Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Hedging demand and market intraday momentum
Guido Baltussen, Zhi Da, Sten Lammers, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 377-403
Open Access | Times Cited: 59

Showing 1-25 of 59 citing articles:

Using CNN to Model Stock Prices
Mitja Steinbacher, Matej Steinbacher, Matjaž Steinbacher
Computational Economics (2025)
Closed Access | Times Cited: 2
0DTEs: Trading, Gamma Risk and Volatility Propagation
Chukwuma Dim, Bjørn Eraker, Grigory Vilkov
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 7
The Market for 0-Days-to-Expiration: The Role of Liquidity Providers in Volatility Attenuation
Greg Adams, Jean‐Sébastien Fontaine, Chayawat Ornthanalai
(2024)
Closed Access | Times Cited: 4
<b><span>0DTE Index Options and Market Volatility: How Large is Their Impact?</span></b>
Aurelio Vasquez, Diego Amaya, Neil D. Pearson, et al.
(2025)
Closed Access
Multi-day Return Properties of Leveraged Index ETFs
Baolian Wang
(2025)
Closed Access
Bitcoin intraday time series momentum
Dehua Shen, Andrew Urquhart, Pengfei Wang
Financial Review (2021) Vol. 57, Iss. 2, pp. 319-344
Open Access | Times Cited: 23
The effects of overnight events on daytime trading sessions
Hyuna Ham, Doojin Ryu, Robert I. Webb
International Review of Financial Analysis (2022) Vol. 83, pp. 102228-102228
Closed Access | Times Cited: 12
Retail Option Traders and the Implied Volatility Surface
Gregory W. Eaton, T. Clifton Green, Brian Roseman, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 12
Commodities and Policy Uncertainty Channel(s)
K. Smimou, David D. Bosch, Greg Filbeck
International Review of Economics & Finance (2024) Vol. 92, pp. 351-379
Closed Access | Times Cited: 2
Overnight return reversal in the Chinese stock market
Bing Zhang, Ruiqi Zhang, Bing Xue
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
International Economics (2024) Vol. 180, pp. 100554-100554
Closed Access | Times Cited: 2
The underlying coherent behavior in intraday dynamic market equilibrium
Leilei Shi, Xinshuai Guo, Andrea Fenu, et al.
China Finance Review International (2023) Vol. 13, Iss. 4, pp. 568-598
Closed Access | Times Cited: 5
The lead–lag relation between VIX futures and SPX futures
Christine Bangsgaard, Thomas Kokholm
Journal of Financial Markets (2023) Vol. 67, pp. 100851-100851
Open Access | Times Cited: 5
When passive funds affect prices: evidence from volatility and commodity ETFs
Karamfil Todorov
Review of Finance (2023) Vol. 28, Iss. 3, pp. 831-863
Open Access | Times Cited: 5
Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets
Karamfil Todorov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 11
Is there an intraday reversal effect in commodity futures and options? Evidence from the Chinese market
Luyuan Zheng, Xingguo Luo
Pacific-Basin Finance Journal (2024), pp. 102534-102534
Closed Access | Times Cited: 1
Market Predictability Before the Closing Bell Rings
Lu Zhang, Lei Hua
Risks (2024) Vol. 12, Iss. 11, pp. 180-180
Open Access | Times Cited: 1
What drives intraday reversal? illiquidity or liquidity oversupply?
Junqing Kang, Shen Lin, Xiong Xiong
Journal of Economic Dynamics and Control (2022) Vol. 136, pp. 104313-104313
Closed Access | Times Cited: 5
Market Closure and Short-Term Reversal
Pasquale Della Corte, Robert Kosowski, Tianyu Wang
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
Are Equity Option Returns Abnormal? IPCA Says No
Amit Goyal, Alessio Saretto
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Intraday momentum in the VIX futures market
Hong-Gia Huang, Wei‐Che Tsai, Pei‐Shih Weng, et al.
Journal of Banking & Finance (2022) Vol. 148, pp. 106746-106746
Closed Access | Times Cited: 4
Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting
Chuxin Ye, Jiamin Lv, Yinsong Xue, et al.
Finance research letters (2023) Vol. 58, pp. 104022-104022
Closed Access | Times Cited: 2
Retail Option Trading and Liquidity: Evidence from High-Frequency Data
James O’Donovan, Gloria Yang Yu, Jinyuan Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Option gamma and stock returns
Amar Soebhag
Journal of Empirical Finance (2023) Vol. 74, pp. 101442-101442
Open Access | Times Cited: 2
The Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics
Andrea Barbon, Heiner Beckmeyer, Andrea Buraschi, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 4
Page 1 - Next Page

Scroll to top