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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:

Volatility spreads and earnings announcement returns
Yiğit Atılgan
Journal of Banking & Finance (2013) Vol. 38, pp. 205-215
Closed Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market
Luis Goncalves-Pinto, Bruce D. Grundy, Allaudeen Hameed, et al.
Management Science (2020) Vol. 66, Iss. 9, pp. 3903-3926
Closed Access | Times Cited: 60
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao, et al.
Management Science (2022) Vol. 69, Iss. 3, pp. 1375-1397
Open Access | Times Cited: 35
Informed Trading around Stock Split Announcements: Evidence from the Option Market
Philip Gharghori, Edwin D. Maberly, Annette Nguyen
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 2, pp. 705-735
Open Access | Times Cited: 54
Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?
Jonathan A. Milian
Journal of Accounting Research (2014) Vol. 53, Iss. 1, pp. 175-220
Closed Access | Times Cited: 49
Implied Volatility Spreads and Expected Market Returns
Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş
Journal of Business and Economic Statistics (2014) Vol. 33, Iss. 1, pp. 87-101
Closed Access | Times Cited: 43
Disaggregated Sales and Stock Returns
Sumit Agarwal, Wenlan Qian, Xin Zou
Management Science (2021) Vol. 67, Iss. 11, pp. 7167-7183
Closed Access | Times Cited: 32
VolTAGE: Volatility Forecasting via Text Audio Fusion with Graph Convolution Networks for Earnings Calls
Ramit Sawhney, Piyush Khanna, Arshiya Aggarwal, et al.
(2020)
Open Access | Times Cited: 28
An unbiased computation methodology for estimating the probability of informed trading (PIN)
Oğuz Ersan, Aslı Alıcı
Journal of International Financial Markets Institutions and Money (2016) Vol. 43, pp. 74-94
Closed Access | Times Cited: 22
The informational role of options markets: Evidence from FOMC announcements
Brian Du, Scott Fung, Robert Loveland
Journal of Banking & Finance (2018) Vol. 92, pp. 237-256
Closed Access | Times Cited: 21
Net Buying Pressure and Option Informed Trading
Chao‐Chun Chen, Shih‐Hua Wang
Journal of Futures Markets (2016) Vol. 37, Iss. 3, pp. 238-259
Closed Access | Times Cited: 13
The Stock and Option Market Response to Negative ESG News
Tomasz Orpiszewski, Mark R. Thompson, Peter Schwendner
˜The œInternational journal of accounting/International journal of accounting (2024)
Closed Access | Times Cited: 1
Options trades, short sales and real earnings management
Cristhian Mellado, Surendranath Rakesh Jory, Thanh Ngo
Accounting and Business Research (2019) Vol. 49, Iss. 4, pp. 400-427
Open Access | Times Cited: 11
Multilayer Probability of Informed Trading
Oğuz Ersan
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 10
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads
T. Colin Campbell, Michael F. Gallmeyer, Alex Petkevich
Journal of Financial and Quantitative Analysis (2023) Vol. 58, Iss. 5, pp. 2190-2227
Closed Access | Times Cited: 3
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Zih-Ying Lin, Chuang-Chang Chang, Yaw‐Huei Wang
Journal of Banking & Finance (2018) Vol. 94, pp. 152-165
Open Access | Times Cited: 9
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 9
Financial innovation in the uranium mining sector: analysis of an exchange-traded fund and its impact on trading characteristics of uranium stocks
James Bentley, Zhangxin Liu
Journal of Accounting Literature (2023) Vol. 45, Iss. 3, pp. 523-567
Closed Access | Times Cited: 3
Information flow and credit rating announcements
Mehdi Khorram, Haitao Mo, Gary C. Sanger
Journal of Financial Markets (2023) Vol. 65, pp. 100837-100837
Closed Access | Times Cited: 3
Option pricing with overnight and intraday volatility
Liang Fang, Lingshan Du, Zhuo Huang
Journal of Futures Markets (2023) Vol. 43, Iss. 11, pp. 1576-1614
Open Access | Times Cited: 3
Informed Trading in the Options Market and Stock Return Predictability
JoongHo Han, Da‐Hea Kim, Suk‐Joon Byun
Journal of Futures Markets (2017) Vol. 37, Iss. 11, pp. 1053-1093
Closed Access | Times Cited: 8
The effect of market sentiment and information asymmetry on option pricing
Imen Zghal, Salah Ben Hamad, Hichem Eleuch, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101235-101235
Closed Access | Times Cited: 8
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Mengxi Liu, Kam Fong Chan, Robert W. Faff
Journal of Banking & Finance (2022) Vol. 138, pp. 106409-106409
Closed Access | Times Cited: 5
Idiosyncratic volatility, option-based measures of informed trading, and investor attention
Hannes Mohrschladt, Judith C. Schneider
Review of Derivatives Research (2021) Vol. 24, Iss. 3, pp. 197-220
Open Access | Times Cited: 6
Option price implied information and REIT returns
Jie Cao, Bing Han, Linjia Song, et al.
Journal of Empirical Finance (2023) Vol. 71, pp. 13-28
Closed Access | Times Cited: 2
The Stock and Option Market Response to Negative ESG News
Tomasz Orpiszewski, Mark R. Thompson, Peter Schwendner
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
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