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:
An anatomy of the market return
Paul Schneider
Journal of Financial Economics (2018) Vol. 132, Iss. 2, pp. 325-350
Closed Access | Times Cited: 33
Paul Schneider
Journal of Financial Economics (2018) Vol. 132, Iss. 2, pp. 325-350
Closed Access | Times Cited: 33
Showing 26-50 of 33 citing articles:
The Conditional Expected Market Return
Fousseni Chabi-Yo, Johnathan Loudis
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
Fousseni Chabi-Yo, Johnathan Loudis
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 1
SVR Modeling and Parameter Optimization for Financial Time Series Forecasting
Dahai Huang
2021 IEEE Conference on Telecommunications, Optics and Computer Science (TOCS) (2022), pp. 1126-1130
Closed Access | Times Cited: 1
Dahai Huang
2021 IEEE Conference on Telecommunications, Optics and Computer Science (TOCS) (2022), pp. 1126-1130
Closed Access | Times Cited: 1
Never a Dull Moment: Entropy Risk in Commodity Markets
Fousseni Chabi-Yo, Hitesh Doshi, Virgilio Zurita
SSRN Electronic Journal (2018)
Closed Access
Fousseni Chabi-Yo, Hitesh Doshi, Virgilio Zurita
SSRN Electronic Journal (2018)
Closed Access
Craving for Financial Returns? Empirical Evidence from the Laboratory and the Field
Élise Payzan-LeNestour, James Doran
SSRN Electronic Journal (2020)
Closed Access
Élise Payzan-LeNestour, James Doran
SSRN Electronic Journal (2020)
Closed Access
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
Ana González‐Urteaga, Belén Nieto, Gonzalo Rubio
Quantitative Finance (2020) Vol. 21, Iss. 5, pp. 713-727
Open Access
Ana González‐Urteaga, Belén Nieto, Gonzalo Rubio
Quantitative Finance (2020) Vol. 21, Iss. 5, pp. 713-727
Open Access
Are Index Option Returns Priced In The Stock Market? — New Insights From Factor Decompositions
SSRN Electronic Journal (2020)
Closed Access
SSRN Electronic Journal (2020)
Closed Access
Essays on asset pricing, investor preferences, and derivative markets
Joren Koëter
Other publications TiSEM (2021)
Closed Access
Joren Koëter
Other publications TiSEM (2021)
Closed Access
