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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:

The Price of the Smile and Variance Risk Premia
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 19

Showing 19 citing articles:

The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 662-678
Open Access | Times Cited: 77
(Almost) Model‐Free Recovery
Paul Schneider, Fabio Trojani
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 323-370
Closed Access | Times Cited: 70
Does variance risk have two prices? Evidence from the equity and option markets
Laurent Barras, Aytek Malkhozov
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 79-92
Open Access | Times Cited: 65
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
Mathieu Fournier, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 4, pp. 1117-1162
Closed Access | Times Cited: 28
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets
Chris Bardgett, Elise Gourier, Markus Leippold
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 19
The leverage effect and the basket-index put spread
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2018) Vol. 131, Iss. 1, pp. 186-205
Closed Access | Times Cited: 15
Beta Risk in the Cross-Section of Equities
Ali Boloorforoosh, Peter Christoffersen, Mathieu Fournier, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 9, pp. 4318-4366
Closed Access | Times Cited: 14
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets
Chris Bardgett, Elise Gourier, Markus Leippold
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 13
Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations*
Simon Scheidegger, Adrien Treccani
Journal of Financial Econometrics (2018) Vol. 19, Iss. 2, pp. 258-290
Closed Access | Times Cited: 11
Divergence and the Price of Uncertainty
Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 7
The risk premium that never was: A fair value explanation of the volatility spread
Richard McGee, Frank McGroarty
European Journal of Operational Research (2017) Vol. 262, Iss. 1, pp. 370-380
Open Access | Times Cited: 7
Bad volatility is not always bad: evidence from the commodity markets
Ivan Indriawan, Donald Lien, Tai‐Yong Roh, et al.
Applied Economics (2020) Vol. 52, Iss. 40, pp. 4384-4402
Closed Access | Times Cited: 6
Short-run risk, business cycle, and the value premium
Yunhao He, Markus Leippold
Journal of Economic Dynamics and Control (2020) Vol. 120, pp. 103993-103993
Open Access | Times Cited: 5
Dynamics of variance risk premia: A new model for disentangling the price of risk
Jeroen V.K. Rombouts, Lars Stentoft, Francesco Violante
Journal of Econometrics (2019) Vol. 217, Iss. 2, pp. 312-334
Open Access | Times Cited: 4
Variance swap payoffs, risk premia and extreme market conditions
Jeroen V.K. Rombouts, Lars Stentoft, Francesco Violante
Econometrics and Statistics (2019) Vol. 13, pp. 106-124
Open Access | Times Cited: 3
Informative option portfolios in filter design for option pricing models
Piotr Orłowski
Quantitative Finance (2021) Vol. 21, Iss. 6, pp. 945-965
Closed Access | Times Cited: 3
The Timing of Option Returns
Adriano Tosi, Alexandre Ziegler
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 2
Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations
Simon Scheidegger, Adrien Treccani
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Risk Premiums and VIX Derivatives Pricing

SSRN Electronic Journal (2018)
Closed Access
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