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:
Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets
Karamfil Todorov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
Karamfil Todorov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
Showing 11 citing articles:
Hedging demand and market intraday momentum
Guido Baltussen, Zhi Da, Sten Lammers, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 377-403
Open Access | Times Cited: 59
Guido Baltussen, Zhi Da, Sten Lammers, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 377-403
Open Access | Times Cited: 59
Two APs Are Better Than One: ETF Mispricing and Primary Market Participation
E. Gorbatikov, Taisiya Sikorskaya
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15
E. Gorbatikov, Taisiya Sikorskaya
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15
Trader positions in VIX futures
Yu‐Lun Chen, J. Jimmy Yang
Journal of Empirical Finance (2021) Vol. 61, pp. 1-17
Closed Access | Times Cited: 13
Yu‐Lun Chen, J. Jimmy Yang
Journal of Empirical Finance (2021) Vol. 61, pp. 1-17
Closed Access | Times Cited: 13
The market impact of predictable flows: Evidence from leveraged VIX products
Søren Bundgaard Brøgger
Journal of Banking & Finance (2021) Vol. 133, pp. 106280-106280
Closed Access | Times Cited: 9
Søren Bundgaard Brøgger
Journal of Banking & Finance (2021) Vol. 133, pp. 106280-106280
Closed Access | Times Cited: 9
Volmageddon and the Failure of Short Volatility Products
Patrick Augustin, Ing-Haw Cheng, Ludovic Van den Bergen
Financial Analysts Journal (2021) Vol. 77, Iss. 3, pp. 35-51
Closed Access | Times Cited: 8
Patrick Augustin, Ing-Haw Cheng, Ludovic Van den Bergen
Financial Analysts Journal (2021) Vol. 77, Iss. 3, pp. 35-51
Closed Access | Times Cited: 8
Betting on mean reversion in the VIX? Evidence from ETP flows
Ole Linnemann Nielsen, Anders Merrild Posselt
International Review of Financial Analysis (2024) Vol. 95, pp. 103421-103421
Open Access
Ole Linnemann Nielsen, Anders Merrild Posselt
International Review of Financial Analysis (2024) Vol. 95, pp. 103421-103421
Open Access
The Market Impact of Uninformed Flows: Evidence from the VIX Futures Market
Søren Bundgaard Brøgger
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Søren Bundgaard Brøgger
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Betting on Mean Reversion in the VIX? Evidence From the Revealed Preferences of Investors
Ole Linnemann Nielsen, Anders Merrild Posselt
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Ole Linnemann Nielsen, Anders Merrild Posselt
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Hedging Demand and Market Intraday Momentum
Guido Baltussen, Zhi Da, Sten Lammers, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
Guido Baltussen, Zhi Da, Sten Lammers, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
Dynamics in the VIX complex
Anders Merrild Posselt
Journal of Futures Markets (2021) Vol. 42, Iss. 9, pp. 1665-1687
Open Access | Times Cited: 1
Anders Merrild Posselt
Journal of Futures Markets (2021) Vol. 42, Iss. 9, pp. 1665-1687
Open Access | Times Cited: 1
