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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 smiling bear in the equity options market and the cross‐section of stock returns
Haehean Park, Baeho Kim, Hyeongsop Shim
Journal of Futures Markets (2019) Vol. 39, Iss. 11, pp. 1360-1382
Closed Access | Times Cited: 5

Showing 5 citing articles:

Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Martin Wallmeier
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 854-875
Open Access | Times Cited: 1
Option‐implied moments and the cross‐section of stock returns
Lykourgos Alexiou, Leonidas Rompolis
Journal of Futures Markets (2021) Vol. 42, Iss. 4, pp. 668-691
Closed Access | Times Cited: 3
Informed options trading on the implied volatility surface: A cross‐sectional approach
Baeho Kim, Da‐Hea Kim, Haehean Park
Journal of Futures Markets (2019) Vol. 40, Iss. 5, pp. 776-803
Closed Access | Times Cited: 2
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach
Sudarshan Kumar, Sobhesh Kumar Agarwalla, Jayanth R. Varma, et al.
Journal of Futures Markets (2023) Vol. 43, Iss. 11, pp. 1615-1644
Closed Access
Quality Issues of Implied Volatilities of Index and Stock Options in the OptionMetrics IvyDB Database
Martin Wallmeier
SSRN Electronic Journal (2022)
Closed Access
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