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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:

Option Momentum
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, et al.
The Journal of Finance (2023) Vol. 78, Iss. 6, pp. 3141-3192
Closed Access | Times Cited: 20

Showing 20 citing articles:

Mixed frequency data and portfolio selection: A novel approach integrating DEA with mixed frequency data sources
Weiqing Wang, Shuhao Liang, Liukai Wang, et al.
Annals of Operations Research (2025)
Closed Access
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Lockdowns and Leverage: Option Pricing during the Covid Pandemic
Junbo L. Wang, Christopher S. Jones, Yuanyi Zhang
SSRN Electronic Journal (2025)
Closed Access
Is Firm-Level Political Risk Priced in the Equity Option Market?
Thang Ho, Anastasios Kagkadis, George Wang
The Review of Asset Pricing Studies (2023) Vol. 14, Iss. 1, pp. 153-195
Open Access | Times Cited: 7
Macroeconomic momentum and cross-sectional equity market indices
Yu Zhang, Konstantina Kappou, Andrew Urquhart
Journal of International Financial Markets Institutions and Money (2024) Vol. 92, pp. 101974-101974
Open Access | Times Cited: 2
Option Factor Momentum
Niclas Käfer, Mathis Moerke, Tobias Wiest
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Common risk factors in cross-sectional FX options returns
Xuanchen Zhang, Raymond H.Y. So, Tarik Driouchi
Review of Finance (2024) Vol. 28, Iss. 3, pp. 897-944
Open Access | Times Cited: 1
Transaction Costs and Cost Mitigation in Option Investment Strategies
James O’Donovan, Gloria Yang Yu
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Volatility Surfaces and Expected Option Returns
Philipp Höfler
(2024)
Closed Access | Times Cited: 1
Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?
Markus Schmid, Daniel Hoechle, Heinz Zimmermann
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
Asymmetry and the Cross-section of Option Returns
Jianqiu Wang, Ke Wu, Sijie Yang, et al.
Journal of Financial Markets (2024) Vol. 71, pp. 100932-100932
Closed Access
Noisy market, machine learning and fundamental momentum
Tian Ma, Haoyun Sheng, Yuejie Wang
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102473-102473
Closed Access
Deep Learning for Options Trading: An End-To-End Approach
Wee Ling Tan, Stephen Roberts, Stefan Zohren
(2024), pp. 487-495
Open Access
A Conditional Factor Model for Currency Option Returns
Ilias Filippou, Zhe Wang, Qi Xu, et al.
(2024)
Closed Access
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
Amit Goyal, Alessio Saretto
Review of Financial Studies (2024)
Closed Access
Understanding and Trading the Term Structure of Volatility
Jim Campasano, Matthew Linn
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 2
A Bayesian SDF for Equity Options
Niclas Käfer, Mathis Moerke, Florian Weigert, et al.
SSRN Electronic Journal (2024)
Closed Access
Does the Options Market Underreact to Firms’ Left-Tail Risk?
Bei Chen, Quan Gan, Aurelio Vasquez
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Closed Access
Asymmetry, Informed Trading, and the Cross-Section of Option Returns
Jianqiu Wang, Ke Wu, Sijie Yang
(2023)
Closed Access
Does the Options Market Underreact to Firms'Left-Tail Risk?
Bei Chen, Quan Gan, Aurelio Vasquez
SSRN Electronic Journal (2021)
Closed Access
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