
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:
Anticipating jumps: Decomposition of straddle price
Bei Chen, Quan Gan, Aurelio Vasquez
Journal of Banking & Finance (2023) Vol. 149, pp. 106755-106755
Closed Access | Times Cited: 5
Bei Chen, Quan Gan, Aurelio Vasquez
Journal of Banking & Finance (2023) Vol. 149, pp. 106755-106755
Closed Access | Times Cited: 5
Showing 5 citing articles:
Common Factors in Equity Option Returns
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 27
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 27
Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Pricing Event Risk: Evidence from Concave Implied Volatility Curves
Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Does the Options Market Underreact to Firms’ Left-Tail Risk?
Bei Chen, Quan Gan, Aurelio Vasquez
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Closed Access
Bei Chen, Quan Gan, Aurelio Vasquez
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Closed Access
Does the Options Market Underreact to Firms'Left-Tail Risk?
Bei Chen, Quan Gan, Aurelio Vasquez
SSRN Electronic Journal (2021)
Closed Access
Bei Chen, Quan Gan, Aurelio Vasquez
SSRN Electronic Journal (2021)
Closed Access