Scholar4AI Updated 2026-11-05 06:02 UTC+09:00

OptionMetrics

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data category: Options and volatility data · 0 papers in the last 7 days

← Most-used data · All Options and volatility data datasets

Option prices and implied volatilities, and volatility indices such as the VIX.

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Names searched for: OptionMetrics, Ivy DB

Key findings#

  • From Nov 2023 to Oct 2026, 20 archived papers mentioned OptionMetrics in their title, abstract, keywords or full text, most of them in May 2026 (2).
  • No paper of the tracked journals mentioned OptionMetrics in the last 30 days (2026-10-07 to 2026-11-05).
  • From 2017 to 2026 (so far), OptionMetrics was mentioned in 22 papers in the tracked journals, most of them in finance (18), operations research (2) and management (1).
  • 7 of them were published in 2025, against 0 in 2017.
  • Since 2023, the institutions with the most of these papers were Durham University (3), University of Liverpool (3) and Karlsruhe Institute of Technology (2).
  • The journals publishing most of them were Review of Derivatives Research (5), International Review of Financial Analysis (3) and Journal of Financial Economics (2).
  • The most-cited of them is “High-frequency trading in the stock market and the costs of options market making” (Journal of Financial Economics, 2024), with 21 citations.
  • Papers use OptionMetrics most often with S&P 500 (14), CRSP (10) and VIX (9); it has 10 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts, keywords and full texts)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
47920

Papers per year#

2017: 0 papers2018: 0 papers2019: 0 papers2020: 1 paper2021: 0 papers2022: 0 papers2023: 1 paper2024: 5 papers2025: 7 papers2026 (so far): 8 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance0001001556
Operations Research0000000011
Management0000000001
Economics0000000010
All categories0001001578

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1Durham University3
2University of Liverpool3
3Karlsruhe Institute of Technology2
4Leipzig University2
5Shanghai Jiao Tong University2
6University of Edinburgh2
7University of Hong Kong2
8University of Macau2
9Auburn University1
10Beijing Jiaotong University1
Countries with the most papers, since 2023
#CountryPapers
1United Kingdom10
2Germany7
3United States6
4China4
5Australia2
6Hong Kong2
7Ireland2
8Italy2
9Macao2
10New Zealand2
Keywords with the most papers, since 2023
#KeywordPapers
1option pricing4
2abnormal returns3
3implied volatility3
4S&P 500 options2
5bid-ask spread2
6equity options2
7financial constraints2
8financial derivatives2
9information asymmetry2
10informed trading2

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
1210.7High-frequency trading in the stock market and the costs of options market makingJournal of Financial Economics2024-07-03Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade
2180.9Strategic arbitrage in segmented marketsJournal of Financial Economics2025-01-30Svetlana Bryzgalova, Anna Pavlova, Taisiya Sikorskaya
3150.2Option-implied information: What’s the vol surface got to do with it?Review of Derivatives Research2020-05-07Maxim Ulrich, Simon Walther
490.2Implied volatility surfaces: a comprehensive analysis using half a billion option pricesReview of Derivatives Research2023-09-30Maxim Ulrich, Lukas Zimmer, Constantin Merbecks
570.2Chief executive officer marital status and corporate credit ratingsInternational Review of Financial Analysis2024-05-29Xiangshang Cai, Yang Gao, Zhiting Wu et al.

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use OptionMetrics most often with S&P 500 (14), CRSP (10) and VIX (9); it has 10 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use OptionMetrics together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
S&P 500Dataset1413.3
CRSPDataset1051.0
VIXDataset920.2
Marketization index (Fan Gang)Dataset722.7
CompustatDataset413.8
Euro Stoxx / DAXDataset315.5
ExecuCompDataset375.9
MSCI ESG / KLDDataset352.2
Thomson Reuters 13F holdingsDataset359.9
WRDSDataset351.8
Cite this page

Scholar4AI. (2026). OptionMetrics. Journal and Conference Research Rankings. Retrieved November 5, 2026, from https://scholar4ai.com/datasets/optionmetrics

@misc{scholar4ai-datasets-optionmetrics,
  author = {{Scholar4AI}},
  title = {OptionMetrics},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/optionmetrics}},
  urldate = {2026-11-05},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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