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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:

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

Showing 22 citing articles:

Do changes in star selection criteria affect analyst behaviour?
Karam Kim, Doojin Ryu, Jinyoung Yu
Investment Analysts Journal (2024) Vol. 53, Iss. 4, pp. 387-406
Closed Access | Times Cited: 7
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
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
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
Foreign institutions and the behavior of liquidity following macroeconomic announcements
Doojin Ryu, Robert I. Webb, Jinyoung Yu
Finance research letters (2022) Vol. 50, pp. 103239-103239
Closed Access | Times Cited: 10
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
Left‐digit biases: Individual and institutional investors
Jinyoung Yu, Young‐Chul Kim, Doojin Ryu
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 518-532
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
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
The Influence of Hedge, Arbitrage, and After-Hours Trading on the Holding Returns of TAIEX Futures
Chien‐Chih Lin, Yuan Chung Lee, Chien-Jen Su, et al.
Axioms (2023) Vol. 12, Iss. 1, pp. 71-71
Open Access | Times Cited: 2
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
Frequent Trading and Investment Performance: Evidence From the KOSPI 200 Futures Market
Doojin Ryu, Robert I. Webb, Jinyoung Yu
Journal of Futures Markets (2024)
Closed Access
The role of option‐based information on StockTwits, options trading volume, and stock returns
Zin Yau Heng, Henry Leung
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1091-1125
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
Star Analyst Activities and Stock Price Synchronicity: Korean Equity Market Reforms
Karam Kim, Doojin Ryu, Jinyoung Yu
(2023)
Closed Access
Who and what drives informed options trading after the market opens?
Jong-Ho Kang, Jangkoo Kang, Jaeram Lee
Journal of Futures Markets (2021) Vol. 42, Iss. 3, pp. 338-364
Closed Access
Stock price synchronicity and liquidity: Retail investors’ risk preference under funding liquidity shocks
Doojin Ryu, Jinyoung Yu
SSRN Electronic Journal (2021)
Closed Access
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