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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, cojumps and macro announcements
Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely
Journal of Applied Econometrics (2010) Vol. 26, Iss. 6, pp. 893-921
Open Access | Times Cited: 298

Showing 51-75 of 298 citing articles:

The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
Jérôme Lahaye, Christopher J. Neely
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 410-427
Open Access | Times Cited: 24
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Kris Boudt, Christopher J. Neely, Piet Sercu, et al.
Journal of International Money and Finance (2019) Vol. 94, pp. 32-47
Open Access | Times Cited: 23
What is the best proxy for liquidity in the presence of extreme illiquidity?
Barbara Będowska-Sójka, Krzysztof Echaust
Emerging Markets Review (2020) Vol. 43, pp. 100695-100695
Open Access | Times Cited: 22
If worst comes to worst: Co-movement of global stock markets in the US-China trade war
Toan Luu Duc Huynh, Tobias Burggraf
Economics and Business Letters (2020) Vol. 9, Iss. 1, pp. 21-21
Open Access | Times Cited: 21
Predicting intraday jumps in stock prices using liquidity measures and technical indicators
Ao Kong, Hongliang Zhu, Robert Azencott
Journal of Forecasting (2020) Vol. 40, Iss. 3, pp. 416-438
Open Access | Times Cited: 21
A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps
Christopher J. Neely
Review (2011) Vol. 93, Iss. 5
Open Access | Times Cited: 26
Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing
Charles S. Bos, P. Janus, Siem Jan Koopman
Journal of Financial Econometrics (2012) Vol. 10, Iss. 2, pp. 354-389
Open Access | Times Cited: 26
Systemic risk in the US: Interconnectedness as a circuit breaker
Mardi Dungey, Matteo Luciani, David Veredas
Economic Modelling (2017) Vol. 71, pp. 305-315
Open Access | Times Cited: 23
Return and Volatility Spillovers and Cojump Behavior Between the U.S. and Korean Stock Markets
Jun Sik Kim, Doojin Ryu
Emerging Markets Finance and Trade (2015) Vol. 51, Iss. sup1, pp. S3-S17
Closed Access | Times Cited: 21
Volatility jumps and macroeconomic news announcements
Kam Fong Chan, Philip Gray
Journal of Futures Markets (2018) Vol. 38, Iss. 8, pp. 881-897
Closed Access | Times Cited: 21
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
What moves markets?
Mark Kerssenfischer, Maik Schmeling
Journal of Monetary Economics (2024) Vol. 145, pp. 103560-103560
Open Access | Times Cited: 2
Macroeconomic news, senior officials' speeches, and emerging currency markets: An intraday analysis of price jump reaction
Mohamed Ayadi, Walid Ben Omrane, Deepan Kumar Das
Emerging Markets Review (2024) Vol. 60, pp. 101147-101147
Closed Access | Times Cited: 2
Systematic jump risk
Jean Jacod, Huidi Lin, Viktor Todorov
The Annals of Applied Probability (2024) Vol. 34, Iss. 5
Closed Access | Times Cited: 2
The Microstructure of the U.S. Treasury Market
Christopher J. Neely, Bruce Mizrach
(2007)
Open Access | Times Cited: 27
Extreme returns: The case of currencies
Carol L. Osler, Tanseli Savaşer
Journal of Banking & Finance (2011) Vol. 35, Iss. 11, pp. 2868-2880
Open Access | Times Cited: 24
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced
Barbara Będowska-Sójka
Bank i Kredyt (2010) Vol. 41, Iss. 2, pp. 7-20
Closed Access | Times Cited: 24
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
Do co-jumps impact correlations in currency markets?
Jozef Baruník, Lukáš Vácha
Journal of Financial Markets (2017) Vol. 37, pp. 97-119
Open Access | Times Cited: 19
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange
Barbara Będowska-Sójka
Emerging Markets Finance and Trade (2016) Vol. 52, Iss. 12, pp. 2740-2755
Closed Access | Times Cited: 18
Equity portfolio diversification with high frequency data
Vitali Alexeev, Mardi Dungey
Quantitative Finance (2014) Vol. 15, Iss. 7, pp. 1205-1215
Open Access | Times Cited: 17
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
The impact of economic news on bond prices: Evidence from the MTS platform
Paola Paiardini
Journal of Banking & Finance (2014) Vol. 49, pp. 302-322
Open Access | Times Cited: 16
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Markus Bibinger, Christopher J. Neely, Lars Winkelmann
Journal of Econometrics (2019) Vol. 209, Iss. 2, pp. 158-184
Open Access | Times Cited: 16

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