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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 Descriptive Study of High-Frequency Trade and Quote Option Data*
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
Journal of Financial Econometrics (2020) Vol. 19, Iss. 1, pp. 128-177
Open Access | Times Cited: 25

Showing 25 citing articles:

Too Good to Be True: Look-ahead Bias in Empirical Option Research
Jefferson Duarte, Christopher S. Jones, Mehdi Khorram, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
An Investigation of Trades That Move the BBO Using Strings
Ying‐Zu Huang, Bill X. Hu, Hong Zeng, et al.
Journal of risk and financial management (2025) Vol. 18, Iss. 1, pp. 15-15
Open Access
The Transmission of Monetary Policy to the Cost of Hedging
Matthias R. Fengler, Winfried Koeniger, Stephan Minger
(2025)
Closed Access
The Transmission of Monetary Policy to the Cost of Hedging
Matthias R. Fengler, Winfried Koeniger, Stephan Minger
SSRN Electronic Journal (2025)
Closed Access
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Implementing Intraday Model-Free Implied Volatility for Individual Equities to Analyze the Return–Volatility Relationship
Martin G. Haas, Franziska J. Peter
Journal of risk and financial management (2024) Vol. 17, Iss. 1, pp. 39-39
Open Access | Times Cited: 3
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
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
Yifan Li, Ingmar Nolte, Manh Cuong Pham
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105748-105748
Open Access | Times Cited: 1
Literature review: options and its applications
Amir Ahmad Dar, Mohammad Shahfaraz Khan, Imran Azad, et al.
SN Business & Economics (2024) Vol. 4, Iss. 8
Closed Access | Times Cited: 1
FOMC Announcement Event Risk
Michael Johannes, Andreas Kaeck, Norman Seeger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Algorithmic trading: Intraday profitability and trading behavior
Devika Arumugam
Economic Modelling (2023) Vol. 128, pp. 106521-106521
Closed Access | Times Cited: 3
The Transmission of Monetary Policy to the Cost of Hedging
Matthias R. Fengler, Winfried Koeniger, Stephan Minger
(2024)
Closed Access
Uncovering the Asymmetric Information Content of High-Frequency Options
Lykourgos Alexiou, Mattia Bevilacqua, Rodrigo Hizmeri
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
A Market Maker of Two Markets: The Role of Options in ETF Arbitrage
Rabih Moussawi, Lai Xu, Zhaoque Zhou
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
What Explains GameStop Price Surge? Evidence from Both Stock and Option Tick-by-tick Trading
Guofu Zhou, Zhaoque Zhou
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
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
Option Trade Classification
Caroline Grauer, Philipp Schuster, Marliese Uhrig‐Homburg
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
Option Auctions
Terrence Hendershott, Saad Khan, Ryan Riordan
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
Intra-Day Risk-Neutral Densities and Macroeconomic Announcements
Stephan Bales, Kaspar Burghartz, Lukas Hitz
SSRN Electronic Journal (2023)
Closed Access
Intraday Model-Free Implied Volatility for Individual Equities And the Return-Volatility Relationship
Franziska J. Peter, Martin G. Haas
(2023)
Closed Access
Underlying Stock Price as Determinant of Option Spread and Depth
Junye Chen, George F. Tannous, Ke Xu
(2023)
Closed Access
Twitter market uncertainty, inflation expectations and risk-neutral tails
Stephan Bales, Kaspar Burghartz, Lukas Hitz
SSRN Electronic Journal (2023)
Closed Access
Detecting Intra-Day Jumps in Stock Prices with High-Frequency Option Data
Juho Kanniainen, Martin Magris
SSRN Electronic Journal (2020)
Closed Access
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