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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:

Earnings Announcements and Option Prices
Michael Johannes, Andrew Dubinsky
SSRN Electronic Journal (2005)
Closed Access | Times Cited: 23

Showing 23 citing articles:

Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Suzanne S. Lee, Per A. Mykland
Review of Financial Studies (2007) Vol. 21, Iss. 6, pp. 2535-2563
Closed Access | Times Cited: 845
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
Yuhang Xing, Xiaoyan Zhang, Rui Zhao
Journal of Financial and Quantitative Analysis (2010) Vol. 45, Iss. 3, pp. 641-662
Closed Access | Times Cited: 674
Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence
Sudipto Dasgupta, Jie Gan, Ning Gao
Journal of Financial and Quantitative Analysis (2010) Vol. 45, Iss. 5, pp. 1189-1220
Open Access | Times Cited: 366
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
Pavel G. Savor, Mungo Ivor Wilson
Journal of Financial and Quantitative Analysis (2013) Vol. 48, Iss. 2, pp. 343-375
Open Access | Times Cited: 360
Jumps and Information Flow in Financial Markets
Suzanne S. Lee
Review of Financial Studies (2011) Vol. 25, Iss. 2, pp. 439-479
Closed Access | Times Cited: 166
Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns
Rui Albuquerque
Review of Financial Studies (2012) Vol. 25, Iss. 5, pp. 1630-1673
Closed Access | Times Cited: 164
Do Investors Buy What They Know? Product Market Choices and Investment Decisions
Matti Keloharju, Samuli Knüpfer, Juhani T. Linnainmaa
Review of Financial Studies (2012) Vol. 25, Iss. 10, pp. 2921-2958
Closed Access | Times Cited: 132
Stochastic Volatility: Origins and Overview
Neil Shephard, Torben G. Andersen
Springer eBooks (2009), pp. 233-254
Closed Access | Times Cited: 106
Investors' and Central Bank's Uncertainty Embedded in Index Options
Alexander David, Pietro Veronesi
Review of Financial Studies (2014) Vol. 27, Iss. 6, pp. 1661-1716
Closed Access | Times Cited: 42
Jumps in Real-Time Financial Markets: A New Nonparametric Test and Jump Dynamics
Suzanne S. Lee, Per A. Mykland
SSRN Electronic Journal (2006)
Open Access | Times Cited: 38
The options market response to accounting earnings announcements
Cameron Truong, Charles J. Corrado, Yangyang Chen
Journal of International Financial Markets Institutions and Money (2012) Vol. 22, Iss. 3, pp. 423-450
Closed Access | Times Cited: 27
A Bayesian's Bubble
C. WEI LI, Hui Frank Xue
The Journal of Finance (2009) Vol. 64, Iss. 6, pp. 2665-2701
Closed Access | Times Cited: 21
Jumps and Information Flow in Financial Markets
Suzanne S. Lee
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 16
Optimal Timing to Trade along a Randomized Brownian Bridge
Tim Leung, Jiao Li, Xin Li
International Journal of Financial Studies (2018) Vol. 6, Iss. 3, pp. 75-75
Open Access | Times Cited: 12
Fundamental Analysis and Option Returns
Theodore H. Goodman, Monica Neamtiu, Frank Zhang
Journal of Accounting Auditing & Finance (2017) Vol. 33, Iss. 1, pp. 72-97
Closed Access | Times Cited: 11
Investors' and Central Bank's Uncertainty Embedded in Index Options
Alexander David, Pietro Veronesi
(2011)
Open Access | Times Cited: 9
Anticipating Uncertainty: Straddles Around Earnings Announcements
Chao Gao, Yuhang Xing, Xiaoyan Zhang
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 8
Accounting quality, information risk and implied volatility around earnings announcements
Seraina C. Anagnostopoulou, Andrianos Ε. Tsekrekos
Journal of International Financial Markets Institutions and Money (2014) Vol. 34, pp. 188-207
Closed Access | Times Cited: 7
The Options Market Reaction to Bank Loan Announcements
Seraina C. Anagnostopoulou, Aikaterini Ferentinou, Panagiotis A. Tsaousis, et al.
Journal of Financial Services Research (2016) Vol. 53, Iss. 1, pp. 99-139
Open Access | Times Cited: 2
Optimal Timing to Trade Along a Randomized Brownian Bridge
Tim Leung, Jiao Li, Xin Li
SSRN Electronic Journal (2017)
Open Access | Times Cited: 1
Option informativeness before earnings announcements and under real activity manipulation
Xiang Gao, Jiahao Gu, Yingchao Zhang
Pacific Accounting Review (2021) Vol. 33, Iss. 3, pp. 361-375
Open Access | Times Cited: 1
Options strategy for technology companies
Teik Kheong Tan, Benny Bing
(2014), pp. 1-6
Closed Access
A Bayesian's 'Bubble'
C. Wei Li, Hui Frank Xue
SSRN Electronic Journal (2008)
Closed Access
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