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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:

Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks
Skander Slim, Meriam Dahmene
Global Finance Journal (2015) Vol. 29, pp. 70-84
Closed Access | Times Cited: 20

Showing 20 citing articles:

Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Štefan Lyócsa, Péter Molnár, Tomáš Plíhal, et al.
Journal of Economic Dynamics and Control (2020) Vol. 119, pp. 103980-103980
Open Access | Times Cited: 107
Trading volume and realized volatility forecasting: Evidence from the China stock market
Min Liu, Wei‐Chong Choo, Chi‐Chuan Lee, et al.
Journal of Forecasting (2022) Vol. 42, Iss. 1, pp. 76-100
Closed Access | Times Cited: 69
On the forecasting of high‐frequency financial time series based on ARIMA model improved by deep learning
Zhenwei Li, Jing Han, Yuping Song
Journal of Forecasting (2020) Vol. 39, Iss. 7, pp. 1081-1097
Closed Access | Times Cited: 68
An empirical study on the role of trading volume and data frequency in volatility forecasting
Min Liu, Chien‐Chiang Lee, Wei‐Chong Choo
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 792-816
Closed Access | Times Cited: 31
Information Flows, Stock Market Volatility and the Systemic Risk in Global Finance
Yen‐Hsiao Chen, Jiang Wu, Richard McManus, et al.
International Journal of Finance & Economics (2025)
Open Access
The relationship between trading activity and stock market volatility: Does the volume threshold matter?
Yosra Koubaa, Skander Slim
Economic Modelling (2019) Vol. 82, pp. 168-184
Closed Access | Times Cited: 28
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test
Catherine Kyrtsou, Dimitris Kugiumtzis, Angeliki Papana
European Journal of Finance (2019) Vol. 25, Iss. 15, pp. 1402-1419
Closed Access | Times Cited: 15
Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange
Rabaa Karaa, Skander Slim, Dorra Mezzez Hmaied
Research in International Business and Finance (2017) Vol. 44, pp. 88-99
Closed Access | Times Cited: 10
Volatility–volume relationship of Chinese copper and aluminum futures market
Shi Bai-sheng, Xuehong Zhu, Hongwei Zhang, et al.
Transactions of Nonferrous Metals Society of China (2018) Vol. 28, Iss. 12, pp. 2607-2618
Closed Access | Times Cited: 7
The Role of Trading Volume in Forecasting Market Risk
Skander Slim
Journal of Financial Risk Management (2016) Vol. 05, Iss. 01, pp. 22-34
Open Access | Times Cited: 2
Forecasting downside and upside realized volatility: The role of asymmetric information
Daiki Maki
The Journal of Economic Asymmetries (2024) Vol. 29, pp. e00357-e00357
Closed Access
The asymmetric price-volume relation revisited: evidence from Qatar
Walid M.A. Ahmed
Journal of Asia Business Studies (2018) Vol. 12, Iss. 2, pp. 193-219
Closed Access | Times Cited: 2
Trading Activities and the Volatility of Return on Malaysian Crude Palm Oil Futures
Xiu Wei Yeap, Hooi Hooi Lean
Journal of risk and financial management (2022) Vol. 15, Iss. 1, pp. 34-34
Open Access | Times Cited: 2
Intraday analysis of regulation change in microstructure: evidence from an emerging market
Eyüp Kadıoğlu
International Journal of Emerging Markets (2021) Vol. 18, Iss. 5, pp. 1216-1235
Open Access | Times Cited: 2
Forecasting realized volatility of Bitcoin: The informative role of price duration
Skander Slim, Ibrahim Tabche, Yosra Koubaa, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 7, pp. 1909-1929
Closed Access
Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market
Xiangyu Chen, Jittima Tongurai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101962-101962
Closed Access
News flow and trading activity: A study of investor attention and market predictability
Denis-Emanuel Stan
(2020)
Open Access
A Study on the Relationship between Volume and Price in Zinc Futures Market

Journal of Innovation and Social Science Research (2022) Vol. 9, Iss. 9
Open Access
Impacts of relatively rational and irrational investor sentiment on realized volatility
Tseng‐Chan Tseng, Hung‐Cheng Lai, Jih‐Kuang Chen
Asian Economic Journal (2022) Vol. 36, Iss. 4, pp. 458-478
Closed Access
قیاس أثر التخطیط الضریبی على استمراریة الشرکة فی ضوء عدم تماثل المعلومات: دراسة تطبیقیة
یاسر سمرة, حسن شطا الموازینی, Hany Abdelrahman Elsayed Abdelaziz
المجلة العلمية للدراسات والبحوث المالية والتجارية (2021) Vol. 3, Iss. 1, pp. 577-615
Open Access
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