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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:

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

Showing 26-50 of 129 citing articles:

Inferring financial bubbles from option data
Robert A. Jarrow, Simon Kwok
Journal of Applied Econometrics (2021) Vol. 36, Iss. 7, pp. 1013-1046
Open Access | Times Cited: 16
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1808-1842
Closed Access | Times Cited: 12
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*
Maria Grith, Wolfgang Karl Härdle, Volker Krätschmer
Review of Finance (2016) Vol. 21, Iss. 1, pp. 269-298
Open Access | Times Cited: 19
Instantaneous squared VIX and VIX derivatives
Xingguo Luo, Jin E. Zhang, Wenjun Zhang
Journal of Futures Markets (2019) Vol. 39, Iss. 10, pp. 1193-1213
Closed Access | Times Cited: 19
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
Pricing Kernel Monotonicity and Conditional Information
Matthew Linn, Sophie Shive, Tyler Shumway
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 17
The information content of the implied volatility term structure on future returns
Yaw‐Huei Wang, Kuang‐Chieh Yen
European Financial Management (2017) Vol. 25, Iss. 2, pp. 380-406
Open Access | Times Cited: 17
NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
Zhenyu Cui, Justin Kirkby, Duy Nguyen
Econometric Theory (2019) Vol. 36, Iss. 2, pp. 250-291
Closed Access | Times Cited: 15
Using abnormal analyst coverage to unlock new evidence on stock price crash risk
Hasibul Chowdhury, Robert W. Faff, Khoa Hoang
Accounting and Finance (2020) Vol. 61, Iss. S1, pp. 1557-1588
Closed Access | Times Cited: 14
Pricing VIX options with realized volatility
Chen Tong, Zhuo Huang
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1180-1200
Closed Access | Times Cited: 12
Asymmetric Volatility Risk: Evidence from Option Markets*
Jens Carsten Jackwerth, Grigory Vilkov
Review of Finance (2018) Vol. 23, Iss. 4, pp. 777-799
Open Access | Times Cited: 14
VIX derivatives: Valuation models and empirical evidence
Chien-Ling Lo, Pai‐Ta Shih, Yaw‐Huei Wang, et al.
Pacific-Basin Finance Journal (2018) Vol. 53, pp. 1-21
Open Access | Times Cited: 13
Robust estimation of risk‐neutral moments
Manuel Ammann, Alexander Feser
Journal of Futures Markets (2019) Vol. 39, Iss. 9, pp. 1137-1166
Open Access | Times Cited: 12
Estimating a conditional density ratio model for asset returns and option demand
Jeroen Dalderop, Oliver B. Linton
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
Yifan Li, Ingmar Nolte, Manh Cuong Pham
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105748-105748
Open Access | Times Cited: 1
Asymmetric Volatility Risk: Evidence from Option Markets
Jens Carsten Jackwerth, Grigory Vilkov
SSRN Electronic Journal (2013)
Open Access | Times Cited: 12
Option valuation under no-arbitrage constraints with neural networks
Yi Cao, Xiaoquan Liu, Jia Zhai
European Journal of Operational Research (2020) Vol. 293, Iss. 1, pp. 361-374
Open Access | Times Cited: 11
Synthetic Options and Implied Volatility for the Corporate Bond Market
Steven Shu-Hsiu Chen, Hitesh Doshi, Sang Byung Seo
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1295-1325
Open Access | Times Cited: 7
A new representation of the risk-neutral distribution and its applications
Zhenyu Cui, Yuewu Xu
Quantitative Finance (2022) Vol. 22, Iss. 5, pp. 817-834
Closed Access | Times Cited: 7
Recovery Theorem with a Multivariate Markov Chain
Anthony J. Sanford
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 11
(Almost) Model-Free Recovery
Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Risk premia in electricity derivatives markets
Bernardina Algieri, Arturo Leccadito, Diana Tunaru
Energy Economics (2021) Vol. 100, pp. 105300-105300
Closed Access | Times Cited: 9
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
Closed Access | Times Cited: 9
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Ruijun Bu, Jie Cheng, Kaddour Hadri
Studies in Nonlinear Dynamics and Econometrics (2017) Vol. 21, Iss. 1
Closed Access | Times Cited: 9
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3

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