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:

Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Zhihong Jian, Zhican Zhu, Jie Zhou, et al.
International Review of Economics & Finance (2020) Vol. 70, pp. 168-186
Closed Access | Times Cited: 6

Showing 6 citing articles:

The Effect of Gambling Preference on Stock Volatility: From the Evidence of Looser Price Limits Regulation
H. Liang, Shibo Liu, Xinyu Zhan, et al.
Emerging Markets Finance and Trade (2024) Vol. 60, Iss. 10, pp. 2174-2189
Closed Access | Times Cited: 7

Herding and China's market-wide circuit breaker
Xinru Wang, Maria H. Kim, Sandy Suardi
Journal of Banking & Finance (2022) Vol. 141, pp. 106533-106533
Closed Access | Times Cited: 21

Unintended consequences of market-wide circuit breakers in China
Xinru Wang, Maria H. Kim, Sandy Suardi, et al.
Investment Analysts Journal (2025), pp. 1-24
Closed Access

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

Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures
Ming Fang, Chiu‐Lan Chang, Qi Zhang
Economic Analysis and Policy (2023) Vol. 79, pp. 184-204
Closed Access | Times Cited: 1

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

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