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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:

The pricing kernel puzzle in forward looking data
Horatio Cuesdeanu, Jens Carsten Jackwerth
Review of Derivatives Research (2017) Vol. 21, Iss. 3, pp. 253-276
Closed Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

The pricing kernel puzzle: survey and outlook
Horatio Cuesdeanu, Jens Carsten Jackwerth
Annals of Finance (2017) Vol. 14, Iss. 3, pp. 289-329
Open Access | Times Cited: 56
What Do Index Options Teach Us About COVID-19?
Jens Carsten Jackwerth
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 4, pp. 618-634
Open Access | Times Cited: 42
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model
Zhiyuan Pan, Yudong Wang, Li Liu, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 6, pp. 744-776
Closed Access | Times Cited: 34
Stochastic arbitrage with market index options
Brendan K. Beare, Juwon Seo, Zhongxi Zheng
Journal of Banking & Finance (2025), pp. 107395-107395
Open Access
Options-based systemic risk, financial distress, and macroeconomic downturns
Mattia Bevilacqua, Radu Tunaru, Davide Vioto
Journal of Financial Markets (2023) Vol. 65, pp. 100834-100834
Open Access | Times Cited: 9
The State Price Density Implied by Crude Oil Futures and Option Prices
Peter Christoffersen, Kris Jacobs, Xuhui Pan
Review of Financial Studies (2021) Vol. 35, Iss. 2, pp. 1064-1103
Closed Access | Times Cited: 18
Estimating Probability Weighting Functions through Option Pricing Bounds
Tzu-Ying Chen, Yi‐Jun Lin, Larry Y. Tzeng
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 3, pp. 513-543
Closed Access | Times Cited: 1
Estimating a conditional density ratio model for asset returns and option demand
Jeroen Dalderop, Oliver B. Linton
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
Yifan Li, Ingmar Nolte, Manh Cuong Pham
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105748-105748
Open Access | Times Cited: 1
Estimating time-varying risk aversion from option prices and realized returns
Maria Kosolapova, Michael Hanke, Alex Weissensteiner
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 1-17
Closed Access | Times Cited: 6
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Empirical Pricing Kernels: A Tale of Two Tails and Volatility?
Horatio Cuesdeanu
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 5
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle
Maik Dierkes, Jan Krupski, Sebastian Schroen, et al.
Review of Derivatives Research (2023) Vol. 27, Iss. 1, pp. 1-35
Open Access | Times Cited: 2
Investor Beliefs and State Price Densities in the Crude Oil Market
Peter Christoffersen, Kris Jacobs, Xuhui Pan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 4
What do Index Options Teach us About Covid-19?
Jens Carsten Jackwerth
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2024)
Closed Access
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Hamed Ghanbari
Journal of Empirical Finance (2024) Vol. 79, pp. 101531-101531
Open Access
Estimating real‐world probabilities: A forward‐looking behavioral framework
Ricardo Crisóstomo
Journal of Futures Markets (2021) Vol. 41, Iss. 11, pp. 1797-1823
Open Access | Times Cited: 3
The lead of oil price rises on US equity market beliefs and preferences
Jonathan Dark
Journal of Futures Markets (2021) Vol. 41, Iss. 11, pp. 1861-1887
Closed Access | Times Cited: 3
Pricing kernel monotonicity and term structure: Evidence from China
Yuhan Jiao, Qiang Liu, Shuxin Guo
Journal of Banking & Finance (2020) Vol. 123, pp. 106037-106037
Closed Access | Times Cited: 2
Behavioral in the Short-run and Rational in the Long-run? Evidence from S&P 500 Options
Joost Driessen, Joren Koëter, Ole Wilms
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Estimating Real World Probabilities: A Forward-Looking Behavioral Framework
Ricardo Crisóstomo
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
Stephan Höcht, Dilip B. Madan, Wim Schoutens, et al.
Risks (2021) Vol. 9, Iss. 11, pp. 196-196
Open Access | Times Cited: 1
Functional Ross Recovery: An Operator Approach
Yannick Dillschneider, Raimond Maurer
SSRN Electronic Journal (2017)
Closed Access
Estimating Real-world Probabilities: a Forward-looking Behavioral Framework
Ricardo Crisóstomo
SSRN Electronic Journal (2020)
Open Access
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