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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:

Cojumps in stock prices: Empirical evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
Journal of Banking & Finance (2013) Vol. 40, pp. 443-459
Open Access | Times Cited: 89

Showing 26-50 of 89 citing articles:

Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps
Arpita Mukherjee, Weijia Peng, Norman R. Swanson, et al.
Handbook of statistics (2019), pp. 3-59
Closed Access | Times Cited: 12
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
Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market
Wuyi Ye, Wenjing Xia, Bin Wu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102277-102277
Closed Access | Times Cited: 7
Co-Jumps in the Chinese Stock Market Before, During and after the Covid-19 Pandemic: A Network Perspective
Renhao Zou, Shuguang Zhang, Shuguang Zhang, et al.
(2024)
Closed Access | Times Cited: 1
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 nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Clifford Lam, Phoenix Feng
Journal of Econometrics (2018) Vol. 206, Iss. 1, pp. 226-257
Open Access | Times Cited: 10
Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead market
Aitor Ciarreta, Peru Muniain, Ainhoa Zarraga
Electric Power Systems Research (2022) Vol. 212, pp. 108144-108144
Open Access | Times Cited: 6
A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
Alessandro Pollastri, Paulo M.M. Rodrigues, Christian Schlag, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 322-341
Open Access | Times Cited: 6
The decomposition of jump risks in individual stock returns
Xiao Xiao, Chen Zhou
Journal of Empirical Finance (2018) Vol. 47, pp. 207-228
Open Access | Times Cited: 8
Testing for Co-jumps in Financial Markets
Jan Novotný, Giovanni Urga
Journal of Financial Econometrics (2017) Vol. 16, Iss. 1, pp. 118-128
Open Access | Times Cited: 8
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
A Variance Spillover Analysis Without Covariances: What Do We Miss?
Matthias R. Fengler, Katja Gisler
SSRN Electronic Journal (2014)
Open Access | Times Cited: 7
Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals
Akihiro Omura, Bin Li, Richard Chung, et al.
Economic Modelling (2017) Vol. 70, pp. 496-510
Closed Access | Times Cited: 7
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
Power Variations and Testing for Co‐Jumps: The Small Noise Approach
Daisuke Kurisu
Scandinavian Journal of Statistics (2017) Vol. 45, Iss. 3, pp. 482-512
Open Access | Times Cited: 5
Jump Risk in the US Financial Sector
Dinesh Gajurel, Mardi Dungey, Wenying Yao, et al.
Economic Record (2020) Vol. 96, Iss. 314, pp. 331-349
Open Access | Times Cited: 5
Jumps and Cojumps analyses of major and minor cryptocurrencies
Piyachart Phiromswad, Pattanaporn Chatjuthamard, Sirimon Treepongkaruna, et al.
PLoS ONE (2021) Vol. 16, Iss. 2, pp. e0245744-e0245744
Open Access | Times Cited: 5
Comfort: A Common Market Factor Non-Gaussian Returns Model
Marc S. Paolella, Paweł Polak
SSRN Electronic Journal (2013)
Open 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
A Jumping Index of Jumping Stocks? An MCMC Analysis of Continuous-Time Models for Individual Stocks
Paulo Henrique Mazza Rodrigues, Christian Schlag
SSRN Electronic Journal (2009)
Open 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
Jumps and Information Asymmetry in the US Treasury Market
Ana-Maria Dumitru, Giovanni Urga
SSRN Electronic Journal (2016)
Open Access | Times Cited: 2
Systemic Co-Jumps
Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò
SSRN Electronic Journal (2016)
Open Access | Times Cited: 2
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
arXiv (Cornell University) (2013)
Closed Access | Times Cited: 2

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