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:
Liquidity dynamics around intraday price jumps in Chinese stock market
Die Wan, Xianhua Wei, Xiaoguang Yang
Journal of Systems Science and Complexity (2016) Vol. 30, Iss. 2, pp. 434-463
Closed Access | Times Cited: 10
Die Wan, Xianhua Wei, Xiaoguang Yang
Journal of Systems Science and Complexity (2016) Vol. 30, Iss. 2, pp. 434-463
Closed Access | Times Cited: 10
Showing 10 citing articles:
A granular machine learning framework for forecasting high-frequency financial market variables during the recent black swan event
Indranil Ghosh, Rabin K. Jana
Technological Forecasting and Social Change (2023) Vol. 194, pp. 122719-122719
Closed Access | Times Cited: 11
Indranil Ghosh, Rabin K. Jana
Technological Forecasting and Social Change (2023) Vol. 194, pp. 122719-122719
Closed Access | Times Cited: 11
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
Ao Kong, Hongliang Zhu, Robert Azencott
Journal of Forecasting (2020) Vol. 40, Iss. 3, pp. 416-438
Open Access | Times Cited: 21
News and intraday jumps: Evidence from regularization and class imbalance
Massimiliano Caporin, Francesco Poli
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101743-101743
Closed Access | Times Cited: 7
Massimiliano Caporin, Francesco Poli
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101743-101743
Closed Access | Times Cited: 7
Price Jumps of China’s Carbon Market: The View from Market Transactions and Policy Releases
Yanyan Xu, Ying Chen, Jing Liu
Emerging Markets Finance and Trade (2024), pp. 1-29
Closed Access | Times Cited: 1
Yanyan Xu, Ying Chen, Jing Liu
Emerging Markets Finance and Trade (2024), pp. 1-29
Closed Access | Times Cited: 1
Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1401-1429
Closed Access | Times Cited: 2
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1401-1429
Closed Access | Times Cited: 2
Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds
Doureige J. Jurdi
Journal of risk and financial management (2020) Vol. 13, Iss. 6, pp. 118-118
Open Access | Times Cited: 1
Doureige J. Jurdi
Journal of risk and financial management (2020) Vol. 13, Iss. 6, pp. 118-118
Open Access | Times Cited: 1
Pattern recognition in trading behaviors before stock price jumps: new method based on multivariate time series classification
Ao Kong, Robert Azencott, Hongliang Zhu
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Ao Kong, Robert Azencott, Hongliang Zhu
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns
Yingli Wang, Chang Lu, Xiaoguang Yang, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 3, pp. 2937-2955
Closed Access | Times Cited: 1
Yingli Wang, Chang Lu, Xiaoguang Yang, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 3, pp. 2937-2955
Closed Access | Times Cited: 1
Predicting intraday jumps in stock prices using liquidity measures and technical indicators
Ao Kong, Hongliang Zhu, Robert Azencott
arXiv (Cornell University) (2019)
Open Access
Ao Kong, Hongliang Zhu, Robert Azencott
arXiv (Cornell University) (2019)
Open Access
Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis.
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
arXiv (Cornell University) (2020)
Closed Access
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
arXiv (Cornell University) (2020)
Closed Access
