Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 1-25 of 89 citing articles:

Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
Ana-Maria Dumitru, Giovanni Urga
Journal of Business and Economic Statistics (2012) Vol. 30, Iss. 2, pp. 242-255
Open Access | Times Cited: 139
Do Bitcoin and other cryptocurrencies jump together?
Elie Bouri, David Roubaud, Syed Jawad Hussain Shahzad
The Quarterly Review of Economics and Finance (2019) Vol. 76, pp. 396-409
Closed Access | Times Cited: 94
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
Yoontae Jeon, Thomas H. McCurdy, Xiaofei Zhao
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 1-17
Open Access | Times Cited: 77
Co-jump dynamicity in the cryptocurrency market: A network modelling perspective
Lei Zhang, Elie Bouri, Yan Chen
Finance research letters (2023) Vol. 58, pp. 104372-104372
Closed Access | Times Cited: 23
Forecasting the oil futures price volatility: Large jumps and small jumps
Jing Liu, Feng Ma, Ke Yang, et al.
Energy Economics (2018) Vol. 72, pp. 321-330
Closed Access | Times Cited: 75
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
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
Forecasting the variance of stock index returns using jumps and cojumps
Adam Clements, Yin Liao
International Journal of Forecasting (2017) Vol. 33, Iss. 3, pp. 729-742
Open Access | Times Cited: 45
Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets
Yixiang Chen, Feng Ma, Yaojie Zhang
Energy Economics (2019) Vol. 81, pp. 52-62
Closed Access | Times Cited: 35
COMFORT: A common market factor non-Gaussian returns model
Marc S. Paolella, Paweł Polak
Journal of Econometrics (2015) Vol. 187, Iss. 2, pp. 593-605
Open Access | Times Cited: 35
Collective synchronization and high frequency systemic instabilities in financial markets
Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani, et al.
Quantitative Finance (2017) Vol. 18, Iss. 2, pp. 237-247
Open Access | Times Cited: 34
Investigating the Impact of ESG Ratings on ETF Performance During Market Disruptions: Evidence from the COVID-19 Pandemic and Russian (full-scale) invasion of Ukraine
Chonawee Supatgiat, Piyachart Phiromswad, Olgun Fuat Sahin, et al.
Research in International Business and Finance (2025), pp. 102904-102904
Closed Access
A new method for jump detection: analysis of jumps in the S&P 500 financial index
Khaldoun Khashanah, Jing Chen, Mike Buckle, et al.
Journal of the Royal Statistical Society Series C (Applied Statistics) (2025)
Open Access
Jumps in the Chinese crude oil futures volatility forecasting: New evidence
Yangli Guo, Pan Li, Hanlin Wu
Energy Economics (2023) Vol. 126, pp. 106955-106955
Closed Access | Times Cited: 9
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, et al.
The Energy Journal (2019) Vol. 40, Iss. 2_suppl, pp. 131-156
Closed Access | Times Cited: 21
Stock co-jump networks
Yi Ding, Yingying Li, Guoli Liu, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 2, pp. 105420-105420
Closed Access | Times Cited: 7
Systematic jump risk
Jean Jacod, Huidi Lin, Viktor Todorov
The Annals of Applied Probability (2024) Vol. 34, Iss. 5
Closed Access | Times Cited: 2
Do co-jumps impact correlations in currency markets?
Jozef Baruník, Lukáš Vácha
Journal of Financial Markets (2017) Vol. 37, pp. 97-119
Open Access | Times Cited: 19
The dynamics of price jumps in the stock market: an empirical study on Europe and U.S.
Fabrizio Ferriani, Patrick Zoi
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 718-742
Closed Access | Times Cited: 18
System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Jean‐Yves Gnabo, Lyudmyla Hvozdyk, Jérôme Lahaye
Journal of International Money and Finance (2014) Vol. 48, pp. 147-174
Open Access | Times Cited: 16
The contribution of jump signs and activity to forecasting stock price volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 144-164
Open Access | Times Cited: 10
Cojumps and asset allocation in international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Duc Khuong Nguyen, et al.
Journal of Economic Dynamics and Control (2018) Vol. 98, pp. 1-22
Open Access | Times Cited: 16
The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters
Elie Bouri
Risks (2019) Vol. 7, Iss. 4, pp. 118-118
Open Access | Times Cited: 14
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market
Michael Schneider, Fabrizio Lillo, Loriana Pelizzon
Quantitative Finance (2017) Vol. 18, Iss. 2, pp. 283-293
Closed Access | Times Cited: 13
Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data
Francesco Audrino, Matthias R. Fengler
Journal of Banking & Finance (2015) Vol. 61, pp. 46-63
Open Access | Times Cited: 13
Page 1 - Next Page

Scroll to top