Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Jumps, cojumps and macro announcements
Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely
Journal of Applied Econometrics (2010) Vol. 26, Iss. 6, pp. 893-921
Open Access | Times Cited: 298

Showing 26-50 of 298 citing articles:

The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets
José Eduardo Gómez-González, Jorge Hirs-Garzón, Jorge M. Uribe
Journal of commodity markets (2022) Vol. 28, pp. 100258-100258
Closed Access | Times Cited: 25
The impact of macro news and central bank communication on emerging European forex markets
Balázs Égert, Evžen Kočenda
Economic Systems (2013) Vol. 38, Iss. 1, pp. 73-88
Open Access | Times Cited: 48
Oil Price Uncertainty and Industrial Production
Karl Pinno, Apostolos Serletis
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 191-216
Closed Access | Times Cited: 47
High Frequency Analysis of Macro News Releases on the Foreign Exchange Market: A Survey of Literature
Wei Li, Michael C. S. Wong, Jovan Cenev
Big Data Research (2015) Vol. 2, Iss. 1, pp. 33-48
Closed Access | Times Cited: 45
Forecasting the variance of stock index returns using jumps and cojumps
Adam Clements, Yin Liao
International Journal of Forecasting (2017) Vol. 33, Iss. 3, pp. 729-742
Open Access | Times Cited: 45
Macroeconomic news announcements, systemic risk, financial market volatility, and jumps
Xin Huang
Journal of Futures Markets (2018) Vol. 38, Iss. 5, pp. 513-534
Open Access | Times Cited: 44
News sentiment and jumps in energy spot and futures markets
Svetlana Maslyuk, Kristian Rotaru, Alexander Dokumentov
Pacific-Basin Finance Journal (2016) Vol. 45, pp. 186-210
Closed Access | Times Cited: 39
Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Mark Goh, et al.
Energy (2021) Vol. 238, pp. 121751-121751
Closed Access | Times Cited: 31
The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets
Gaoping Ma, Elie Bouri, Yahua Xu, et al.
Global Finance Journal (2025), pp. 101084-101084
Closed Access
Investigating the Impact of ESG Ratings on ETF Performance During Market Disruptions: Evidence from the COVID-19 Pandemic and Russian (full-scale) invasion of Ukraine
Chonawee Supatgiat, Piyachart Phiromswad, Olgun Fuat Sahin, et al.
Research in International Business and Finance (2025), pp. 102904-102904
Closed Access
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Haigang Zhou, John Qi Zhu
Pacific-Basin Finance Journal (2009) Vol. 20, Iss. 5, pp. 857-880
Closed Access | Times Cited: 41
Impact of macro-economic surprises on carry trade activity
Michael M. Hutchison, Vladyslav Sushko
Journal of Banking & Finance (2012) Vol. 37, Iss. 4, pp. 1133-1147
Closed Access | Times Cited: 37
S&P 500 Index‐Futures Price Jumps and Macroeconomic News
Hong Miao, Sanjay Ramchander, J. Kenton Zumwalt
Journal of Futures Markets (2013) Vol. 34, Iss. 10, pp. 980-1001
Open Access | Times Cited: 36
Testing for mutually exciting jumps and financial flights in high frequency data
Mardi Dungey, Deniz Erdemlioglu, Marius Matei, et al.
Journal of Econometrics (2017) Vol. 202, Iss. 1, pp. 18-44
Closed Access | Times Cited: 30
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
Vitali Alexeev, Mardi Dungey, Wenying Yao
Journal of Empirical Finance (2016) Vol. 40, pp. 1-19
Open Access | Times Cited: 28
The impact of jumps on carry trade returns
Suzanne S. Lee, Minho Wang
Journal of Financial Economics (2018) Vol. 131, Iss. 2, pp. 433-455
Closed Access | Times Cited: 28
Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India
Debasish Maitra, Varun Dawar
Global Business Review (2018) Vol. 20, Iss. 1, pp. 214-237
Open Access | Times Cited: 28
Investments in Cryptocurrencies: Handle with Care!
Tobias Glas
The Journal of Alternative Investments (2019) Vol. 22, Iss. 1, pp. 96-113
Closed Access | Times Cited: 27
News and Asset Pricing: A High-Frequency Anatomy of the SDF
Saketh Aleti, Tim Bollerslev
Review of Financial Studies (2024)
Closed Access | Times Cited: 3
Ranking Systemically Important Financial Institutions
Mardi Dungey, Matteo Luciani, David Veredas
SSRN Electronic Journal (2012)
Open Access | Times Cited: 31
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
SSRN Electronic Journal (2011)
Open Access | Times Cited: 29
Good Jumps, Bad Jumps, and Conditional Equity Premium
Hui Guo, Kent Wang, Hao Zhou
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 28
Jumps, cojumps, and efficiency in the spot foreign exchange market
Louis R. Piccotti
Journal of Banking & Finance (2017) Vol. 87, pp. 49-67
Closed Access | Times Cited: 27
ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
Lars Winkelmann, Markus Bibinger, Tobias Linzert
Journal of Applied Econometrics (2015) Vol. 31, Iss. 4, pp. 613-629
Open Access | Times Cited: 25

Scroll to top