Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Pricing Kernel Monotonicity and Conditional Information
Matthew Linn, Sophie Shive, Tyler Shumway
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 493-531
Closed Access | Times Cited: 51

Showing 1-25 of 51 citing articles:

Risk-Neutral Densities: A Review
Stephen Figlewski
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 329-359
Closed Access | Times Cited: 62
Stochastic arbitrage with market index options
Brendan K. Beare, Juwon Seo, Zhongxi Zheng
Journal of Banking & Finance (2025), pp. 107395-107395
Open Access
Empirical Option Pricing Models
David S. Bates
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 369-389
Closed Access | Times Cited: 16
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
Fousseni Chabi-Yo, Johnathan Loudis
Management Science (2023) Vol. 70, Iss. 10, pp. 6804-6834
Closed Access | Times Cited: 9
The pricing kernel puzzle in forward looking data
Horatio Cuesdeanu, Jens Carsten Jackwerth
Review of Derivatives Research (2017) Vol. 21, Iss. 3, pp. 253-276
Closed Access | Times Cited: 29
The State Price Density Implied by Crude Oil Futures and Option Prices
Peter Christoffersen, Kris Jacobs, Xuhui Pan
Review of Financial Studies (2021) Vol. 35, Iss. 2, pp. 1064-1103
Closed Access | Times Cited: 18
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
Giovanni Barone‐Adesi, Nicola Fusari, Antonietta Mira, et al.
Journal of Econometrics (2019) Vol. 216, Iss. 2, pp. 430-449
Closed Access | Times Cited: 21
0DTE Asset Pricing
Caio Almeida, Gustavo Freire, Rodrigo Hizmeri
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
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
A New Formula for the Expected Excess Return of the Market
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
Closed Access | Times Cited: 9
The sum of all fears: Forecasting international returns using option-implied risk measures
Marie‐Hélène Gagnon, Gabriel J. Power, Dominique Toupin
Journal of Banking & Finance (2022) Vol. 146, pp. 106701-106701
Closed Access | Times Cited: 6
Estimating time-varying risk aversion from option prices and realized returns
Maria Kosolapova, Michael Hanke, Alex Weissensteiner
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 1-17
Closed Access | Times Cited: 6
Horizon-Dependent Risk Pricing: Evidence from Short-Dated Options
Eben Lazarus
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 9
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires
Amine Ouazad
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
Volatility and the Pricing Kernel
David Schreindorfer, Tobias Sichert
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle
Maik Dierkes, Jan Krupski, Sebastian Schroen, et al.
Review of Derivatives Research (2023) Vol. 27, Iss. 1, pp. 1-35
Open Access | Times Cited: 2
Investor Beliefs and State Price Densities in the Crude Oil Market
Peter Christoffersen, Kris Jacobs, Xuhui Pan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 4
The Shape of the Pricing Kernel and Expected Option Returns
Christian Schlag, Tobias Sichert
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Into a Smaller Filtration Set
Carlo Sala, Giovanni Barone‐Adesi
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 3
Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2024)
Closed Access
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Hamed Ghanbari
Journal of Empirical Finance (2024) Vol. 79, pp. 101531-101531
Open Access
Implied volatility modeling and forecasting: evidence from China
Yuhan Jiao, Shuxin Guo, Qiang Liu
China Finance Review International (2024)
Closed Access
Page 1 - Next Page

Scroll to top