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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:

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

Showing 1-25 of 62 citing articles:

Financial Innovation and Sustainability

Cambridge University Press eBooks (2025), pp. 641-776
Closed Access
The Skin-in-the-Game Bond
Katrien Antonio, Jan De Spiegeleer, Wim Schoutens, et al.
Cambridge University Press eBooks (2025), pp. 686-711
Closed Access
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
Journal of Financial and Quantitative Analysis (2023), pp. 1-51
Closed Access | Times Cited: 10
Information content of option prices: Comparing analyst forecasts to option-based forecasts
Anthony J. Sanford
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102197-102197
Open Access | Times Cited: 3
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
Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing
Haozhe Su, M. V. Tretyakov, David Newton
Management Science (2024)
Open Access | Times Cited: 1
A New Index of Option Implied Absolute Deviation
George Dotsis
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1543-1555
Open Access | Times Cited: 1
The financial conglomerate discount: Insights from stock return skewness
Silvia Bressan, Alex Weissensteiner
International Review of Financial Analysis (2021) Vol. 74, pp. 101662-101662
Open Access | Times Cited: 10
A new representation of the risk-neutral distribution and its applications
Zhenyu Cui, Yuewu Xu
Quantitative Finance (2022) Vol. 22, Iss. 5, pp. 817-834
Closed Access | Times Cited: 7
Risk premia in electricity derivatives markets
Bernardina Algieri, Arturo Leccadito, Diana Tunaru
Energy Economics (2021) Vol. 100, pp. 105300-105300
Closed Access | Times Cited: 9
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
Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector
Daniel Dimitrov, Sweder van Wijnbergen
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
The information content of wheat derivatives regarding the Ukrainian war
Nicole Branger, Michael Hanke, Alex Weissensteiner
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 420-431
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
Options market ambiguity and its information content
Qiang Chen, Yu Han
Journal of Financial Markets (2022) Vol. 64, pp. 100790-100790
Closed Access | Times Cited: 4
Measuring investors’ risk aversion in China’s stock market
Timothy Yang Bian, Tianyi Wang, Zipeng Zhou
Finance research letters (2020) Vol. 42, pp. 101891-101891
Closed Access | Times Cited: 5
Asymmetric Monetary Policy Expectations
Anthony M. Diercks, Hiroatsu Tanaka, Paul Cordova
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
The Second Partial Derivative of Option Price with Respect to the Strike: A Historical Reminiscence
Heinz Zimmermann
The Journal of Derivatives (2018) Vol. 25, Iss. 3, pp. 81-87
Closed Access | Times Cited: 4
A model-free approach to multivariate option pricing
Carole Bernard, Oleg Bondarenko, Steven Vanduffel
Review of Derivatives Research (2020) Vol. 24, Iss. 2, pp. 135-155
Closed Access | Times Cited: 4
Media influences on corn futures pricing
Xinquan Zhou, Guillaume Bagnarosa, Michael Dowling, et al.
European Review of Agricultural Economics (2024) Vol. 51, Iss. 2, pp. 399-435
Closed Access
Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools
Thomas LI, Siddharth Naik, Andrew C. Papanicolaou, et al.
SSRN Electronic Journal (2024)
Closed Access
Option‐Implied Ambiguity and Equity Return Predictability
Yanchu Liu, Chen Liu, Yiyao Chen, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 9, pp. 1556-1577
Closed Access
Implied moments across asset classes
Papagelis Lucas, D Uligan George
Elsevier eBooks (2024)
Closed Access
International evidence of the forecasting ability of option‐implied distributions
Pedro Serrano, Antoni Vaello‐Sebastià, M. Magdalena Vich Llompart
Journal of Forecasting (2024) Vol. 43, Iss. 5, pp. 1447-1464
Open Access
Risk-Neutral Density Estimation: Looking at the Tails
Martin Reinke
The Journal of Derivatives (2019) Vol. 27, Iss. 3, pp. 99-125
Closed Access | Times Cited: 3
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