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:

Anticipating Uncertainty: Straddles around Earnings Announcements
Chao Gao, Yuhang Xing, Xiaoyan Zhang
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 6, pp. 2587-2617
Closed Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Mispricing, short-sale constraints, and the cross-section of option returns
Lakshmi Shankar Ramachandran, Jitendra Tayal
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 297-321
Closed Access | Times Cited: 48
Option Trading Activity, News Releases, and Stock Return Predictability
David Weinbaum, Andrew Fodor, Dmitriy Muravyev, et al.
Management Science (2022) Vol. 69, Iss. 8, pp. 4810-4827
Closed Access | Times Cited: 23
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Is Firm-Level Political Risk Priced in the Equity Option Market?
Thang Ho, Anastasios Kagkadis, George Wang
The Review of Asset Pricing Studies (2023) Vol. 14, Iss. 1, pp. 153-195
Open Access | Times Cited: 7
Does analyst forecast dispersion represent investors’ perceived uncertainty toward earnings?
Jundong Wang
Review of Accounting and Finance (2020) Vol. 19, Iss. 3, pp. 289-312
Closed Access | Times Cited: 20
Maturity Driven Mispricing of Options
Assaf Eisdorfer, Ronnie Sadka, Alexei Zhdanov
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 2, pp. 514-542
Open Access | Times Cited: 14
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
Where Do Informed Traders Trade (First)? Option Trading Activity, News Releases, and Stock Return Predictability
David Weinbaum, Andy Fodor, Dmitriy Muravyev, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 15
The Dynamic Informativeness of Scheduled News
Julio A. Crego, Jasmin Gider
Management Science (2023) Vol. 70, Iss. 10, pp. 6724-6739
Open Access | Times Cited: 4
Choosing the right options trading strategy: Risk-return trade-off and performance in different market conditions
Samhita Shivaprasad, E Geetha, Raghavendra Acharya, et al.
Investment Management and Financial Innovations (2022) Vol. 19, Iss. 2, pp. 37-50
Open Access | Times Cited: 7
Overnight Post-Earnings Announcement Drift and SEC Form 8-K Disclosures
Kam Fong Chan, Terry A. Marsh
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Uncertainty Resolution Before Earnings Announcements
Chao Gao, Grace Xing Hu, Xiaoyan Zhang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 10
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
Seasonal Momentum in Option Returns
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
The Index Effect: Evidence from the Option Market
Fabian Hollstein, Chardin Wese Simen
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
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
17-Year Backtest of Straddles around SP500 Earnings Announcements
Waleed Khan, Hamzah Khan
SSRN Electronic Journal (2024)
Closed Access
The Price of Firm-Level Information Uncertainty
Xi Wang, Chao Gao, Tianfu Wang
Finance research letters (2024) Vol. 67, pp. 105782-105782
Closed Access
A New Approach to Build a Successful Straddle Strategy: The Analytical Option Navigator
Orkhan Rustamov, Fuzuli Aliyev, Richard A. Ajayi, et al.
Risks (2024) Vol. 12, Iss. 7, pp. 113-113
Open Access
&nbsp;Forecasting Option Returns with News
Jie Cao, Bing Han, Gang Li, et al.
SSRN Electronic Journal (2024)
Closed Access
Shareholder Meetings Uncertainty: Evidence from the Options Market
Kateryna V. Holland, Chan Lim, Irene Yi
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Option informativeness before earnings announcements and under real activity manipulation
Xiang Gao, Jiahao Gu, Yingchao Zhang
Pacific Accounting Review (2021) Vol. 33, Iss. 3, pp. 361-375
Open Access | Times Cited: 1
Arrow-Debreu Meets Kyle
Christian Keller, Michael Tseng
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Is firm-level political risk priced in the equity option market?
Thang Ho, Anastasios Kagkadis, George Jiaguo Wang
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
The Efficiency of Weekly Option Prices around Earnings Announcements
Jonathan A. Milian
Journal of risk and financial management (2023) Vol. 16, Iss. 5, pp. 270-270
Open Access
Page 1 - Next Page

Scroll to top