometrics (2015) Vol. 190, Iss. 1, pp. 176-196
Open Access | Times Cited: 129
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 124
Downside Variance Risk Premium*
Bruno Feunou, Mohammad R. Jahan‐Parvar, Cédric Okou
Journal of Financial Econometrics (2017) Vol. 16, Iss. 3, pp. 341-383
Open Access | Times Cited: 124
Estimation of Jump Tails
Tim Bollerslev, Viktor Todorov
Econometrica (2011) Vol. 79, Iss. 6, pp. 1727-1783
Closed Access | Times Cited: 120
Resolution of policy uncertainty and sudden declines in volatility
Dante Amengual, Dacheng Xiu
Journal of Econometrics (2017) Vol. 203, Iss. 2, pp. 297-315
Closed Access | Times Cited: 116
Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis
John W. Goodell, Richard McGee, Frank McGroarty
Journal of Banking & Finance (2019) Vol. 110, pp. 105684-105684
Open Access | Times Cited: 113
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Zhenyu Cui, Justin Kirkby, Duy Nguyen
European Journal of Operational Research (2017) Vol. 262, Iss. 1, pp. 381-400
Closed Access | Times Cited: 104
Quadratic variance swap models
Damir Filipović, Elise Gourier, Loriano Mancini
Journal of Financial Economics (2015) Vol. 119, Iss. 1, pp. 44-68
Open Access | Times Cited: 99
The VIX Premium
Ing-Haw Cheng
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 180-227
Closed Access | Times Cited: 96
Increased correlation among asset classes: Are volatility or jumps to blame, or both?
Yacine Aït‐Sahalia, Dacheng Xiu
Journal of Econometrics (2016) Vol. 194, Iss. 2, pp. 205-219
Closed Access | Times Cited: 94
Risk Premia and the VIX Term Structure
Travis L. Johnson
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2461-2490
Closed Access | Times Cited: 90
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