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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:

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

Showing 21 citing articles:

Options-based systemic risk, financial distress, and macroeconomic downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
Journal of Financial Markets (2023) Vol. 65, pp. 100834-100834
Open Access | Times Cited: 9
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
Estimating a conditional density ratio model for asset returns and option demand
Jeroen Dalderop, Oliver B. Linton
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
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
Leading research trends on trading strategies
Javier Oliver, Fernando García
Finance Markets and Valuation (2020) Vol. 6, Iss. 2, pp. 27-54
Open Access | Times Cited: 6
The Shape of the Pricing Kernel and Expected Option Returns
Christian Schlag, Tobias Sichert
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2024)
Closed Access
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Hamed Ghanbari
Journal of Empirical Finance (2024) Vol. 79, pp. 101531-101531
Open Access
Option-Implied Physical Distributions
Richard McGee, Thierry Post, Valerio Potì
SSRN Electronic Journal (2024)
Closed Access
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
Fousseni Chabi-Yo, Johnathan Loudis
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Stochastic Dominance, Stochastic Volatility and the Prices of Volatility and Jump Risk
Stylianos Perrakis
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Option price predictability, splines, and expanded rationality
Huijian Dong, Xiaomin Guo
Model Assisted Statistics and Applications (2022) Vol. 17, Iss. 4, pp. 285-297
Closed Access | Times Cited: 1
A Theory of Scenario Generation
Paul Schneider
SSRN Electronic Journal (2019)
Closed Access
Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set
Carlo Sala, Giovanni Barone‐Adesi
Stochastic Analysis and Applications (2020) Vol. 38, Iss. 4, pp. 686-707
Closed Access
The forecasting power of short-term options
Arthur Böök, Juan Felipe Imbet, Martin Reinke, et al.
SSRN Electronic Journal (2020)
Closed Access
Options-Based Systemic Risk, Financial Distress, and Macroeconomic Downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
SSRN Electronic Journal (2020)
Open Access
A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
SSRN Electronic Journal (2020)
Closed Access
Essays on asset pricing and option valuation
Gustavo Freire
(2020)
Closed Access
Forecasting market index volatility using Ross-recovered distributions
Marie‐Hélène Gagnon, Gabriel J. Power, Dominique Toupin
Quantitative Finance (2021) Vol. 22, Iss. 2, pp. 255-271
Closed Access
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