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OpenAlex Citation Counts

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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:

Noise traders, mispricing, and price adjustments in derivatives markets
Doojin Ryu, Heejin Yang
European Journal of Finance (2019) Vol. 26, Iss. 6, pp. 480-499
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Volatility Spillovers between Equity and Green Bond Markets
Daehyeon Park, Jiyeon Park, Doojin Ryu
Sustainability (2020) Vol. 12, Iss. 9, pp. 3722-3722
Open Access | Times Cited: 94
Dual effects of investor sentiment and uncertainty in financial markets
Sangik Seok, Hoon Cho, Doojin Ryu
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 300-315
Closed Access | Times Cited: 12
Do sentiment trades explain investor overconfidence around analyst recommendation revisions?
Karam Kim, Doojin Ryu, Jinyoung Yu
Research in International Business and Finance (2021) Vol. 56, pp. 101376-101376
Closed Access | Times Cited: 41
Investor sentiment or information content? A simple test for investor sentiment proxies
Geul Lee, Doojin Ryu
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102222-102222
Closed Access | Times Cited: 5
Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach
Wonho Song, Doojin Ryu, Robert I. Webb
Quantitative Finance (2018) Vol. 18, Iss. 9, pp. 1559-1571
Closed Access | Times Cited: 46
Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin
Geul Lee, Doojin Ryu
Journal of Behavioral and Experimental Finance (2025), pp. 101059-101059
Closed Access
The impact of net buying pressure on index options prices
Doojin Ryu, Doowon Ryu, Heejin Yang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 27-45
Closed Access | Times Cited: 28
Does vega-neutral options trading contain information?
Jaeram Lee, Doojin Ryu, Heejin Yang
Journal of Empirical Finance (2021) Vol. 62, pp. 294-314
Closed Access | Times Cited: 27
Domain Stabilization for Model-Free Option Implied Moment Estimation
Geul Lee, Doojin Ryu, Li Yang
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Informed options trading around holidays
Doojin Ryu, Jinyoung Yu
Journal of Futures Markets (2021) Vol. 41, Iss. 5, pp. 658-685
Closed Access | Times Cited: 22
Information contents of intraday SSE 50 ETF options trades
Xingguo Luo, Wenye Cai, Doojin Ryu
Journal of Futures Markets (2022) Vol. 42, Iss. 4, pp. 580-604
Closed Access | Times Cited: 15
Who pays the liquidity cost? Central bank announcements and adverse selection
Doojin Ryu, Robert I. Webb, Jinyoung Yu
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 904-924
Closed Access | Times Cited: 8
Linear extrapolation and model-free option implied moments
Geul Lee, Doojin Ryu
Borsa Istanbul Review (2024) Vol. 24, pp. 88-106
Open Access | Times Cited: 3
Volatility information trading in the index options market: An intraday analysis
Heejin Yang, Ali M. Kutan, Doojin Ryu
International Review of Economics & Finance (2019) Vol. 64, pp. 412-426
Closed Access | Times Cited: 25
Insider trading and information asymmetry: Evidence from the Korea Exchange
Doojin Ryu, Heejin Yang, Jinyoung Yu
Emerging Markets Review (2021) Vol. 51, pp. 100847-100847
Closed Access | Times Cited: 20
Pricing of European currency options considering the dynamic information costs
Wael Dammak, Salah Ben Hamad, Christian de Peretti, et al.
Global Finance Journal (2023) Vol. 58, pp. 100897-100897
Open Access | Times Cited: 7
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components
Doojin Ryu, Robert I. Webb, Jinyoung Yu
European Journal of Finance (2021) Vol. 28, Iss. 9, pp. 871-888
Closed Access | Times Cited: 16
Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity
Doojin Ryu, Jinyoung Yu
Journal of Futures Markets (2021) Vol. 42, Iss. 1, pp. 61-76
Closed Access | Times Cited: 15
Foreign institutions and the behavior of liquidity following macroeconomic announcements
Doojin Ryu, Robert I. Webb, Jinyoung Yu
Finance research letters (2022) Vol. 50, pp. 103239-103239
Closed Access | Times Cited: 10
Left‐digit biases: Individual and institutional investors
Jinyoung Yu, Young‐Chul Kim, Doojin Ryu
Journal of Futures Markets (2023) Vol. 44, Iss. 3, pp. 518-532
Closed Access | Times Cited: 5
Evolving roles of energy futures markets: A Survey
A. Kim, Doojin Ryu, Robert I. Webb
Borsa Istanbul Review (2024) Vol. 24, pp. 1-14
Open Access | Times Cited: 1
Frequent Trading and Investment Performance: Evidence From the KOSPI 200 Futures Market
Doojin Ryu, Robert I. Webb, Jinyoung Yu
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Global Risk Aversion: Driving Force of Future Real Economic Activity
Jinhwan Kim, Hoon Cho, Doojin Ryu
Journal of Forecasting (2024)
Open Access | Times Cited: 1
Effects of commodity exchange-traded note introductions: Adjustment for seasonality
Jinyoung Yu, Doojin Ryu
Borsa Istanbul Review (2020) Vol. 20, Iss. 3, pp. 244-256
Open Access | Times Cited: 8
Hybrid bond issuances by insurance firms
Doojin Ryu, Jinyoung Yu
Emerging Markets Review (2020) Vol. 45, pp. 100722-100722
Closed Access | Times Cited: 8
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