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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:

The Factor Structure in Equity Options
Peter Christoffersen, Mathieu Fournier, Kris Jacobs
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 595-637
Open Access | Times Cited: 90

Showing 1-25 of 90 citing articles:

Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees
Bryan Kelly, Hanno Lustig, Stijn Van Nieuwerburgh
American Economic Review (2016) Vol. 106, Iss. 6, pp. 1278-1319
Open Access | Times Cited: 214
What Is the Expected Return on a Stock?
Ian Martin, Christian Wagner
The Journal of Finance (2019) Vol. 74, Iss. 4, pp. 1887-1929
Open Access | Times Cited: 170
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
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
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
A factor model for option returns
Matthias Büchner, Bryan Kelly
Journal of Financial Economics (2022) Vol. 143, Iss. 3, pp. 1140-1161
Closed Access | Times Cited: 59
Option Pricing of Earnings Announcement Risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 2, pp. 646-687
Open Access | Times Cited: 78
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
Embedded Leverage
Andrea Frazzini, Lasse Heje Pedersen
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 1, pp. 1-52
Open Access | Times Cited: 44
U.S. Options Exchange-traded Funds: Performance Dynamics and Managerial Expertise
Elroi Hadad, D.K. Malhotra, Robert W. McLeod
Borsa Istanbul Review (2025)
Open Access
Volatility-of-volatility and the cross-section of option returns
Xinfeng Ruan
Journal of Financial Markets (2019) Vol. 48, pp. 100492-100492
Closed Access | Times Cited: 38
The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
Journal of Financial Economics (2024) Vol. 161, pp. 103932-103932
Closed Access | Times Cited: 3
Credit Implied Volatility
Bryan T. Kelly, Gerardo Manzo, Diogo Palhares
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 32
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Common Factors in Equity Option Returns
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 27
Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps
Antonio Cosma, Stefano Galluccio, Paola Pederzoli, et al.
Journal of Financial and Quantitative Analysis (2018) Vol. 55, Iss. 1, pp. 331-356
Open Access | Times Cited: 27
The SKEW index: Extracting what has been left
Mattia Bevilacqua, Radu Tunaru
Journal of Financial Stability (2020) Vol. 53, pp. 100816-100816
Open Access | Times Cited: 21
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options
Bjørn Eraker, Aoxiang Yang
The Journal of Finance (2022) Vol. 77, Iss. 6, pp. 3289-3337
Closed Access | Times Cited: 12
Arbitrage Pricing Theory for Idiosyncratic Variance Factors
Éric Renault, Thijs van der Heijden, Bas J. M. Werker
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1403-1442
Open Access | Times Cited: 10
The information content of the implied volatility term structure on future returns
Yaw‐Huei Wang, Kuang‐Chieh Yen
European Financial Management (2017) Vol. 25, Iss. 2, pp. 380-406
Open Access | Times Cited: 17
Option Return Predictability
Xintong Zhan, Bing Han, Jie Cao, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 15
The leverage effect and the basket-index put spread
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2018) Vol. 131, Iss. 1, pp. 186-205
Closed Access | Times Cited: 15
Beta Risk in the Cross-Section of Equities
Ali Boloorforoosh, Peter Christoffersen, Mathieu Fournier, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 9, pp. 4318-4366
Closed Access | Times Cited: 14
Testing for Asset Price Bubbles using Options Data
Nicola Fusari, Robert A. Jarrow, Sujan Lamichhane
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 13
Dynamic Factor Models for the Volatility Surface
Michel van der Wel, Sait Ozturk, Dick van Dijk
SSRN Electronic Journal (2015)
Open Access | Times Cited: 12
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