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:
Inventory Risk, Market-Maker Wealth, and the Variance Risk Premium
Mathieu Fournier, Kris Jacobs
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 9
Mathieu Fournier, Kris Jacobs
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 9
Showing 9 citing articles:
Oil volatility risk and expected stock returns
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116
Peter Christoffersen, Xuhui Pan
Journal of Banking & Finance (2017) Vol. 95, pp. 5-26
Open Access | Times Cited: 116
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
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66
Why do option returns change sign from day to night?
Dmitriy Muravyev, Xuechuan Ni
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 219-238
Closed Access | Times Cited: 49
Dmitriy Muravyev, Xuechuan Ni
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 219-238
Closed Access | Times Cited: 49
Stock Illiquidity, Option Prices, and Option Returns
Stefan Kanne, Olaf Korn, Marliese Uhrig‐Homburg
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
Stefan Kanne, Olaf Korn, Marliese Uhrig‐Homburg
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
The pricing kernel puzzle: A behavioral explanation
Hammad Siddiqi, John Quiggin
Cogent Economics & Finance (2019) Vol. 7, Iss. 1, pp. 1684609-1684609
Open Access | Times Cited: 3
Hammad Siddiqi, John Quiggin
Cogent Economics & Finance (2019) Vol. 7, Iss. 1, pp. 1684609-1684609
Open Access | Times Cited: 3
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers
Sang Baum Kang
Theoretical Economics Letters (2018) Vol. 08, Iss. 09, pp. 1614-1622
Open Access | Times Cited: 1
Sang Baum Kang
Theoretical Economics Letters (2018) Vol. 08, Iss. 09, pp. 1614-1622
Open Access | Times Cited: 1
Bid and ask prices of index put options: Which predicts the underlying stock returns?
Jian Chen, Yangshu Liu
Journal of Futures Markets (2020) Vol. 40, Iss. 9, pp. 1337-1353
Closed Access | Times Cited: 1
Jian Chen, Yangshu Liu
Journal of Futures Markets (2020) Vol. 40, Iss. 9, pp. 1337-1353
Closed Access | Times Cited: 1
Coordinating the Two-Echelon Supply Chain of Perishable Products with Uncertain Demand: A Game-Theoretic Approach
Mohammad Hossein Shakerizadeh Shirazi, Ahmad Jafarnejad Chaghoushi, Hannan Amoozad Mahdiraji, et al.
Journal of System Management (2021) Vol. 6, Iss. 4, pp. 103-138
Closed Access
Mohammad Hossein Shakerizadeh Shirazi, Ahmad Jafarnejad Chaghoushi, Hannan Amoozad Mahdiraji, et al.
Journal of System Management (2021) Vol. 6, Iss. 4, pp. 103-138
Closed Access
