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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:

A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
Mathieu Fournier, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 4, pp. 1117-1162
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Oil volatility risk and expected stock returns
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66
Stock Return Autocorrelations and Expected Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
Management Science (2024)
Closed Access | Times Cited: 4
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Retail Traders Love 0DTE Options... But Should They?
Heiner Beckmeyer, Nicole Branger, Leander Gayda
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 7
The role of intermediaries in derivatives markets: Evidence from VIX options
Kris Jacobs, Anh Thu
Journal of Empirical Finance (2024) Vol. 77, pp. 101492-101492
Closed Access | Times Cited: 2
Stock illiquidity and option returns
Stefan Kanne, Olaf Korn, Marliese Uhrig‐Homburg
Journal of Financial Markets (2022) Vol. 63, pp. 100765-100765
Closed Access | Times Cited: 10
Margin Requirements and Equity Option Returns
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig‐Homburg, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 16
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
Informativeness of truncation in the options market
Geul Lee, Doojin Ryu, Li Yang
Finance research letters (2024), pp. 106490-106490
Closed Access | Times Cited: 1
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
Identifying Demand and Supply in Index Option Markets
Kris Jacobs, Anh Thu, Paola Pederzoli
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
The Index Effect: Evidence from the Option Market
Fabian Hollstein, Chardin Wese Simen
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Option Pricing under market maker's inventory risk: a case study of China
Zhijian Deng, Yuhang Yao
Finance research letters (2024) Vol. 66, pp. 105616-105616
Closed Access
Implied local volatility models
Chen Xu Li, Chenxu Li, Li Chun
Journal of Empirical Finance (2024), pp. 101567-101567
Closed Access
Why Does Volatility Demand Fall During Market Turmoil? A Market Maker Perspective
Paola Pederzoli, Kris Jacobs, Anh Thu
(2024)
Closed Access
Risky Intraday Order Flow and Equity Option Liquidity
Paola Pederzoli, Hitesh Doshi, Saim Ayberk Sert
(2024)
Closed Access
0DTE Gambits: Delta Hedging and Endogenous Market Manipulation at Bitcoin Options Expiry
Dustin Weiss, Robert Gaudiosi, Z. Ivy Zhou
(2024)
Closed Access
Unhedgeable Risks and their Relation to Pricing Kernels Implicit in Options
Alexander Ober
(2024)
Closed Access
Random sources correlations and carbon futures pricing
Ling Feng, Jieyu Wang
International Review of Financial Analysis (2023) Vol. 86, pp. 102529-102529
Closed Access | Times Cited: 1
Intermediary asset pricing in currency carry trade returns
Libo Yin, Jing Nie
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1241-1267
Closed Access | Times Cited: 3
The Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics
Andrea Barbon, Heiner Beckmeyer, Andrea Buraschi, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 3
Stock Return Autocorrelations and the Cross Section of Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Stochastic Dominance, Stochastic Volatility and the Prices of Volatility and Jump Risk
Stylianos Perrakis
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Option Liquidity and Gamma Imbalances
Leander Gayda, Thomas Grünthaler, Jan Harren
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
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