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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:

Modeling financial contagion using mutually exciting jump processes
Yacine Aït‐Sahalia, Julio Cacho-Diaz, Roger J. A. Laeven
Journal of Financial Economics (2015) Vol. 117, Iss. 3, pp. 585-606
Open Access | Times Cited: 521

Showing 1-25 of 521 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 565
Hawkes Processes in Finance
Emmanuel Bacry, Iacopo Mastromatteo, J. F. Muzy
Market Microstructure and Liquidity (2015) Vol. 01, Iss. 01, pp. 1550005-1550005
Open Access | Times Cited: 357
Wavelet-based evidence of the impact of oil prices on stock returns
Juan C. Reboredo, Miguel Angel Rivera Castro
International Review of Economics & Finance (2013) Vol. 29, pp. 145-176
Closed Access | Times Cited: 254
Multivariate Hawkes processes: an application to financial data
Paul Embrechts, Thomas Liniger, Lu Lin
Journal of Applied Probability (2011) Vol. 48, Iss. A, pp. 367-378
Open Access | Times Cited: 249
Exploring the sources of default clustering
Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler
Journal of Financial Economics (2018) Vol. 129, Iss. 1, pp. 154-183
Closed Access | Times Cited: 209
Path to Purchase: A Mutually Exciting Point Process Model for Online Advertising and Conversion
Lizhen Xu, Jason A. Duan, Andrew B. Whinston
Management Science (2014) Vol. 60, Iss. 6, pp. 1392-1412
Closed Access | Times Cited: 189
Herding behavior and contagion in the cryptocurrency market
Paulo Vítor Jordão da Gama Silva, Marcelo Cabús Klötzle, Antônio Carlos Figueiredo Pinto, et al.
Journal of Behavioral and Experimental Finance (2019) Vol. 22, pp. 41-50
Closed Access | Times Cited: 182
Hawkes processes and their applications to finance: a review
Alan G. Hawkes
Quantitative Finance (2017) Vol. 18, Iss. 2, pp. 193-198
Closed Access | Times Cited: 181
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Feng Ma, Yin Liao, Yaojie Zhang, et al.
Journal of Empirical Finance (2019) Vol. 52, pp. 40-55
Closed Access | Times Cited: 172
High-frequency financial data modeling using Hawkes processes
Valérie Chavez‐Demoulin, J.A. McGill
Journal of Banking & Finance (2012) Vol. 36, Iss. 12, pp. 3415-3426
Closed Access | Times Cited: 147
The microstructural foundations of leverage effect and rough volatility
Omar El Euch, Masaaki Fukasawa, Mathieu Rosenbaum
Finance and Stochastics (2018) Vol. 22, Iss. 2, pp. 241-280
Open Access | Times Cited: 127
Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
Thibault Jaisson, Mathieu Rosenbaum
The Annals of Applied Probability (2016) Vol. 26, Iss. 5
Open Access | Times Cited: 117
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
Peter Carr, Liuren Wu
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 5, pp. 2119-2156
Closed Access | Times Cited: 99
Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics
Emmanuel Bacry, Thibault Jaisson, J. F. Muzy
Quantitative Finance (2016) Vol. 16, Iss. 8, pp. 1179-1201
Closed Access | Times Cited: 95
Hawkes processes on large networks
Sylvain Delattre, Nicolas Fournier, Marc Hoffmann
The Annals of Applied Probability (2016) Vol. 26, Iss. 1
Open Access | Times Cited: 93
Modeling and pricing cyber insurance
Kerstin Awiszus, Thomas Knispel, Irina Penner, et al.
European Actuarial Journal (2023) Vol. 13, Iss. 1, pp. 1-53
Open Access | Times Cited: 33
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Mabruk Billah, Amine Ben Amar, Faruk Balli
Pacific-Basin Finance Journal (2023) Vol. 77, pp. 101936-101936
Closed Access | Times Cited: 24
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
Self-Exciting Jumps, Learning, and Asset Pricing Implications
András Fülöp, Junye Li, Jun Yu
Review of Financial Studies (2014) Vol. 28, Iss. 3, pp. 876-912
Open Access | Times Cited: 95
Risk models-at-risk
Christophe M. Boucher, Jón Danı́elsson, Patrick Kouontchou, et al.
Journal of Banking & Finance (2014) Vol. 44, pp. 72-92
Closed Access | Times Cited: 90
Portfolio Choice in Markets with Contagion
Yacine Aït‐Sahalia, T. R. Hurd
Journal of Financial Econometrics (2015) Vol. 14, Iss. 1, pp. 1-28
Open Access | Times Cited: 82
Modeling Credit Contagion via the Updating of Fragile Beliefs
Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein, et al.
Review of Financial Studies (2015) Vol. 28, Iss. 7, pp. 1960-2008
Open Access | Times Cited: 80
Correlations between oil and stock markets: A wavelet-based approach
Belén Martín-Barragán, Sofía B. Ramos, Helena Veiga
Economic Modelling (2015) Vol. 50, pp. 212-227
Open Access | Times Cited: 79
Crash Risk in Currency Returns
Mikhail Chernov, Jeremy J. Graveline, Irina Zviadadze
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 1, pp. 137-170
Open Access | Times Cited: 73
An estimation procedure for the Hawkes process
Matthias Kirchner
Quantitative Finance (2016) Vol. 17, Iss. 4, pp. 571-595
Open Access | Times Cited: 72
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