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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 in Financial Markets: A New Nonparametric Test and Jump Dynamics
Suzanne S. Lee, Per A. Mykland
Review of Financial Studies (2007) Vol. 21, Iss. 6, pp. 2535-2563
Closed Access | Times Cited: 851

Showing 51-75 of 851 citing articles:

HAR Modeling for Realized Volatility Forecasting
Fulvio Corsi, Francesco Audrino, Roberto Renò
(2012), pp. 363-382
Open Access | Times Cited: 86
High-Frequency Jump Analysis of the Bitcoin Market
Olivier Scaillet, Adrien Treccani, Christopher Trevisan
SSRN Electronic Journal (2017)
Open Access | Times Cited: 84
Information Shocks and Short-Term Market Underreaction
George J. Jiang, Kevin X. Zhu
Journal of Financial Economics (2016) Vol. 124, Iss. 1, pp. 43-64
Closed Access | Times Cited: 83
Volatility persistence in crude oil markets
Amélie Charles, Olivier Darné
Energy Policy (2013) Vol. 65, pp. 729-742
Open Access | Times Cited: 81
Estimating spot volatility with high-frequency financial data
Yang Zu, H. Peter Boswijk
Journal of Econometrics (2014) Vol. 181, Iss. 2, pp. 117-135
Open Access | Times Cited: 81
Cojumping: Evidence from the US Treasury bond and futures markets
Mardi Dungey, Lyudmyla Hvozdyk
Journal of Banking & Finance (2012) Vol. 36, Iss. 5, pp. 1563-1575
Open Access | Times Cited: 81
A variance spillover analysis without covariances: What do we miss?
Matthias R. Fengler, Katja Gisler
Journal of International Money and Finance (2014) Vol. 51, pp. 174-195
Open Access | Times Cited: 80
A new approach to assessing model risk in high dimensions
Carole Bernard, Steven Vanduffel
Journal of Banking & Finance (2015) Vol. 58, pp. 166-178
Closed Access | Times Cited: 78
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Diep Duong, Norman R. Swanson
Journal of Econometrics (2015) Vol. 187, Iss. 2, pp. 606-621
Open Access | Times Cited: 77
REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
Yingying Li, Per A. Mykland, Éric Renault, et al.
Econometric Theory (2013) Vol. 30, Iss. 3, pp. 580-605
Open Access | Times Cited: 76
Forecasting the oil futures price volatility: Large jumps and small jumps
Jing Liu, Feng Ma, Ke Yang, et al.
Energy Economics (2018) Vol. 72, pp. 321-330
Closed Access | Times Cited: 75
Stock Price Jumps and Cross-Sectional Return Predictability
George J. Jiang, Tong Yao
Journal of Financial and Quantitative Analysis (2013) Vol. 48, Iss. 5, pp. 1519-1544
Closed Access | Times Cited: 75
Systemic co-jumps
Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 563-591
Open Access | Times Cited: 74
New HEAVY Models for Fat-Tailed Realized Covariances and Returns
Anne Opschoor, P. Janus, André Lucas, et al.
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 4, pp. 643-657
Open Access | Times Cited: 73
Forecasting crude-oil market volatility: Further evidence with jumps
Amélie Charles, Olivier Darné
Energy Economics (2017) Vol. 67, pp. 508-519
Open Access | Times Cited: 72
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
Quantitative Finance (2015) Vol. 15, Iss. 7, pp. 1137-1156
Open Access | Times Cited: 71
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes
Amélie Charles, Olivier Darné, Adrian Pop
Research in International Business and Finance (2015) Vol. 35, pp. 33-56
Open Access | Times Cited: 71
Volatility estimation for Bitcoin: Replication and robustness
Amélie Charles, Olivier Darné
International Economics (2018) Vol. 157, pp. 23-32
Open Access | Times Cited: 71
On oil-US exchange rate volatility relationships: An intraday analysis
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, et al.
Economic Modelling (2016) Vol. 59, pp. 329-334
Closed Access | Times Cited: 70
High-Frequency Jump Analysis of the Bitcoin Market*
Olivier Scaillet, Adrien Treccani, Christopher Trevisan
Journal of Financial Econometrics (2018)
Open Access | Times Cited: 69
Dynamic transmissions between Sukuk and bond markets
Aktham Maghyereh, Basel Awartani
Research in International Business and Finance (2016) Vol. 38, pp. 246-261
Closed Access | Times Cited: 68
Econometrics of co-jumps in high-frequency data with noise
Markus Bibinger, Lars Winkelmann
Journal of Econometrics (2014) Vol. 184, Iss. 2, pp. 361-378
Open Access | Times Cited: 67
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj, et al.
Quantitative Finance (2019) Vol. 19, Iss. 12, pp. 2033-2050
Open Access | Times Cited: 56
Eye in the sky: Private satellites and government macro data
Abhiroop Mukherjee, George Panayotov, Janghoon Shon
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 234-254
Closed Access | Times Cited: 54
Realized Semicovariances
Tim Bollerslev, Jia Li, Andrew J. Patton, et al.
Econometrica (2020) Vol. 88, Iss. 4, pp. 1515-1551
Open Access | Times Cited: 54

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