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:

Volatility and Expected Option Returns
Guanglian Hu, Kris Jacobs
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 1025-1060
Closed Access | Times Cited: 50

Showing 1-25 of 50 citing articles:

Stock Return Autocorrelations and Expected Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
Management Science (2024)
Closed Access | Times Cited: 4
Expected Option Returns and Large Language Models
Mo Wang
(2025)
Closed Access
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala
SSRN Electronic Journal (2019)
Open Access | Times Cited: 28
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns
Kevin Aretz, Ming‐Tsung Lin, Ser‐Huang Poon
Review of Finance (2022) Vol. 27, Iss. 1, pp. 289-323
Open Access | Times Cited: 13
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
The Early Exercise Risk Premium
Kevin Aretz, Adnan Gazi
Management Science (2024)
Closed Access | Times Cited: 2
Option Factor Momentum
Niclas Käfer, Mathis Moerke, Tobias Wiest
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
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
Risk appetite and option prices: Evidence from the Chinese SSE50 options market
Qing Liu, Shouyang Wang, Cong Sui
International Review of Financial Analysis (2023) Vol. 86, pp. 102541-102541
Closed Access | Times Cited: 5
Volatility and the cross-section of returns on FX options
Jonathan Fullwood, Jessica James, Ian W. Marsh
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 1262-1284
Open Access | Times Cited: 11
The Cross-Section of Individual Equity Option Returns
Mobina Shafaati, Don M. Chance, Robert Brooks
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 10
Option Returns, Risk Premiums, and Demand Pressure in Energy Markets
Kris Jacobs, Bingxin Li
Journal of Banking & Finance (2022) Vol. 146, pp. 106687-106687
Closed Access | Times Cited: 7
Contingent Claims and Hedging of Credit Risk with Equity Options
Davide Avino, Enrique Salvador
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 310-348
Open Access | Times Cited: 1
Volatility Surfaces and Expected Option Returns
Philipp Höfler
(2024)
Closed Access | Times Cited: 1
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
Closed Access | Times Cited: 9
Salient Attributes and Household Demand for Security Designs
Petra Vokatá
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Volatility and the Pricing Kernel
David Schreindorfer, Tobias Sichert
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Are Equity Option Returns Abnormal? IPCA Says No
Amit Goyal, Alessio Saretto
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Option returns
Dilip B. Madan, Wim Schoutens, King Wang
Frontiers of Mathematical Finance (2023) Vol. 2, Iss. 2, pp. 244-264
Open Access | Times Cited: 2
Volatility and jump risk in option returns
Biao Guo, Hai Lin
Journal of Futures Markets (2020) Vol. 40, Iss. 11, pp. 1767-1792
Open Access | Times Cited: 5
Stock Illiquidity, Option Prices, and Option Returns
Stefan Kanne, Olaf Korn, Marliese Uhrig‐Homburg
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
The Shape of the Pricing Kernel and Expected Option Returns
Christian Schlag, Tobias Sichert
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
In Search of a Factor Model for Optionable Stocks
Turan G. Bali, Fousseni Chabi-Yo, Scott Murray
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Construction, Real Uncertainty, and Stock-Level Investment Anomalies
Kevin Aretz, Anastasios Kagkadis
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Closed Access
A Bayesian SDF for Equity Options
Niclas Käfer, Mathis Moerke, Florian Weigert, et al.
SSRN Electronic Journal (2024)
Closed Access
Page 1 - Next Page

Scroll to top