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:
The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns
Guanglian Hu, Yuguo Liu
Journal of Financial and Quantitative Analysis (2022) Vol. 57, Iss. 6, pp. 2385-2411
Open Access | Times Cited: 7
Guanglian Hu, Yuguo Liu
Journal of Financial and Quantitative Analysis (2022) Vol. 57, Iss. 6, pp. 2385-2411
Open Access | Times Cited: 7
Showing 7 citing articles:
Low risk, high return: Improving option writing performance with put-call ratios in Taiwan
Chien-Ling Lo, Wen-Rang Liu
Pacific-Basin Finance Journal (2025), pp. 102687-102687
Closed Access
Chien-Ling Lo, Wen-Rang Liu
Pacific-Basin Finance Journal (2025), pp. 102687-102687
Closed Access
Measures of Model Risk for Continuous-Time Finance Models
Emese Lazar, Shuyuan Qi, Radu Tunaru
Journal of Financial Econometrics (2024)
Open Access | Times Cited: 3
Emese Lazar, Shuyuan Qi, Radu Tunaru
Journal of Financial Econometrics (2024)
Open Access | Times Cited: 3
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
Dilip B. Madan, Wim Schoutens, King Wang
Frontiers of Mathematical Finance (2023) Vol. 2, Iss. 2, pp. 244-264
Open Access | Times Cited: 2
Towards a Theory of Skewness Trading
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Xinfeng Ruan, Pakorn Aschakulporn, Jin E. Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
Stephan Höcht, Dilip B. Madan, Wim Schoutens, et al.
Risks (2021) Vol. 9, Iss. 11, pp. 196-196
Open Access | Times Cited: 1
Stephan Höcht, Dilip B. Madan, Wim Schoutens, et al.
Risks (2021) Vol. 9, Iss. 11, pp. 196-196
Open Access | Times Cited: 1
Option Mispricing and Maturity Date: Evidence from China
Yuanfen Tu, Yidi Zhai, Moan Lu
Applied economics and policy studies (2023), pp. 892-898
Closed Access
Yuanfen Tu, Yidi Zhai, Moan Lu
Applied economics and policy studies (2023), pp. 892-898
Closed Access
