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:

Implied volatility information of Chinese SSE 50 ETF options
Lingke Wu, Dehong Liu, Jianglei Yuan, et al.
International Review of Economics & Finance (2022) Vol. 82, pp. 609-624
Closed Access | Times Cited: 11

Showing 11 citing articles:

Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs
Ameet Kumar Banerjee, H. K. Pradhan, Ahmet Şensoy, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102995-102995
Closed Access | Times Cited: 30
U.S. Options Exchange-traded Funds: Performance Dynamics and Managerial Expertise
Elroi Hadad, D.K. Malhotra, Robert W. McLeod
Borsa Istanbul Review (2025)
Open Access
The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions
Oğuzhan Özçelebi, Ron McIver, Sang Hoon Kang
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
Jue Gong, Gang‐Jin Wang, Chi Xie, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103440-103440
Closed Access | Times Cited: 4
Pricing of European currency options considering the dynamic information costs
Wael Dammak, Salah Ben Hamad, Christian de Peretti, et al.
Global Finance Journal (2023) Vol. 58, pp. 100897-100897
Open Access | Times Cited: 7
Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options
Zhe Li, Jiashuang Shen, Weilin Xiao
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102206-102206
Closed Access
Option‐Implied Ambiguity and Equity Return Predictability
Yanchu Liu, Chen Liu, Yiyao Chen, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1556-1577
Closed Access
Implied volatility curve: an empirical study on Chinese SSE 50 ETF options
Cong Sui, Wenjun Wang, Enmao Liu
Applied Economics (2024), pp. 1-19
Closed Access
Does bid-ask spread explains the smile? On DVF and DML
Pengshi Li, Yan Lin, Yu Xing, et al.
Pacific-Basin Finance Journal (2024), pp. 102645-102645
Closed Access
Which implied volatilities contain more information? Evidence from China
Linyu Wang, Yifan Ji, Zhongxin Ni
International Journal of Finance & Economics (2023) Vol. 29, Iss. 2, pp. 1896-1919
Closed Access | Times Cited: 1
Investment Behavior of Foreign Institutional Investors and Implied Volatility Dynamics: An Empirical Study on the Indian Equity Derivatives Market
Vijay Kumar Sharma, Satinder Bhatia, Hiranmoy Roy
Journal of risk and financial management (2023) Vol. 16, Iss. 11, pp. 470-470
Open Access
Page 1

Scroll to top