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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:

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

Showing 26-50 of 41 citing articles:

Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps
Sumei Zhang, Junhao Geng
International Journal of Computer Mathematics (2016) Vol. 94, Iss. 11, pp. 2166-2177
Closed Access | Times Cited: 3
High-frequency Characterisation of Indian Banking Stocks
Mohammad Abu Sayeed, Mardi Dungey, Wenying Yao
Journal of Emerging Market Finance (2018) Vol. 17, Iss. 2_suppl, pp. S213-S238
Closed Access | Times Cited: 3
Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model
Shu Ling Chiang, Ming Shann Tsai
International Review of Finance (2018) Vol. 19, Iss. 3, pp. 613-640
Closed Access | Times Cited: 3
Determinants of systematic risk in the Iranian Financial sector
Ali Askarinejad Amir, Mohammad E. FadaeiNejad
DOAJ (DOAJ: Directory of Open Access Journals) (2018)
Closed Access | Times Cited: 3
Realized Volatility, Jump and Beta: evidence from Canadian Stock Market
Dinesh Gajurel, Biplob Chowdhury
Applied Economics (2021) Vol. 53, Iss. 55, pp. 6376-6397
Open Access | Times Cited: 2
Forecasting Emerging Market Volatility in Crisis Period: Comparing Traditional GARCH with High-Frequency Based Models
Abdullah Yalaman, Shabir Saleem
Contributions to economics (2017), pp. 475-492
Closed Access | Times Cited: 1
An efficient pricing algorithm for American options with double stochastic volatilities and double jumps
Sumei Zhang
Journal of Algorithms & Computational Technology (2018) Vol. 13
Open Access | Times Cited: 1
Markov Chain Approximation Method for Pricing Barrier Options with Stochastic Volatility and Jump
Sumei Zhang
(2015)
Open Access
Three essays on pricing and volume distributions of cross-listed stocks
Jing Wang
(2014)
Closed Access
The Effect of Investor Sentiment on Gold Market Dynamics
Mehmet Balcılar, Matteo Bonato, Rıza Demirer, et al.
RePEc: Research Papers in Economics (2016)
Closed Access
An Efficient Calibration Method for a Stochastic Volatility Lévy Model
Sumei Zhang
(2015) Vol. 2, pp. 141-144
Closed Access
Asset pricing, jump risk, and China's B-share discount puzzle
Haigang Zhou, John Qi Zhu
International Journal of Financial Services Management (2013) Vol. 6, Iss. 4, pp. 352-352
Closed Access
Business applications and state‐level stock market realized volatility: A forecasting experiment
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Forecasting (2023) Vol. 43, Iss. 2, pp. 456-472
Open Access
Interdependence between the US and Chinese Agricultural Futures Markets: Underlying Mechanisms in Spillovers and the Quantile Trading Strategies
Huayun Jiang
(2017)
Closed Access
Asymmetry in the Prediction of Cojumps on Volatility and Its Reversal
Liling Deng, Zhiqiang Wang, Haifang Xiong
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access
Three Essays on Corporate Informativeness: New Evidence from Internal and External Mechanisms
Ha Tuyet Nguyen
(2021)
Closed Access
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