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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:

Jumps and Information Flow in Financial Markets
Suzanne S. Lee
Review of Financial Studies (2011) Vol. 25, Iss. 2, pp. 439-479
Closed Access | Times Cited: 167

Showing 26-50 of 167 citing articles:

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
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
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
Bootstrapping High-Frequency Jump Tests
Prosper Dovonon, Sı́lvia Gonçalves, Ulrich Hounyo, et al.
Journal of the American Statistical Association (2018) Vol. 114, Iss. 526, pp. 793-803
Open Access | Times Cited: 27
Total attention: The effect of macroeconomic news on market reaction to earnings news
Linda H. Chen, George J. Jiang, Kevin X. Zhu
Journal of Banking & Finance (2018) Vol. 97, pp. 142-156
Closed Access | Times Cited: 27
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
Information flow and causality as rigorous notions ab initio
X. San Liang
arXiv (Cornell University) (2015)
Closed Access | Times Cited: 26
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
A fast numerical method to price American options under the Bates model
Luca Vincenzo Ballestra, Liliana Cecere
Computers & Mathematics with Applications (2016) Vol. 72, Iss. 5, pp. 1305-1319
Open Access | Times Cited: 25
Tales of tails: Jumps in currency markets
Suzanne S. Lee, Minho Wang
Journal of Financial Markets (2019) Vol. 48, pp. 100497-100497
Closed Access | Times Cited: 20
Variance Decomposition and Cryptocurrency Return Prediction
Suzanne S. Lee, Minho Wang
Journal of Financial and Quantitative Analysis (2024), pp. 1-32
Closed Access | Times Cited: 2
Social media sentiment contagion and stock price jumps and crashes
Jing Yang, Yan Xiong
Pacific-Basin Finance Journal (2024) Vol. 88, pp. 102520-102520
Closed Access | Times Cited: 2
Trading price jump clusters in foreign exchange markets
Jan Novotný, Dmitri A. Petrov, Giovanni Urga
Journal of Financial Markets (2015) Vol. 24, pp. 66-92
Open Access | Times Cited: 20
Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?
Kam Fong Chan, Philip Gray
Journal of Futures Markets (2016) Vol. 37, Iss. 1, pp. 71-89
Closed Access | Times Cited: 19
Price jumps on European stock markets
Jan Hanousek, Evžen Kočenda, Jan Novotný
Borsa Istanbul Review (2013) Vol. 14, Iss. 1, pp. 10-22
Open Access | Times Cited: 17
Why Do Short Sellers Like Qualitative News?
Bastian von Beschwitz, Oleg Chuprinin, Massimo Massa
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 2, pp. 645-675
Open Access | Times Cited: 17
Forecasting and trading high frequency volatility on large indices
Fei Liu, Athanasios A. Pantelous, Hans-Jörg von Mettenheim
Quantitative Finance (2018) Vol. 18, Iss. 5, pp. 737-748
Closed Access | Times Cited: 17
Optimal investment in markets with over and under-reaction to information
Giorgia Callegaro, M’hamed Gaïgi, Simone Scotti, et al.
Mathematics and Financial Economics (2016) Vol. 11, Iss. 3, pp. 299-322
Closed Access | Times Cited: 17
Fixed‐ k inference for volatility
Tim Bollerslev, Jia Li, Zhipeng Liao
Quantitative Economics (2021) Vol. 12, Iss. 4, pp. 1053-1084
Open Access | Times Cited: 13
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Kent Wang, Junwei Liu, Zhi Liu
Journal of Banking & Finance (2013) Vol. 37, Iss. 5, pp. 1777-1786
Closed Access | Times Cited: 16
Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
SSRN Electronic Journal (2014)
Open Access | Times Cited: 15
Accounting Information Releases and CDS Spreads
Redouane Elkamhi, Kris Jacobs, Hugues Langlois, et al.
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 15
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
George Kapetanios, Eirini Konstantinidi, Michael H. Neumann, et al.
Journal of Financial Markets (2019) Vol. 46, pp. 100506-100506
Open Access | Times Cited: 13
Volatility forecasting in European government bond markets
Ali Gencay Özbekler, Alexandros Kontonikas, Athanasios Triantafyllou
International Journal of Forecasting (2021) Vol. 37, Iss. 4, pp. 1691-1709
Open Access | Times Cited: 11
Extreme risk connectedness among global major financial institutions: Links to globalization and emerging market fear
Yin Liao, Zheyao Pan
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101862-101862
Closed Access | Times Cited: 8

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