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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:

Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
Ana-Maria Dumitru, Giovanni Urga
Journal of Business and Economic Statistics (2012) Vol. 30, Iss. 2, pp. 242-255
Open Access | Times Cited: 139

Showing 51-75 of 139 citing articles:

The Effect of CEO Public Behaviour on the Company's Valuation: The Case of Tesla and Elon Musk
Olivia Kvist, J. Eduardo Vera‐Valdés
(2024)
Closed Access | Times Cited: 1
Empirical bias in intraday volatility measures
Yan Fang, Florian Ielpo, Benoît Sévi
Finance research letters (2012) Vol. 9, Iss. 4, pp. 231-237
Closed Access | Times Cited: 10
Forecast the realized range-based volatility: The role of investor sentiment and regime switching
Weiju Xu, Jiqian Wang, Feng Ma, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121422-121422
Closed Access | Times Cited: 10
The macroeconomic variables impact on commodity futures volatility: A study on Indian markets
Nenavath Sreenu, KS Sekhar Rao, DR KATADI HARI KISHAN
Cogent Business & Management (2021) Vol. 8, Iss. 1
Open Access | Times Cited: 9
Price Jump Indicators: Stock Market Empirics During the Crisis
Jan Novotný, Jan Hanousek, Evžen Kočenda
SSRN Electronic Journal (2013)
Open Access | Times Cited: 9
Continuous and Jump Betas: Implications for Portfolio Diversification
Vitali Alexeev, Mardi Dungey, Wenying Yao
Econometrics (2016) Vol. 4, Iss. 2, pp. 27-27
Open Access | Times Cited: 8
News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach
Deniz Erdemlioglu, Xiye Yang
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1519-1556
Closed Access | Times Cited: 6
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 note on the Gumbel convergence for the Lee and Mykland jump tests
João Pedro Vidal Nunes, João Pedro Ruas
Finance research letters (2023) Vol. 59, pp. 104814-104814
Open Access | Times Cited: 3
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
Intraday Price Behavior during Information Arrival in Emerging Markets
Jan Hanousek, Evžen Kočenda, Jan Novotný
(2013), pp. 445-462
Closed Access | Times Cited: 7
Jumps at ultra-high frequency: Evidence from the Chinese stock market
Chuanhai Zhang, Zhi Liu, Qiang Liu
Pacific-Basin Finance Journal (2020) Vol. 68, pp. 101420-101420
Closed Access | Times Cited: 7
Forecasting the realized volatility: the role of jumps
Zhichao Liu, Feng Ma, Xunxiao Wang, et al.
Applied Economics Letters (2015) Vol. 23, Iss. 10, pp. 736-739
Closed Access | Times Cited: 6
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models
Xinjie Lu, Feng Ma, Jiqian Wang, et al.
Journal of Forecasting (2021) Vol. 41, Iss. 4, pp. 853-868
Closed Access | Times Cited: 6
Cojumps in Stock Prices: Empirical Evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
SSRN Electronic Journal (2012)
Open Access | Times Cited: 5
New Avenues in Expected Returns: Investor Overreaction and Overnight Price Jumps in US Stock Markets
Hulusi Bahcivan, Lammertjan Dam, Halit Gönenç
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Empirical likelihood for high frequency data
Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 621-632
Open Access | Times Cited: 5
Asymptotic results for the Fourier estimator of the integrated quarticity
Giulia Livieri, Maria Elvira Mancino, Stefano Marmi
Decisions in Economics and Finance (2019) Vol. 42, Iss. 2, pp. 471-502
Closed 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
Forward Guidance and the Predictability of Monetary Policy: A Wavelet-Based Jump Detection Approach
Lars Winkelmann
Journal of the Royal Statistical Society Series C (Applied Statistics) (2015) Vol. 65, Iss. 2, pp. 299-314
Closed Access | Times Cited: 4
Volatility Jump Detection in Thailand Stock Market
Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, et al.
Lecture notes in computer science (2018), pp. 445-456
Closed Access | Times Cited: 4
Realized volatility and jump testing in the Japanese electricity spot market
Aitor Ciarreta, Peru Muniain, Ainhoa Zarraga
Empirical Economics (2018) Vol. 58, Iss. 3, pp. 1143-1166
Closed Access | Times Cited: 4
Efficient Multipowers*
Aleksey Kolokolov, Roberto Renò
Journal of Financial Econometrics (2017) Vol. 16, Iss. 4, pp. 629-659
Open Access | Times Cited: 4
What Makes the S&P 500 Jump?
Marcel Prokopczuk, Chardin Wese Simen
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 3
The Response of Oil Prices to Macroeconomic News: An Analysis of Jumps
John P. Elder, Hong Miao, Sanjay Ramchander
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 3

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