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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:

Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Simon Clinet, Yoann Potiron
Journal of Econometrics (2019) Vol. 209, Iss. 2, pp. 289-337
Open Access | Times Cited: 19

Showing 19 citing articles:

Dependent microstructure noise and integrated volatility estimation from high-frequency data
Z. Merrick Li, Roger J. A. Laeven, Michel Vellekoop
Journal of Econometrics (2019) Vol. 215, Iss. 2, pp. 536-558
Open Access | Times Cited: 27
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
Markus Bibinger
Journal of Applied Probability (2024) Vol. 61, Iss. 3, pp. 858-885
Open Access | Times Cited: 2
Nonparametric estimation for high-frequency data incorporating trading information
Wenhao Cui, Jie Hu, Jiandong Wang
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105690-105690
Closed Access | Times Cited: 2
Estimation for high-frequency data under parametric market microstructure noise
Simon Clinet, Yoann Potiron
Annals of the Institute of Statistical Mathematics (2020) Vol. 73, Iss. 4, pp. 649-669
Closed Access | Times Cited: 13
Disentangling Sources of High Frequency Market Microstructure Noise
Simon Clinet, Yoann Potiron
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 18-39
Open Access | Times Cited: 11
Jump Detection in High-frequency Order Prices
Markus Bibinger, Nikolaus Hautsch, Alexander Ristig
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Local Parametric Estimation in High Frequency Data
Yoann Potiron, Per A. Mykland
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 679-692
Open Access | Times Cited: 9
Market price determination: Interpreting quote order imbalance under zero-profit equilibrium
Yunshen Long, Jingzhou Yan, Liang Wu, et al.
Economic Modelling (2024) Vol. 134, pp. 106708-106708
Closed Access
Weighted Least Squares Realized Covariation Estimation
Yifan Li, Ingmar Nolte, Michalis Vasios, et al.
Journal of Banking & Finance (2022) Vol. 137, pp. 106420-106420
Open Access | Times Cited: 2
Noise Level Estimation in Energy Internet Based on Artificial Neural Network
Yangyang Ming, Junwei Cao, Haochen Hua
2019 IEEE International Conference on Energy Internet (ICEI) (2020), pp. 80-85
Closed Access | Times Cited: 2
Cointegration in high frequency data
Simon Clinet, Yoann Potiron
Electronic Journal of Statistics (2021) Vol. 15, Iss. 1
Open Access | Times Cited: 2
A Multiscale Estimator for Pricing Errors in High-frequency Financial Markets
Louis R. Piccotti
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
Wenxin Huang, Liangjun Su, Yuan Zhuang
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 2, pp. 509-522
Open Access | Times Cited: 1
A Tale of Two Time Scales: Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline
Seunghyeon Yu, Yoann Potiron
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Detecting Unobserved Heterogeneity in Efficient Prices Via Classifier-Lasso
Wenxin Huang, Liangjun Su, Yuan Zhuang
SSRN Electronic Journal (2022)
Open Access | Times Cited: 1
Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach
Wanwan Liang, Benjamin M. Wu, Bo Zhang
Statistics and Computing (2023) Vol. 34, Iss. 1
Closed Access
Cointegration in high frequency data
Simon Clinet, Yoann Potiron
arXiv (Cornell University) (2019)
Closed Access
Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
Yinfen Tang, Tao Su, Zhiyuan Zhang
Metrika (2022) Vol. 85, Iss. 8, pp. 977-1022
Closed Access
Weighted Least Squares Realized Covariation Estimation
Yifan Li, Ingmar Nolte, Michalis Vasios, et al.
SSRN Electronic Journal (2022)
Open Access
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