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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:

Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali, Scott Murray
Journal of Financial and Quantitative Analysis (2013) Vol. 48, Iss. 4, pp. 1145-1171
Open Access | Times Cited: 256

Showing 1-25 of 256 citing articles:

The Joint Cross Section of Stocks and Options
Byeong-Je An, Andrew Ang, Turan G. Bali, et al.
The Journal of Finance (2014) Vol. 69, Iss. 5, pp. 2279-2337
Open Access | Times Cited: 276
Cross section of option returns and idiosyncratic stock volatility
Jie Cao, Bing Han
Journal of Financial Economics (2012) Vol. 108, Iss. 1, pp. 231-249
Closed Access | Times Cited: 231
Empirical Asset Pricing: The Cross Section of Stock Returns
Turan G. Bali, Robert F. Engle, Scott Murray
(2016)
Closed Access | Times Cited: 222
Lottery-Related Anomalies: The Role of Reference-Dependent Preferences
Li An, Huijun Wang, Jian Wang, et al.
Management Science (2019) Vol. 66, Iss. 1, pp. 473-501
Closed Access | Times Cited: 148
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 100
The Joint Cross Section of Stocks and Options
Byeong-Je An, Andrew Ang, Turan G. Bali, et al.
(2013)
Open Access | Times Cited: 150
Nominal price illusion
Justin Birru, Baolian Wang
Journal of Financial Economics (2016) Vol. 119, Iss. 3, pp. 578-598
Closed Access | Times Cited: 149
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Average skewness matters
Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 29-47
Closed Access | Times Cited: 120
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
Przemyslaw Stan Stilger, Alexandros Kostakis, Ser‐Huang Poon
Management Science (2016) Vol. 63, Iss. 6, pp. 1814-1834
Closed Access | Times Cited: 113
Options Trading Costs Are Lower than You Think
Dmitriy Muravyev, Neil D. Pearson
Review of Financial Studies (2020) Vol. 33, Iss. 11, pp. 4973-5014
Open Access | Times Cited: 108
Time-varying demand for lottery: Speculation ahead of earnings announcements
Bibo Liu, Huijun Wang, Jianfeng Yu, et al.
Journal of Financial Economics (2020) Vol. 138, Iss. 3, pp. 789-817
Closed Access | Times Cited: 87
Option Return Predictability
Xintong Zhan, Bing Han, Jie Cao, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1394-1442
Open Access | Times Cited: 83
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 662-678
Open Access | Times Cited: 77
Exchange Rates and Sovereign Risk
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 62
Default Risk and Option Returns
Aurelio Vasquez, Xiao Xiao
Management Science (2023) Vol. 70, Iss. 4, pp. 2144-2167
Open Access | Times Cited: 28
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Michael H. Neumann, George Skiadopoulos
Journal of Financial and Quantitative Analysis (2013) Vol. 48, Iss. 3, pp. 947-977
Closed Access | Times Cited: 98
Equity Volatility Term Structures and the Cross Section of Option Returns
Aurelio Vasquez
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2727-2754
Closed Access | Times Cited: 84
The MAX effect: An exploration of risk and mispricing explanations
Angel Zhong, Philip Gray
Journal of Banking & Finance (2016) Vol. 65, pp. 76-90
Closed Access | Times Cited: 77
The information content of option-implied information for volatility forecasting with investor sentiment
Sung Won Seo, Jun Sik Kim
Journal of Banking & Finance (2014) Vol. 50, pp. 106-120
Closed Access | Times Cited: 75
Measuring skewness premia
Hugues Langlois
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 399-424
Closed Access | Times Cited: 67
Option Momentum
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, et al.
The Journal of Finance (2023) Vol. 78, Iss. 6, pp. 3141-3192
Closed Access | Times Cited: 20
Volatility spreads and earnings announcement returns
Yiğit Atılgan
Journal of Banking & Finance (2013) Vol. 38, pp. 205-215
Closed Access | Times Cited: 58
The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2022) Vol. 109, pp. 105950-105950
Closed Access | Times Cited: 26
Why Does Volatility Uncertainty Predict Equity Option Returns?
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
Quarterly Journal of Finance (2023) Vol. 13, Iss. 01
Open Access | Times Cited: 14
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