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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:

Monotonicity of the Stochastic Discount Factor and Expected Option Returns
Ranadeb Chaudhuri, Mark Schröder
Review of Financial Studies (2015) Vol. 28, Iss. 5, pp. 1462-1505
Closed Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

The pricing kernel puzzle: survey and outlook
Horatio Cuesdeanu, Jens Carsten Jackwerth
Annals of Finance (2017) Vol. 14, Iss. 3, pp. 289-329
Open Access | Times Cited: 56
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Lieven Baele, Joost Driessen, Sebastian Ebert, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 9, pp. 3667-3723
Closed Access | Times Cited: 56
A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
Gurdip Bakshi, Fousseni Chabi-Yo, Xiaohui Gao
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 532-555
Open Access | Times Cited: 53
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
Does the Ross recovery theorem work empirically?
Jens Carsten Jackwerth, Marco Menner
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 723-739
Closed Access | Times Cited: 37
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
Ex ante bond returns and time-varying monotonicity
Hamid Yahyaei, Abhay K. Singh, Tom Smith
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102114-102114
Open Access
Stochastic arbitrage with market index options
Brendan K. Beare, Juwon Seo, Zhongxi Zheng
Journal of Banking & Finance (2025), pp. 107395-107395
Open Access
The pricing kernel puzzle in forward looking data
Horatio Cuesdeanu, Jens Carsten Jackwerth
Review of Derivatives Research (2017) Vol. 21, Iss. 3, pp. 253-276
Closed Access | Times Cited: 29
Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk
Peter Christoffersen, Mathieu Fournier, Kris Jacobs, et al.
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 1, pp. 65-91
Open Access | Times Cited: 26
Estimating the Value of Information
Ohad Kadan, Asaf Manela
Review of Financial Studies (2018) Vol. 32, Iss. 3, pp. 951-991
Closed Access | Times Cited: 24
The State Price Density Implied by Crude Oil Futures and Option Prices
Peter Christoffersen, Kris Jacobs, Xuhui Pan
Review of Financial Studies (2021) Vol. 35, Iss. 2, pp. 1064-1103
Closed Access | Times Cited: 18
Volatility and Expected Option Returns
Guanglian Hu, Kris Jacobs
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 13
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
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
A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
Gurdip Bakshi, Fousseni Chabi-Yo, Xiaohui Gao
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 6
The Pricing Kernel Puzzle: Survey and Outlook
Horatio Cuesdeanu, Jens Carsten Jackwerth
SSRN Electronic Journal (2016)
Open Access | Times Cited: 4
Investor Beliefs and State Price Densities in the Crude Oil Market
Peter Christoffersen, Kris Jacobs, Xuhui Pan
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 4
Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Into a Smaller Filtration Set
Carlo Sala, Giovanni Barone‐Adesi
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 3
The Shape of the Pricing Kernel and Expected Option Returns
Christian Schlag, Tobias Sichert
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Option augmented density forecasts of market returns with monotone pricing kernel
Brendan K. Beare, Asad Dossani
Quantitative Finance (2017) Vol. 18, Iss. 4, pp. 623-635
Closed Access | Times Cited: 3
The pricing kernel puzzle: A behavioral explanation
Hammad Siddiqi, John Quiggin
Cogent Economics & Finance (2019) Vol. 7, Iss. 1, pp. 1684609-1684609
Open Access | Times Cited: 3
Never a Dull Moment: Entropy Risk in Commodity Markets
Fousseni Chabi-Yo, Hitesh Doshi, Virgilio Zurita
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 4, pp. 734-783
Closed Access | Times Cited: 1
Subjective Probability Distributions of Nonlinear Payoffs: Recovering Option Payoff, Agent's Utility, and Pricing Kernel Distributions
Akira Yamazaki
(2024)
Closed Access
Subjective Probability Distributions of Nonlinear Payoffs: Recovering Option Payoff, Agent's Utility, and Pricing Kernel Distributions
Akira Yamazaki
(2024)
Closed Access
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