
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:
A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
José Da Fonseca, Yannick Malevergne
Journal of Economic Dynamics and Control (2021) Vol. 128, pp. 104137-104137
Open Access | Times Cited: 4
José Da Fonseca, Yannick Malevergne
Journal of Economic Dynamics and Control (2021) Vol. 128, pp. 104137-104137
Open Access | Times Cited: 4
Showing 4 citing articles:
Optimal liquidation under indirect price impact with propagator
Jean-Loup Dupret, Donatien Hainaut
Quantitative Finance (2025), pp. 1-23
Closed Access
Jean-Loup Dupret, Donatien Hainaut
Quantitative Finance (2025), pp. 1-23
Closed Access
Application of Hawkes Volatility in the Observation of Filtered High‐Frequency Price Process in Tick Structures
Kyung-Sub Lee
Applied Stochastic Models in Business and Industry (2024)
Open Access | Times Cited: 1
Kyung-Sub Lee
Applied Stochastic Models in Business and Industry (2024)
Open Access | Times Cited: 1
Multi-kernel property in high-frequency price dynamics under Hawkes model
Kyung-Sub Lee
Studies in Nonlinear Dynamics and Econometrics (2023)
Open Access | Times Cited: 1
Kyung-Sub Lee
Studies in Nonlinear Dynamics and Econometrics (2023)
Open Access | Times Cited: 1
Optimal Liquidation Under Indirect Price Impact with Propagator
Jean-Loup Dupret, Donatien Hainaut
(2023)
Closed Access
Jean-Loup Dupret, Donatien Hainaut
(2023)
Closed Access