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:

A Hausman test for the presence of market microstructure noise in high frequency data
Yacine Aït‐Sahalia, Dacheng Xiu
Journal of Econometrics (2018) Vol. 211, Iss. 1, pp. 176-205
Closed Access | Times Cited: 77

Showing 26-50 of 77 citing articles:

Tail Risk and Asset Prices in the Short-term
Caio Almeida, Gustavo Freire, René García, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
Disentangling Autocorrelated Intraday Returns
Rui Da, Dacheng Xiu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
The Role of Corruption and Healthcare Expenditure in Healthcare Systems of the Persian Gulf Region
Maryam Asghari
Iranian Journal Of Health Sciences (2016) Vol. 4, Iss. 2, pp. 19-30
Open Access | Times Cited: 4
Identifying latent factors based on high-frequency data
Yucheng Sun, Wen Xu, Chuanhai Zhang
Journal of Econometrics (2022) Vol. 233, Iss. 1, pp. 251-270
Closed Access | Times Cited: 4
Estimation of Leverage Effect: Kernel Function and Efficiency
Xiye Yang
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 939-956
Closed Access | Times Cited: 4
A Forest Full of Risk Forecasts for Managing Volatility
Onno Kleen, Anastasija Tetereva
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Uncovering the Asymmetric Information Content of High-Frequency Options
Lykourgos Alexiou, Mattia Bevilacqua, Rodrigo Hizmeri
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
The Pricing of Continuous and Discontinuous Factor Risks
Tobias Hemauer
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Bias-optimal vol-of-vol estimation: the role of window overlapping
Giacomo Toscano, Maria Cristina Recchioni
Decisions in Economics and Finance (2021) Vol. 45, Iss. 1, pp. 137-185
Closed Access | Times Cited: 5
Inference for local distributions at high sampling frequencies: A bootstrap approach
Ulrich Hounyo, Rasmus T. Varneskov
Journal of Econometrics (2019) Vol. 215, Iss. 1, pp. 1-34
Open Access | Times Cited: 4
Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data
Maria Elvira Mancino, Simone Scotti, Giacomo Toscano
Applied Mathematical Finance (2020) Vol. 27, Iss. 4, pp. 288-316
Closed Access | Times Cited: 4
Bolstering the Modelling and Forecasting of Realized Covariance Matrices using (Directional) Common Jumps
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
A ReMeDI for Microstructure Noise

SSRN Electronic Journal (2019)
Open Access | Times Cited: 3
Peran Kriminalitas Sebagai Pemoderasi Antara Kemiskinan dan Pengangguran Terhadap Laju Pertumbuhan Ekonomi
Aji Priambodo
Al-KALAM JURNAL KOMUNIKASI BISNIS DAN MANAJEMEN (2024) Vol. 11, Iss. 1, pp. 132-132
Open Access
Investing in the Batteries and Vehicles of the Future: A View Through the Stock Market
Michael Plante
Federal Reserve Bank of Dallas, Working Papers (2024) Vol. 2023, Iss. 2314
Closed Access
Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders
Muhammad Mahmudul Karim, Mohamed Eskandar Shah Mohd Rasid, Abu Hanifa Md. Noman, et al.
International Review of Financial Analysis (2024), pp. 103617-103617
Open Access
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts
Giacomo Toscano, Giulia Livieri, Maria Elvira Mancino, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 3
Weighted Least Squares Realized Covariation Estimation
Yifan Li, Ingmar Nolte, Michalis Vasios, et al.
Journal of Banking & Finance (2022) Vol. 137, pp. 106420-106420
Open Access | Times Cited: 2
Estimating the Integrated Parameter of the Time-Varying Parameter Self-Exciting Process
Simon Clinet, Yoann Potiron
arXiv (Cornell University) (2016)
Closed Access | Times Cited: 1
Cointegration in high frequency data
Simon Clinet, Yoann Potiron
Electronic Journal of Statistics (2021) Vol. 15, Iss. 1
Open Access | Times Cited: 2
Direct Versus Iterated Multi-Period Volatility Forecasts: Why MIDAS Is King
Éric Ghysels, Alberto Plazzi, Rossen Valkanov, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
The Observed Asymptotic Variance: Hard edges, and a regression approach
Per A. Mykland, Lan Zhang
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 411-428
Open Access | Times Cited: 1
The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Federal Reserve Bank of Dallas, Working Papers (2020) Vol. 2019, Iss. 1902
Open Access | Times Cited: 1
A Tale of Two Time Scales: Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline
Seunghyeon Yu, Yoann Potiron
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Federal Reserve Bank of Dallas, Working Papers (2022) Vol. 2019, Iss. 1902
Open Access | Times Cited: 1

Scroll to top