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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:

Cojumping: Evidence from the US Treasury bond and futures markets
Mardi Dungey, Lyudmyla Hvozdyk
Journal of Banking & Finance (2012) Vol. 36, Iss. 5, pp. 1563-1575
Open Access | Times Cited: 81

Showing 26-50 of 81 citing articles:

Currency jumps and crises: Do developed and emerging market currencies jump together?
Kam Fong Chan, John Powell, Sirimon Treepongkaruna
Pacific-Basin Finance Journal (2014) Vol. 30, pp. 132-157
Closed Access | Times Cited: 11
Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data
Yu Zhou, Chen Shi
Physica A Statistical Mechanics and its Applications (2015) Vol. 443, pp. 117-127
Closed Access | Times Cited: 11
CONDITIONAL JUMP DYNAMICS IN STOCK RETURNS: EVIDENCE FROM MIST STOCK EXCHANGES
Hakan Danis, Ender Demir, Mehmet Hüseyin Bilgin
The Singapore Economic Review (2015) Vol. 60, Iss. 01, pp. 1550005-1550005
Closed Access | Times Cited: 11
Jump risk premia across major international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Kuntara Pukthuanthong
Journal of Empirical Finance (2019) Vol. 52, pp. 1-21
Closed Access | Times Cited: 11
Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors
Artur Semeyutin, Gareth Downing
International Review of Financial Analysis (2022) Vol. 81, pp. 102078-102078
Open Access | Times Cited: 7
Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics
Yu-Min Lian, Jun-Home Chen
International Review of Economics & Finance (2024) Vol. 94, pp. 103392-103392
Closed Access | Times Cited: 1
A common jump factor stochastic volatility model
Márcio Poletti Laurini, Roberto Baltieri Mauad
Finance research letters (2015) Vol. 12, pp. 2-10
Closed Access | Times Cited: 7
Modelling systemic cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
arXiv (Cornell University) (2013)
Closed Access | Times Cited: 7
Cojumps in China's spot and stock index futures markets
Hao Wang, Mengqi Yue, Zhao Hua
Pacific-Basin Finance Journal (2015) Vol. 35, pp. 541-557
Closed Access | Times Cited: 7
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets
Süleyman Serdengeçti, Ahmet Şensoy, Duc Khuong Nguyen
Journal of International Financial Markets Institutions and Money (2021) Vol. 73, pp. 101377-101377
Open Access | Times Cited: 6
Identifying Periods of Financial Stress in Asian Currencies: The Role of High Frequency Financial Market Data
Mardi Dungey, Marius Matei, Sirimon Treepongkaruna
RePEc: Research Papers in Economics (2014)
Closed Access | Times Cited: 5
Jump Tail Dependence in the Chinese Stock Market
Sophia Zhengzi Li, Hao Wang, Zhao Hua
Emerging Markets Finance and Trade (2015) Vol. 52, Iss. 10, pp. 2379-2396
Closed Access | Times Cited: 5
Cojumps in Stock Prices: Empirical Evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
SSRN Electronic Journal (2012)
Open Access | Times Cited: 5
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan, Robert G. Bowman, Christopher J. Neely
Journal of Empirical Finance (2017) Vol. 43, pp. 43-58
Open Access | Times Cited: 5
The dynamics of co-jumps, volatility and correlation
Adam Clements, Yin Liao
RePEc: Research Papers in Economics (2013)
Closed Access | Times Cited: 5
Assessing jump and cojumps in financial asset returns with applications in futures markets
Jin‐Huei Yeh, Mu-Shu Yun
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102157-102157
Closed Access | Times Cited: 2
Examining stress in Asian currencies: A perspective offered by high frequency financial market data
Mardi Dungey, Marius Matei, Sirimon Treepongkaruna
Journal of International Financial Markets Institutions and Money (2020) Vol. 67, pp. 101200-101200
Closed Access | Times Cited: 5
A noise-robust estimator of volatility based on interquantile ranges
Jin-Huei Yeh, Jying‐Nan Wang, Chung-Ming Kuan
Review of Quantitative Finance and Accounting (2013) Vol. 43, Iss. 4, pp. 751-779
Closed Access | Times Cited: 4
Model-free jump measures and interest rates: common patterns in US and UK monetary policy around major economic events
Januj Juneja, Kuntara Pukthuanthong
European Journal of Finance (2015) Vol. 22, Iss. 14, pp. 1388-1413
Closed Access | Times Cited: 4
Portfolio selection in a multi-asset, incomplete-market economy
Yu-Min Lian, Jun-Home Chen
The Quarterly Review of Economics and Finance (2018) Vol. 71, pp. 228-238
Closed Access | Times Cited: 4
Joint dynamic modeling and option pricing in incomplete derivative-security market
Yu-Min Lian, Jun-Home Chen
The North American Journal of Economics and Finance (2018) Vol. 51, pp. 100845-100845
Closed Access | Times Cited: 4
Ultra-short tenor yield curve for intraday trading and settlement
Anton Golub, Lidan Großmaß, Ser‐Huang Poon
European Journal of Finance (2019) Vol. 27, Iss. 4-5, pp. 441-459
Closed Access | Times Cited: 4
Co-jumping of Treasury Yield Curve Rates
Jozef Baruník, Pavel Fišer
SSRN Electronic Journal (2019)
Open Access | Times Cited: 4
Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data
Frédéric Délèze, Syed Mujahid Hussain
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 3
Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock
Tony Klein
Journal of Economic Behavior & Organization (2021) Vol. 194, pp. 264-286
Open Access | Times Cited: 4

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