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:
Stock illiquidity and option returns
Stefan Kanne, Olaf Korn, Marliese Uhrig‐Homburg
Journal of Financial Markets (2022) Vol. 63, pp. 100765-100765
Closed Access | Times Cited: 10
Stefan Kanne, Olaf Korn, Marliese Uhrig‐Homburg
Journal of Financial Markets (2022) Vol. 63, pp. 100765-100765
Closed Access | Times Cited: 10
Showing 10 citing articles:
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 102
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 102
Option pricing in the illiquid markets under the mixed fractional Brownian motion model
Pengcheng Ma, M. Taghipour, Carlo Cattani
Chaos Solitons & Fractals (2024) Vol. 182, pp. 114806-114806
Open Access | Times Cited: 5
Pengcheng Ma, M. Taghipour, Carlo Cattani
Chaos Solitons & Fractals (2024) Vol. 182, pp. 114806-114806
Open Access | Times Cited: 5
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Option Factor Momentum
Niclas Käfer, Mathis Moerke, Tobias Wiest
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Niclas Käfer, Mathis Moerke, Tobias Wiest
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
The Joint Cross Section of Option and Stock Returns Predictability with Big Data and Machine Learning
Ruslan Goyenko, Chengyu Zhang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 16
Ruslan Goyenko, Chengyu Zhang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 16
Margin Requirements and Equity Option Returns
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig‐Homburg, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 16
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig‐Homburg, et al.
SSRN Electronic Journal (2017)
Open Access | Times Cited: 16
A Bayesian SDF for Equity Options
Niclas Käfer, Mathis Moerke, Florian Weigert, et al.
SSRN Electronic Journal (2024)
Closed Access
Niclas Käfer, Mathis Moerke, Florian Weigert, et al.
SSRN Electronic Journal (2024)
Closed Access
