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:

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

Showing 12 citing articles:

Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions
Akira Yamazaki
The North American Journal of Economics and Finance (2025), pp. 102362-102362
Closed Access
Information content of option prices: Comparing analyst forecasts to option-based forecasts
Anthony J. Sanford
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102197-102197
Open Access | Times Cited: 3
An affine model for short rates when monetary policy is path dependent
Haitham A. Al‐Zoubi
Review of Derivatives Research (2024) Vol. 27, Iss. 2, pp. 151-201
Closed Access | Times Cited: 1
Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors
Hong Liu, Yueliang Lu, Weike Xu, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
Subjective Probability Distributions of Nonlinear Payoffs: Recovering Option Payoff, Agent's Utility, and Pricing Kernel Distributions
Akira Yamazaki
(2024)
Closed Access
What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?
Gurdip Bakshi, Xiaohui Gao, Zhaowei Zhang
Commodities (2024) Vol. 3, Iss. 2, pp. 225-247
Open Access
Subjective Probability Distributions of Nonlinear Payoffs: Recovering Option Payoff, Agent's Utility, and Pricing Kernel Distributions
Akira Yamazaki
(2024)
Closed Access
Information Content of Option Prices: Comparing Analyst Forecasts to Option-Based Forecasts
Anthony J. Sanford
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Subjective Probability Distributions of Nonlinear Payoffs: Recovering Option Payoff and Agent's Utility Distributions
Akira Yamazaki
SSRN Electronic Journal (2023)
Closed Access
Subjective Probability Distributions of Nonlinear Payoffs: Recovering Option Payoff, Agent's Utility, and Pricing Kernel Distributions
Akira Yamazaki
(2023)
Closed Access
What Interbank Rates Tell Us About Time-Varying Disaster Risk
Hitesh Doshi, Hyung Joo Kim, Sang Byung Seo
SSRN Electronic Journal (2019)
Closed Access
What is the Time Series Regression of the Stock Market Return?
Steven P. Clark, Yueliang Lu, Weidong Tian
SSRN Electronic Journal (2021)
Closed Access
Page 1

Scroll to top