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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:

Generalized recovery
Christian Skov Jensen, David Lando, Lasse Heje Pedersen
Journal of Financial Economics (2018) Vol. 133, Iss. 1, pp. 154-174
Open Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

Recovering the FOMC risk premium
Hong Liu, Xiaoxiao Tang, Guofu Zhou
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 45-68
Closed Access | Times Cited: 38
Does the Ross recovery theorem work empirically?
Jens Carsten Jackwerth, Marco Menner
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 723-739
Closed Access | Times Cited: 37
Measuring Risk Information
Kevin Smith, Eric C. So
Journal of Accounting Research (2021) Vol. 60, Iss. 2, pp. 375-426
Closed Access | Times Cited: 30
Recovering Investor Expectations from Demand for Index Funds
Mark Egan, Alexander MacKay, Hanbin Yang
The Review of Economic Studies (2021) Vol. 89, Iss. 5, pp. 2559-2599
Open Access | Times Cited: 26
Notes on the yield curve
Ian Martin, Stephen A. Ross
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 689-702
Open Access | Times Cited: 25
Identifying Beliefs from Asset Prices
Anisha Ghosh, Guillaume Roussellet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 20
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1808-1842
Closed Access | Times Cited: 12
Functional Ross recovery: Theoretical results and empirical tests
Yannick Dillschneider, Raimond Maurer
Journal of Economic Dynamics and Control (2019) Vol. 108, pp. 103750-103750
Closed Access | Times Cited: 18
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Dispersion of Beliefs Bounds: Sentimental Recovery
Altan Pazarbaşı, Paul Schneider, Grigory Vilkov
Management Science (2024) Vol. 70, Iss. 12, pp. 8284-8300
Closed Access | Times Cited: 1
Recovering subjective probability distributions
Akira Yamazaki
Journal of Futures Markets (2022) Vol. 42, Iss. 7, pp. 1234-1263
Closed Access | Times Cited: 7
What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences
Mark Egan, Alex Mackay, Hanbin Yang
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 9
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
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
Variance Asymmetry Managed Portfolios
Xiaoxiao Tang
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
An Option-Based Approach to Measuring Disclosure Asymmetry
Kevin Smith
The Accounting Review (2022) Vol. 98, Iss. 4, pp. 373-403
Closed Access | Times Cited: 4
Recovering Implied Volatility
Ohad Kadan, Fang Liu, Xiaoxiao Tang
Management Science (2023)
Closed Access | Times Cited: 2
Option Prices and Disclosure
Kevin Smith
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 4
Measuring Risk Information
Kevin Smith, Eric C. So
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Earnings Announcements: Ex-Ante Risk Premia
Hong Liu, Yingdong Mao, Xiaoxiao Tang, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
The impact and profitability of day trading following the relaxation of day trading restrictions in Taiwan
Wan-Hsiu Cheng, Yuhsin Chen, Paoyu Huang, et al.
Heliyon (2023) Vol. 9, Iss. 4, pp. e14939-e14939
Open Access | Times Cited: 1
Option-Implied Physical Distributions
Richard McGee, Thierry Post, Valerio Potì
SSRN Electronic Journal (2024)
Closed Access
The impact of macroeconomic announcements on risk, preference, and risk premium
Takuya Kiriu, Norio Hibiki
International Review of Economics & Finance (2024) Vol. 93, pp. 842-857
Closed Access
Butterfly Implied Returns
Di Wu, Lihai Yang
(2024)
Closed Access
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