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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:

Risk, jumps, and diversification
Tim Bollerslev, Tzuo Hann Law, George Tauchen
Journal of Econometrics (2008) Vol. 144, Iss. 1, pp. 234-256
Closed Access | Times Cited: 271

Showing 1-25 of 271 citing articles:

Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold
The Review of Economics and Statistics (2007) Vol. 89, Iss. 4, pp. 701-720
Open Access | Times Cited: 1395
Threshold bipower variation and the impact of jumps on volatility forecasting
Fulvio Corsi, Davide Pirino, Roberto Renò
Journal of Econometrics (2010) Vol. 159, Iss. 2, pp. 276-288
Open Access | Times Cited: 522
Testing for jumps in a discretely observed process
Yacine Aït‐Sahalia, Jean Jacod
The Annals of Statistics (2009) Vol. 37, Iss. 1
Open Access | Times Cited: 461
Jumps, cojumps and macro announcements
Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely
Journal of Applied Econometrics (2010) Vol. 26, Iss. 6, pp. 893-921
Open Access | Times Cited: 298
Testing for jumps when asset prices are observed with noise–a “swap variance” approach
George J. Jiang, Roel C. A. Oomen
Journal of Econometrics (2008) Vol. 144, Iss. 2, pp. 352-370
Closed Access | Times Cited: 281
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
Andrew J. Patton, Michela Verardo
Review of Financial Studies (2012) Vol. 25, Iss. 9, pp. 2789-2839
Closed Access | Times Cited: 231
Fact or friction: Jumps at ultra high frequency
Kim Christensen, Roel C. A. Oomen, Mark Podolskij
Journal of Financial Economics (2014) Vol. 114, Iss. 3, pp. 576-599
Closed Access | Times Cited: 205
Fearing the Fed: How wall street reads main street
Vadim Elenev, Tzuo-Hann Law, Dongho Song, et al.
Journal of Financial Economics (2024) Vol. 153, pp. 103790-103790
Closed Access | Times Cited: 23
Testing for common arrivals of jumps for discretely observed multidimensional processes
Jean Jacod, Viktor Todorov
The Annals of Statistics (2009) Vol. 37, Iss. 4
Open Access | Times Cited: 213
Volatility Jumps
Viktor Todorov, George Tauchen
Journal of Business and Economic Statistics (2010) Vol. 29, Iss. 3, pp. 356-371
Closed Access | Times Cited: 196
Jump tails, extreme dependencies, and the distribution of stock returns
Tim Bollerslev, Viktor Todorov, Sophia Zhengzi Li
Journal of Econometrics (2012) Vol. 172, Iss. 2, pp. 307-324
Open Access | Times Cited: 168
Jumps and Information Flow in Financial Markets
Suzanne S. Lee
Review of Financial Studies (2011) Vol. 25, Iss. 2, pp. 439-479
Closed Access | Times Cited: 167
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 148
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
Detecting jumps from Lévy jump diffusion processes☆
Suzanne S. Lee, Jan Hannig
Journal of Financial Economics (2010) Vol. 96, Iss. 2, pp. 271-290
Closed Access | Times Cited: 140
A blocking and regularization approach to high‐dimensional realized covariance estimation
Nikolaus Hautsch, Lada M. Kyj, Roel C. A. Oomen
Journal of Applied Econometrics (2010) Vol. 27, Iss. 4, pp. 625-645
Open Access | Times Cited: 133
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 132
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
Management Science (2015) Vol. 62, Iss. 8, pp. 2198-2217
Open Access | Times Cited: 128
Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps
Yan Zeng, Danping Li, Ailing Gu
Insurance Mathematics and Economics (2015) Vol. 66, pp. 138-152
Closed Access | Times Cited: 125
Large-dimensional factor modeling based on high-frequency observations
Markus Pelger
Journal of Econometrics (2018) Vol. 208, Iss. 1, pp. 23-42
Closed Access | Times Cited: 103
Bad bad contagion
Juan M. Londoño
Journal of Banking & Finance (2019) Vol. 108, pp. 105652-105652
Closed Access | Times Cited: 79
Characteristics of spillovers between the US stock market and precious metals and oil
Gazi Salah Uddin, José Arreola Hernández, Syed Jawad Hussain Shahzad, et al.
Resources Policy (2020) Vol. 66, pp. 101601-101601
Closed Access | Times Cited: 74
Not all words are equal: Sentiment and jumps in the cryptocurrency market
Ahmet Faruk Aysan, Massimiliano Caporin, Oğuzhan Çepni
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101920-101920
Open Access | Times Cited: 9
Empirical evidence on jumps in the term structure of the US Treasury Market
Mardi Dungey, Michael D. McKenzie, L. Vanessa Smith
Journal of Empirical Finance (2009) Vol. 16, Iss. 3, pp. 430-445
Closed Access | Times Cited: 124
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
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