Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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 pricing kernel puzzle: survey and outlook
Horatio Cuesdeanu, Jens Carsten Jackwerth
Annals of Finance (2017) Vol. 14, Iss. 3, pp. 289-329
Open Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

Risk-Neutral Densities: A Review
Stephen Figlewski
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 329-359
Closed Access | Times Cited: 62
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Lieven Baele, Joost Driessen, Sebastian Ebert, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3667-3723
Closed Access | Times Cited: 55
Risk Preferences Implied by Synthetic Options
Ian Dew-Becker, Stefano Giglio
(2023)
Open Access | Times Cited: 12
A Model-Free Lattice
Ren‐Raw Chen, PeiLin Billy Hsieh, Jeffrey Huang, et al.
Journal of risk and financial management (2025) Vol. 18, Iss. 1, pp. 30-30
Open Access
Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions
Akira Yamazaki
The North American Journal of Economics and Finance (2025), pp. 102362-102362
Closed Access
Empirical Option Pricing Models
David S. Bates
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 369-389
Closed Access | Times Cited: 16
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
Fousseni Chabi-Yo, Johnathan Loudis
Management Science (2023) Vol. 70, Iss. 10, pp. 6804-6834
Closed Access | Times Cited: 9
Optimal payoffs under smooth ambiguity
An Chen, Steven Vanduffel, Morten Wilke
European Journal of Operational Research (2024) Vol. 320, Iss. 3, pp. 754-764
Open Access | Times Cited: 3
The pricing kernel puzzle in forward looking data
Horatio Cuesdeanu, Jens Carsten Jackwerth
Review of Derivatives Research (2017) Vol. 21, Iss. 3, pp. 253-276
Closed Access | Times Cited: 29
Pricing of index options in incomplete markets
Caio Almeida, Gustavo Freire
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 174-205
Closed Access | Times Cited: 21
Bilateral multiple gamma returns: Their risks and rewards
Dilip B. Madan, Wim Schoutens, King Wang
International Journal of Financial Engineering (2020) Vol. 07, Iss. 01, pp. 2050008-2050008
Open Access | Times Cited: 22
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
Giovanni Barone‐Adesi, Nicola Fusari, Antonietta Mira, et al.
Journal of Econometrics (2019) Vol. 216, Iss. 2, pp. 430-449
Closed Access | Times Cited: 21
Identifying Beliefs from Asset Prices
Anisha Ghosh, Guillaume Roussellet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 19
0DTE Asset Pricing
Caio Almeida, Gustavo Freire, Rodrigo Hizmeri
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Time-varying risk aversion and international stock returns
Massimo Guidolin, Erwin Hansen, Gabriel Cabrera
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102271-102271
Closed Access | Times Cited: 1
Recovering subjective probability distributions
Akira Yamazaki
Journal of Futures Markets (2022) Vol. 42, Iss. 7, pp. 1234-1263
Closed Access | Times Cited: 7
Estimating time-varying risk aversion from option prices and realized returns
Maria Kosolapova, Michael Hanke, Alex Weissensteiner
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 1-17
Closed Access | Times Cited: 6
Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector
Daniel Dimitrov, Sweder van Wijnbergen
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Jump variance risk: Evidence from option valuation and stock returns
Hsuan‐Ling Chang, Yen‐Cheng Chang, Hung‐Wen Cheng, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 7, pp. 890-915
Closed Access | Times Cited: 9
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Bilateral Multiple Gamma Returns: Their Risks and Rewards
Dilip B. Madan, Wim Schoutens, King Wang
SSRN Electronic Journal (2018)
Open Access | Times Cited: 8
Testing market efficiency with the pricing kernel
Giovanni Barone‐Adesi, Carlo Sala
European Journal of Finance (2019) Vol. 25, Iss. 13, pp. 1166-1193
Closed Access | Times Cited: 8
On Sources of Risk Premia in Representative Agent Models
Tyler Beason, David Schreindorfer
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 8
Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires
Amine Ouazad
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
The Impact of Misalignment of Beliefs on the Estimation of the Pricing Kernel
Giovanni Barone‐Adesi, Nicola Fusari, Carlo Sala, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
Page 1 - Next Page

Scroll to top