---
title: "OptionMetrics: papers using this data, journals and trends"
description: "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)."
url: https://scholar4ai.com/datasets/optionmetrics
markdown_url: https://scholar4ai.com/datasets/optionmetrics.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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). (as of 2026-11-05)"
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-11-05T06:02:37+09:00
window: 2026-10-07 to 2026-11-05
source: OpenAlex (CC0)
---

# OptionMetrics

[Browse dataset profiles](https://scholar4ai.com/datasets/directory/page/5.md)

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

- data category: Options and volatility data
- 0 papers in the last 7 days
- Names searched for: OptionMetrics, Ivy DB

Most-used data: https://scholar4ai.com/rankings/datasets.md · All Options and volatility data datasets: https://scholar4ai.com/datasets/options-and-volatility-data.md



## 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)*

| Trend | Nov 23–Oct 24 | Nov 24–Oct 25 | Nov 25–Oct 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 4 | 7 | 9 | 20 |

## Papers per year

*Papers per publication year and category*

| Category | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 (so far) |
|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|
| [Finance](https://scholar4ai.com/categories/finance.md) | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 5 | 5 | 6 |
| [Operations Research](https://scholar4ai.com/categories/operations-research.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 |
| [Management](https://scholar4ai.com/categories/management.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 |
| [Economics](https://scholar4ai.com/categories/economics.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 |
| All categories | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 5 | 7 | 8 |

## Where the papers come from

*Journals with the most papers, since 2023*

| # | Journal | Papers |
|---:|---|---:|
| 1 | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 5 |
| 2 | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 3 |
| 3 | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2 |
| 4 | [Economics Letters](https://scholar4ai.com/journals/economics-letters.md) | 1 |
| 5 | [Journal of Business Ethics](https://scholar4ai.com/journals/journal-of-business-ethics.md) | 1 |
| 6 | [Journal of International Money and Finance](https://scholar4ai.com/journals/journal-of-international-money-and-finance.md) | 1 |
| 7 | [European Journal of Operational Research](https://scholar4ai.com/journals/european-journal-of-operational-research.md) | 1 |
| 8 | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | 1 |
| 9 | [Review of Quantitative Finance and Accounting](https://scholar4ai.com/journals/review-of-quantitative-finance-and-accounting.md) | 1 |
| 10 | [Journal of Empirical Finance](https://scholar4ai.com/journals/journal-of-empirical-finance.md) | 1 |

*Institutions with the most papers, since 2023*

| # | Institution | Papers |
|---:|---|---:|
| 1 | [Durham University](https://scholar4ai.com/institutions/durham-university.md) | 3 |
| 2 | [University of Liverpool](https://scholar4ai.com/institutions/university-of-liverpool.md) | 3 |
| 3 | Karlsruhe Institute of Technology | 2 |
| 4 | Leipzig University | 2 |
| 5 | [Shanghai Jiao Tong University](https://scholar4ai.com/institutions/shanghai-jiao-tong-university.md) | 2 |
| 6 | [University of Edinburgh](https://scholar4ai.com/institutions/university-of-edinburgh.md) | 2 |
| 7 | [University of Hong Kong](https://scholar4ai.com/institutions/university-of-hong-kong.md) | 2 |
| 8 | [University of Macau](https://scholar4ai.com/institutions/university-of-macau.md) | 2 |
| 9 | Auburn University | 1 |
| 10 | [Beijing Jiaotong University](https://scholar4ai.com/institutions/beijing-jiaotong-university.md) | 1 |

*Countries with the most papers, since 2023*

| # | Country | Papers |
|---:|---|---:|
| 1 | United Kingdom | 10 |
| 2 | Germany | 7 |
| 3 | United States | 6 |
| 4 | China | 4 |
| 5 | Australia | 2 |
| 6 | Hong Kong | 2 |
| 7 | Ireland | 2 |
| 8 | Italy | 2 |
| 9 | Macao | 2 |
| 10 | New Zealand | 2 |

*Keywords with the most papers, since 2023*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | option pricing | 4 |
| 2 | [abnormal returns](https://scholar4ai.com/keywords/abnormal-returns.md) | 3 |
| 3 | implied volatility | 3 |
| 4 | S&P 500 options | 2 |
| 5 | bid-ask spread | 2 |
| 6 | equity options | 2 |
| 7 | [financial constraints](https://scholar4ai.com/keywords/financial-constraints.md) | 2 |
| 8 | financial derivatives | 2 |
| 9 | [information asymmetry](https://scholar4ai.com/keywords/information-asymmetry.md) | 2 |
| 10 | informed trading | 2 |

## Most-cited papers

*Most-cited papers since 2017*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 21 | 0.7 | [High-frequency trading in the stock market and the costs of options market making](https://doi.org/10.1016/j.jfineco.2024.103900) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2024-07-03 | Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade |
| 2 | 18 | 0.9 | [Strategic arbitrage in segmented markets](https://doi.org/10.1016/j.jfineco.2025.104008) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2025-01-30 | Svetlana Bryzgalova, Anna Pavlova, Taisiya Sikorskaya |
| 3 | 15 | 0.2 | [Option-implied information: What’s the vol surface got to do with it?](https://doi.org/10.1007/s11147-020-09166-0) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2020-05-07 | Maxim Ulrich, Simon Walther |
| 4 | 9 | 0.2 | [Implied volatility surfaces: a comprehensive analysis using half a billion option prices](https://doi.org/10.1007/s11147-023-09195-5) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2023-09-30 | Maxim Ulrich, Lukas Zimmer, Constantin Merbecks |
| 5 | 7 | 0.2 | [Chief executive officer marital status and corporate credit ratings](https://doi.org/10.1016/j.irfa.2024.103385) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 2024-05-29 | Xiangshang Cai, Yang Gao, Zhiting Wu et al. |

## 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.

*What papers use OptionMetrics together with (at least 3 papers; lift 1 = chance)*

| Used with | Type | Papers using both | Lift |
|---|---|---:|---:|
| [S&P 500](https://scholar4ai.com/datasets/s-p-500.md) | Dataset | 14 | 13.3 |
| [CRSP](https://scholar4ai.com/datasets/crsp.md) | Dataset | 10 | 51.0 |
| [VIX](https://scholar4ai.com/datasets/vix.md) | Dataset | 9 | 20.2 |
| [Marketization index (Fan Gang)](https://scholar4ai.com/datasets/marketization-index-fan-gang.md) | Dataset | 7 | 22.7 |
| [Compustat](https://scholar4ai.com/datasets/compustat.md) | Dataset | 4 | 13.8 |
| [Euro Stoxx / DAX](https://scholar4ai.com/datasets/euro-stoxx-dax.md) | Dataset | 3 | 15.5 |
| [ExecuComp](https://scholar4ai.com/datasets/execucomp.md) | Dataset | 3 | 75.9 |
| [MSCI ESG / KLD](https://scholar4ai.com/datasets/msci-esg-kld.md) | Dataset | 3 | 52.2 |
| [Thomson Reuters 13F holdings](https://scholar4ai.com/datasets/thomson-reuters-13f-holdings.md) | Dataset | 3 | 59.9 |
| [WRDS](https://scholar4ai.com/datasets/wrds.md) | Dataset | 3 | 51.8 |

The whole network: https://scholar4ai.com/code/network.md

## Cite this page

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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).