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:

Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5

Showing 5 citing articles:

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium
Jefferson Duarte, Christopher S. Jones, Junbo L. Wang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 9

On the Nature of Jump Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6

A Factor Model for Option Returns
Matthias Büchner, Bryan T. Kelly
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3

A Latent Factor Model for the Cross-Section of Option Returns
Matthias Büchner, Bryan T. Kelly
SSRN Electronic Journal (2019)
Closed Access

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