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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 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

Showing 1-25 of 27 citing articles:

Whose sentiment explains implied volatility change and smile?
Doojin Ryu, Doowon Ryu, Heejin Yang
Finance research letters (2023) Vol. 55, pp. 103838-103838
Closed Access | Times Cited: 17
Do sentiment trades explain investor overconfidence around analyst recommendation revisions?
Karam Kim, Doojin Ryu, Jinyoung Yu
Research in International Business and Finance (2021) Vol. 56, pp. 101376-101376
Closed Access | Times Cited: 40
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
Does the world smile together? A network analysis of global index option implied volatilities
Jing Chen, Qian Han, Doojin Ryu, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101497-101497
Open Access | Times Cited: 17
Linear extrapolation and model-free option implied moments
Geul Lee, Doojin Ryu
Borsa Istanbul Review (2024) Vol. 24, pp. 88-106
Open Access | Times Cited: 3
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
Information contents of intraday SSE 50 ETF options trades
Xingguo Luo, Wenye Cai, Doojin Ryu
Journal of Futures Markets (2022) Vol. 42, Iss. 4, pp. 580-604
Closed Access | Times Cited: 14
Heterogeneous investor attention to climate risk: Evidence from a unique dataset
Hyejin Park, Minki Kim, Doojin Ryu
Investment Analysts Journal (2022) Vol. 51, Iss. 4, pp. 253-267
Closed Access | Times Cited: 14
Who pays the liquidity cost? Central bank announcements and adverse selection
Doojin Ryu, Robert I. Webb, Jinyoung Yu
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 904-924
Closed Access | Times Cited: 8
Insider trading and information asymmetry: Evidence from the Korea Exchange
Doojin Ryu, Heejin Yang, Jinyoung Yu
Emerging Markets Review (2021) Vol. 51, pp. 100847-100847
Closed Access | Times Cited: 19
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components
Doojin Ryu, Robert I. Webb, Jinyoung Yu
European Journal of Finance (2021) Vol. 28, Iss. 9, pp. 871-888
Closed Access | Times Cited: 16
Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity
Doojin Ryu, Jinyoung Yu
Journal of Futures Markets (2021) Vol. 42, Iss. 1, pp. 61-76
Closed Access | Times Cited: 14
Fear of missing out and market stability: A networked minority game approach
Daehyeon Park, Doojin Ryu, Robert I. Webb
Physica A Statistical Mechanics and its Applications (2023) Vol. 634, pp. 129420-129420
Closed Access | Times Cited: 5
Evolving roles of energy futures markets: A Survey
A. Kim, Doojin Ryu, Robert I. Webb
Borsa Istanbul Review (2024) Vol. 24, pp. 1-14
Open Access | Times Cited: 1
Global Risk Aversion: Driving Force of Future Real Economic Activity
Jinhwan Kim, Hoon Cho, Doojin Ryu
Journal of Forecasting (2024)
Open Access | Times Cited: 1
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
Price monotonicity violations during stock market crashes: Evidence from the SSE 50 ETF options market
Xingguo Luo, Doojin Ryu, Libin Tao, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 533-554
Closed Access | Times Cited: 3
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
Changes in the options contract size and arbitrage opportunities
Joonhyuk Song, Doojin Ryu, Jinyoung Yu
Journal of Futures Markets (2022) Vol. 43, Iss. 1, pp. 122-137
Closed Access | Times Cited: 4
Investor sentiment and market dynamics: Evidence from index futures markets
Heejin Yang
Investment Analysts Journal (2021) Vol. 50, Iss. 4, pp. 258-272
Closed Access | Times Cited: 5
Lever up! An analysis of options trading in leveraged ETFs
Collin Gilstrap, Alex Petkevich, Pavel Teterin, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 6, pp. 986-1002
Open Access
An Investigation into the Impact of Pretrained Language Models on Online News Sentiment and its Influence on Investor-Specific Trading Intensity
Sungho Park, Heewon Lee, Youngbuk Jo, et al.
Asia-pacific Journal of Convergent Research Interchange (2023) Vol. 9, Iss. 10, pp. 225-235
Open Access | Times Cited: 1
Decomposing the Options Order Imbalance: Arbitrage and Informed Trades
Jaeram Lee, Doojin Ryu, Heejin Yang, et al.
(2023)
Closed Access
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