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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 1-25 of 298 citing articles:

The impact of sentiment and attention measures on stock market volatility
Francesco Audrino, Fabio Sigrist, Daniele Ballinari
International Journal of Forecasting (2019) Vol. 36, Iss. 2, pp. 334-357
Open Access | Times Cited: 240
Robust estimation of intraweek periodicity in volatility and jump detection
Kris Boudt, Christophe Croux, Sébastien Laurent
Journal of Empirical Finance (2010) Vol. 18, Iss. 2, pp. 353-367
Closed Access | Times Cited: 185
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
George J. Jiang, Ingrid Lo, Adrien Verdelhan
Journal of Financial and Quantitative Analysis (2010) Vol. 46, Iss. 02, pp. 527-551
Open Access | Times Cited: 169
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 148
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
Management Science (2015) Vol. 62, Iss. 8, pp. 2198-2217
Open Access | Times Cited: 128
News sentiment in the cryptocurrency market: An empirical comparison with Forex
Lavinia Rognone, Stuart Hyde, S. Sarah Zhang
International Review of Financial Analysis (2020) Vol. 69, pp. 101462-101462
Closed Access | Times Cited: 124
Automated trading systems statistical and machine learning methods and hardware implementation: a survey
Boming Huang, Yuxiang Huan, Li Da Xu, et al.
Enterprise Information Systems (2018) Vol. 13, Iss. 1, pp. 132-144
Open Access | Times Cited: 122
Currency jumps, cojumps and the role of macro news
Arjun Chatrath, Hong Miao, Sanjay Ramchander, et al.
Journal of International Money and Finance (2013) Vol. 40, pp. 42-62
Open Access | Times Cited: 120
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice
Laurent Callot, Anders Kock, Marcelo C. Medeiros
Journal of Applied Econometrics (2016) Vol. 32, Iss. 1, pp. 140-158
Open Access | Times Cited: 102
Modeling and forecasting exchange rate volatility in time-frequency domain
Jozef Baruník, Tomáš Křehlík, Lukáš Vácha
European Journal of Operational Research (2015) Vol. 251, Iss. 1, pp. 329-340
Open Access | Times Cited: 101
Empirical evidence on jumps in the term structure of the US Treasury Market
Mardi Dungey, Michael D. McKenzie, L. Vanessa Smith
Journal of Empirical Finance (2009) Vol. 16, Iss. 3, pp. 430-445
Closed Access | Times Cited: 124
Cojumps in stock prices: Empirical evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
Journal of Banking & Finance (2013) Vol. 40, pp. 443-459
Open Access | Times Cited: 89
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
Kris Boudt, Mikaël Petitjean
Journal of Financial Markets (2013) Vol. 17, pp. 121-149
Closed Access | Times Cited: 88
Volatility spillovers in commodity markets
Julien Chevallier, Florian Ielpo
Applied Economics Letters (2013) Vol. 20, Iss. 13, pp. 1211-1227
Closed Access | Times Cited: 86
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
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
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
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
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
Elie Bouri, Rangan Gupta, Xuan Vinh Vo
Defence and Peace Economics (2020) Vol. 33, Iss. 2, pp. 150-161
Open Access | Times Cited: 51
Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains
Adil Ahmad Shah, Manas Paul, Niyati Bhanja, et al.
Resources Policy (2021) Vol. 73, pp. 102154-102154
Closed Access | Times Cited: 50
Stock market volatility and jumps in times of uncertainty
Anastasios Megaritis, Nikolaos Vlastakis, Athanasios Triantafyllou
Journal of International Money and Finance (2021) Vol. 113, pp. 102355-102355
Open Access | Times Cited: 49
Jumps in Oil Prices: The Role of Economic News
John P. Elder, Hong Miao, Sanjay Ramchander
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 217-237
Open Access | Times Cited: 59
The intra-day impact of communication on euro-dollar volatility and jumps
Hans Dewachter, Deniz Erdemlioglu, Jean‐Yves Gnabo, et al.
Journal of International Money and Finance (2014) Vol. 43, pp. 131-154
Open Access | Times Cited: 56
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
Sangram Keshari Jena, Aviral Kumar Tiwari, Shawkat Hammoudeh, et al.
Energy Economics (2018) Vol. 78, pp. 615-628
Closed Access | Times Cited: 53
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