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:
Information about price and volatility jumps inferred from options prices
Stephen J. Taylor, Chi-Feng Tzeng, Martin Widdicks
Journal of Futures Markets (2018) Vol. 38, Iss. 10, pp. 1206-1226
Open Access | Times Cited: 6
Stephen J. Taylor, Chi-Feng Tzeng, Martin Widdicks
Journal of Futures Markets (2018) Vol. 38, Iss. 10, pp. 1206-1226
Open Access | Times Cited: 6
Showing 6 citing articles:
A Descriptive Study of High-Frequency Trade and Quote Option Data*
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
Journal of Financial Econometrics (2020) Vol. 19, Iss. 1, pp. 128-177
Open Access | Times Cited: 25
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
Journal of Financial Econometrics (2020) Vol. 19, Iss. 1, pp. 128-177
Open Access | Times Cited: 25
On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model
Roman V. Ivanov
Risks (2023) Vol. 11, Iss. 6, pp. 111-111
Open Access | Times Cited: 5
Roman V. Ivanov
Risks (2023) Vol. 11, Iss. 6, pp. 111-111
Open Access | Times Cited: 5
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
George Kapetanios, Eirini Konstantinidi, Michael H. Neumann, et al.
Journal of Financial Markets (2019) Vol. 46, pp. 100506-100506
Open Access | Times Cited: 13
George Kapetanios, Eirini Konstantinidi, Michael H. Neumann, et al.
Journal of Financial Markets (2019) Vol. 46, pp. 100506-100506
Open Access | Times Cited: 13
Jumps in Option Prices and Their Determinants: Real-Time Evidence from the E-Mini S&P 500 Option Market
George Kapetanios, Eirini Konstantinidi, Michael H. Neumann, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 2
George Kapetanios, Eirini Konstantinidi, Michael H. Neumann, et al.
SSRN Electronic Journal (2013)
Open Access | Times Cited: 2
Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence
Hsin‐Yu Chiu, Ting-Fu Chen
The North American Journal of Economics and Finance (2019) Vol. 52, pp. 101112-101112
Closed Access | Times Cited: 1
Hsin‐Yu Chiu, Ting-Fu Chen
The North American Journal of Economics and Finance (2019) Vol. 52, pp. 101112-101112
Closed Access | Times Cited: 1
A Descriptive Study of High-Frequency Trade and Quote Option Data
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
SSRN Electronic Journal (2019)
Open Access
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
SSRN Electronic Journal (2019)
Open Access
