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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:

Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing
Likuan Qin, Vadim Linetsky
Operations Research (2016) Vol. 64, Iss. 1, pp. 99-117
Open Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

Analyzing volatility risk and risk premium in option contracts: A new theory
Peter Carr, Liuren Wu
Journal of Financial Economics (2016) Vol. 120, Iss. 1, pp. 1-20
Closed Access | Times Cited: 77
(Almost) Model‐Free Recovery
Paul Schneider, Fabio Trojani
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 323-370
Closed Access | Times Cited: 70
Generalized recovery
Christian Skov Jensen, David Lando, Lasse Heje Pedersen
Journal of Financial Economics (2018) Vol. 133, Iss. 1, pp. 154-174
Open Access | Times Cited: 58
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
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
An Empirical Analysis of the Ross Recovery Theorem
Francesco Audrino, Robert Huitema, Markus Ludwig
SSRN Electronic Journal (2014)
Open Access | Times Cited: 27
An Empirical Implementation of the Ross Recovery Theorem as a Prediction Device
Francesco Audrino, Robert Huitema, Markus Ludwig
Journal of Financial Econometrics (2019) Vol. 19, Iss. 2, pp. 291-312
Closed Access | Times Cited: 25
A New Simple Approach for Constructing Implied Volatility Surfaces
Peter Carr, Liuren Wu
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 28
Identifying Beliefs from Asset Prices
Anisha Ghosh, Guillaume Roussellet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 20
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
Constrained polynomial likelihood*
Caio Almeida, Ricardo Masini, Paul M. Schneider
Journal of Business and Economic Statistics (2024), pp. 1-23
Open Access | Times Cited: 2
Long Term Risk: A Martingale Approach
Likuan Qin, Vadim Linetsky
SSRN Electronic Journal (2014)
Open Access | Times Cited: 19
Long Forward Probabilities, Recovery, and the Term Structure of Bond Risk Premiums
Likuan Qin, Vadim Linetsky, Yutian Nie
Review of Financial Studies (2018) Vol. 31, Iss. 12, pp. 4863-4883
Open Access | Times Cited: 19
Functional Ross recovery: Theoretical results and empirical tests
Yannick Dillschneider, Raimond Maurer
Journal of Economic Dynamics and Control (2019) Vol. 108, pp. 103750-103750
Closed Access | Times Cited: 18
Does the Ross Recovery Theorem Work Empirically?
Jens Carsten Jackwerth, Marco Menner
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 18
Misspecified Recovery
Jaroslav Borovička, Lars Peter Hansen, José Scheinkman
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 15
Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums
Likuan Qin, Vadim Linetsky, Yutian Nie
SSRN Electronic Journal (2016)
Open Access | Times Cited: 10
ESTIMATING FORWARD LOOKING DISTRIBUTION WITH THE ROSS RECOVERY THEOREM
Takuya Kiriu, Norio Hibiki
Journal of the Operations Research Society of Japan (2019) Vol. 62, Iss. 2, pp. 83-107
Open Access | Times Cited: 10
(Almost) Model-Free Recovery
Paul Schneider, Fabio Trojani
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Generalized Recovery
Christian Skov Jensen, David Lando, Lasse Heje Pedersen
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 8
Empirical Recovery: Hansen-Scheinkman Factorization and Ross Recovery from High Frequency Option Prices
Fabio Massacci, Julian Williams, Yang Zhang
SSRN Electronic Journal (2016)
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
Term Structure of Uncertainty in the Macroeconomy
Jaroslav Borovička, Lars Peter Hansen
SSRN Electronic Journal (2016)
Open Access | Times Cited: 5
LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH
Tim Leung, Hyungbin Park
International Journal of Theoretical and Applied Finance (2017) Vol. 20, Iss. 06, pp. 1750037-1750037
Open Access | Times Cited: 5
Sensitivity analysis of long-term cash flows
Hyungbin Park
Finance and Stochastics (2018) Vol. 22, Iss. 4, pp. 773-825
Closed Access | Times Cited: 5
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