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:
Divergence and the Price of Uncertainty*
Paul Schneider, Fabio Trojani
Journal of Financial Econometrics (2018) Vol. 17, Iss. 3, pp. 341-396
Closed Access | Times Cited: 33
Paul Schneider, Fabio Trojani
Journal of Financial Econometrics (2018) Vol. 17, Iss. 3, pp. 341-396
Closed Access | Times Cited: 33
Showing 1-25 of 33 citing articles:
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
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
Management Science (2021) Vol. 68, Iss. 8, pp. 5591-5617
Open Access | Times Cited: 62
(Almost) Model‐Free Recovery
Paul Schneider, Fabio Trojani
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 323-370
Closed Access | Times Cited: 70
Paul Schneider, Fabio Trojani
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 323-370
Closed Access | Times Cited: 70
An anatomy of the market return
Paul Schneider
Journal of Financial Economics (2018) Vol. 132, Iss. 2, pp. 325-350
Closed Access | Times Cited: 33
Paul Schneider
Journal of Financial Economics (2018) Vol. 132, Iss. 2, pp. 325-350
Closed Access | Times Cited: 33
On the Nature of (Jump) Skewness Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
Management Science (2023) Vol. 70, Iss. 2, pp. 1154-1174
Closed Access | Times Cited: 10
Piotr Orłowski, Paul Schneider, Fabio Trojani
Management Science (2023) Vol. 70, Iss. 2, pp. 1154-1174
Closed Access | Times Cited: 10
Sovereign Risk and Currency Returns
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 27
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
The Price of the Smile and Variance Risk Premia
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 19
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 19
Identifying Beliefs from Asset Prices
Anisha Ghosh, Guillaume Roussellet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 19
Anisha Ghosh, Guillaume Roussellet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 19
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
Torben G. Andersen, Nicola Fusari, Viktor Todorov, et al.
Econometric Theory (2020) Vol. 37, Iss. 2, pp. 205-247
Open Access | Times Cited: 17
Torben G. Andersen, Nicola Fusari, Viktor Todorov, et al.
Econometric Theory (2020) Vol. 37, Iss. 2, pp. 205-247
Open Access | Times Cited: 17
The Price of the Smile and Variance Risk Premia
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
Management Science (2020) Vol. 67, Iss. 7, pp. 4056-4074
Closed Access | Times Cited: 17
Peter H. Gruber, Claudio Tebaldi, Fabio Trojani
Management Science (2020) Vol. 67, Iss. 7, pp. 4056-4074
Closed Access | Times Cited: 17
Dispersion of Beliefs Bounds: Sentimental Recovery
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
Management Science (2024) Vol. 70, Iss. 12, pp. 8284-8300
Closed Access | Times Cited: 1
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
Management Science (2024) Vol. 70, Iss. 12, pp. 8284-8300
Closed Access | Times Cited: 1
(Almost) Model-Free Recovery
Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures
Bjørn Eraker, Daniela Osterrieder
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1820-1851
Closed Access | Times Cited: 6
Bjørn Eraker, Daniela Osterrieder
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1820-1851
Closed Access | Times Cited: 6
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
On the Nature of Jump Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
Piotr Orłowski, Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
A general property for time aggregation
Carol Alexander, J. Rauch
European Journal of Operational Research (2020) Vol. 291, Iss. 2, pp. 536-548
Open Access | Times Cited: 6
Carol Alexander, J. Rauch
European Journal of Operational Research (2020) Vol. 291, Iss. 2, pp. 536-548
Open Access | Times Cited: 6
Sovereign Risk and Currency Returns
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
(2014)
Closed Access | Times Cited: 5
Pasquale Della Corte, Lucio Sarno, Maik Schmeling, et al.
(2014)
Closed Access | Times Cited: 5
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options
Bjørn Eraker, Aoxiang Yang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Bjørn Eraker, Aoxiang Yang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Realized higher-order comoments
Kwangil Bae, Soonhee Lee
Quantitative Finance (2020) Vol. 21, Iss. 3, pp. 421-429
Closed Access | Times Cited: 3
Kwangil Bae, Soonhee Lee
Quantitative Finance (2020) Vol. 21, Iss. 3, pp. 421-429
Closed Access | Times Cited: 3
Never a Dull Moment: Entropy Risk in Commodity Markets
Fousseni Chabi-Yo, Hitesh Doshi, Virgilio Zurita
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 4, pp. 734-783
Closed Access | Times Cited: 1
Fousseni Chabi-Yo, Hitesh Doshi, Virgilio Zurita
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 4, pp. 734-783
Closed Access | Times Cited: 1
Towards a Theory of Skewness Trading
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Informative option portfolios in filter design for option pricing models
Piotr Orłowski
Quantitative Finance (2021) Vol. 21, Iss. 6, pp. 945-965
Closed Access | Times Cited: 3
Piotr Orłowski
Quantitative Finance (2021) Vol. 21, Iss. 6, pp. 945-965
Closed Access | Times Cited: 3
Mispricing and Uncertainty in International Markets
Mirela Sandulescu, Paul Schneider
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Mirela Sandulescu, Paul Schneider
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
An Anatomy of the Equity Premium
Paul Schneider
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
Paul Schneider
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
Sentimental Recovery
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
