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:

Net Buying Pressure and Option Informed Trading
Chao‐Chun Chen, Shih‐Hua Wang
Journal of Futures Markets (2016) Vol. 37, Iss. 3, pp. 238-259
Closed Access | Times Cited: 13

Showing 13 citing articles:

Net buying pressure and the information in bitcoin option trades
Carol Alexander, Jun Deng, Jianfen Feng, et al.
Journal of Financial Markets (2022) Vol. 63, pp. 100764-100764
Open Access | Times Cited: 23

Does vega-neutral options trading contain information?
Jaeram Lee, Doojin Ryu, Heejin Yang
Journal of Empirical Finance (2021) Vol. 62, pp. 294-314
Closed Access | Times Cited: 26

The impact of net buying pressure on index options prices
Doojin Ryu, Doowon Ryu, Heejin Yang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 27-45
Closed Access | Times Cited: 27

Informed options trading around holidays
Doojin Ryu, Jinyoung Yu
Journal of Futures Markets (2021) Vol. 41, Iss. 5, pp. 658-685
Closed Access | Times Cited: 22

Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective
Shailesh Rastogi, Chaitaly Athaley
Journal of risk and financial management (2019) Vol. 12, Iss. 2, pp. 98-98
Open Access | Times Cited: 12

Net Buying Pressure and the Information in Bitcoin Option Trades
Carol Alexander, Jun Deng, Jianfen Feng, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 9

Show me the money: Option moneyness concentration and future stock returns
Kelley Bergsma Lovelace, Vivien Csapi, Dean Diavatopoulos, et al.
Journal of Futures Markets (2019) Vol. 40, Iss. 5, pp. 761-775
Closed Access | Times Cited: 9

Intraday option price changes and net buying pressure
Doojin Ryu, Heejin Yang
Applied Economics Letters (2020) Vol. 29, Iss. 4, pp. 292-297
Closed Access | Times Cited: 8

Investors’ net buying pressure and implied volatility dynamics
Doojin Ryu, Robert I. Webb, Heejin Yang, et al.
Borsa Istanbul Review (2021) Vol. 22, Iss. 4, pp. 627-640
Open Access | Times Cited: 7

Informational role of futures volume for spot volatility
Shailesh Rastogi, Vikas Tripathi, Sunaina Kuknor
Pacific Accounting Review (2021) Vol. 34, Iss. 1, pp. 49-69
Closed Access | Times Cited: 6

Decomposing the Options Order Imbalance: Arbitrage and Informed Trades
Jaeram Lee, Doojin Ryu, Heejin Yang, et al.
(2023)
Closed Access

B: Financial Instruments and Markets

World Banking Abstracts (2017) Vol. 34, Iss. 3, pp. 171-180
Closed Access

Net Buying Pressure and Informed Trading in the Options Market: Evidence from Earnings Announcements
Ihsan Badshah, Hardjo Koerniadi
Journal of risk and financial management (2022) Vol. 15, Iss. 2, pp. 53-53
Open Access

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