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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:

Intraday jumps and US macroeconomic news announcements
Kevin Evans
Journal of Banking & Finance (2011) Vol. 35, Iss. 10, pp. 2511-2527
Closed Access | Times Cited: 142

Showing 1-25 of 142 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
Herding on fundamental information: A comparative study
Emilios Galariotis, Rong Wu, Spyros I. Spyrou
Journal of Banking & Finance (2014) Vol. 50, pp. 589-598
Closed Access | Times Cited: 229
The impact of macroeconomic news on Bitcoin returns
Shaen Corbet, Charles Larkin, Brian M. Lucey, et al.
European Journal of Finance (2020) Vol. 26, Iss. 14, pp. 1396-1416
Open Access | Times Cited: 125
Speed, algorithmic trading, and market quality around macroeconomic news announcements
Martin Scholtus, Dick van Dijk, Bart Frijns
Journal of Banking & Finance (2013) Vol. 38, pp. 89-105
Open Access | Times Cited: 115
Web Media and Stock Markets : A Survey and Future Directions from a Big Data Perspective
Qing Li, Yan Chen, Jun Wang, et al.
IEEE Transactions on Knowledge and Data Engineering (2017) Vol. 30, Iss. 2, pp. 381-399
Open Access | Times Cited: 110
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
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
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 role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
Volatility transmission in global financial markets
Adam Clements, Stan Hurn, Vladimir Volkov
Journal of Empirical Finance (2014) Vol. 32, pp. 3-18
Closed Access | Times Cited: 47
Oil Price Uncertainty and Industrial Production
Karl Pinno, Apostolos Serletis
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 191-216
Closed Access | Times Cited: 47
Macroeconomic news announcements, systemic risk, financial market volatility, and jumps
Xin Huang
Journal of Futures Markets (2018) Vol. 38, Iss. 5, pp. 513-534
Open Access | Times Cited: 44
Overnight momentum, informational shocks, and late informed trading in China
Ya Gao, Xing Han, Youwei Li, et al.
International Review of Financial Analysis (2019) Vol. 66, pp. 101394-101394
Open Access | Times Cited: 41
Discontinuous movements and asymmetries in cryptocurrency markets
Κωνσταντίνος Γκίλλας, Paraskevi Katsiampa, Christoforos Konstantatos, et al.
European Journal of Finance (2022) Vol. 30, Iss. 16, pp. 1907-1931
Open Access | Times Cited: 21
Hunting the quicksilver: Using textual news and causality analysis to predict market volatility
Ameet Kumar Banerjee, Andreia Dionísio, H. K. Pradhan, et al.
International Review of Financial Analysis (2021) Vol. 77, pp. 101848-101848
Open Access | Times Cited: 27
Unraveling asset pricing with AI: A systematic literature review
Yan Chen, Lin Zhang, Zhilong Xie, et al.
Applied Soft Computing (2025), pp. 112978-112978
Closed Access
From Depegs to Jumps: The Role of Stablecoin Instabilities in Crypto Market Dynamics
Baptiste Perez Riaza, Jean‐Yves Gnabo
Journal of International Money and Finance (2025), pp. 103339-103339
Closed Access
S&P 500 Index‐Futures Price Jumps and Macroeconomic News
Hong Miao, Sanjay Ramchander, J. Kenton Zumwalt
Journal of Futures Markets (2013) Vol. 34, Iss. 10, pp. 980-1001
Open Access | Times Cited: 36
Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
Ameet Kumar Banerjee, H. K. Pradhan
Finance research letters (2021) Vol. 45, pp. 102135-102135
Closed Access | Times Cited: 23
News and Asset Pricing: A High-Frequency Anatomy of the SDF
Saketh Aleti, Tim Bollerslev
Review of Financial Studies (2024)
Closed Access | Times Cited: 3
ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
Lars Winkelmann, Markus Bibinger, Tobias Linzert
Journal of Applied Econometrics (2015) Vol. 31, Iss. 4, pp. 613-629
Open Access | Times Cited: 25
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
Forecasting global stock market volatilities in an uncertain world
Zhao-Chen Li, Chi Xie, Zhijian Zeng, et al.
International Review of Financial Analysis (2022) Vol. 85, pp. 102463-102463
Closed Access | Times Cited: 14
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Benoît Sévi
Economic Modelling (2014) Vol. 44, pp. 243-251
Open Access | Times Cited: 22
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