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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:

Currency jumps, cojumps and the role of macro news
Arjun Chatrath, Hong Miao, Sanjay Ramchander, et al.
Journal of International Money and Finance (2013) Vol. 40, pp. 42-62
Open Access | Times Cited: 120

Showing 1-25 of 120 citing articles:

Text mining for market prediction: A systematic review
Arman Khadjeh Nassirtoussi, Saeed Aghabozorgi, Teh Ying Wah, et al.
Expert Systems with Applications (2014) Vol. 41, Iss. 16, pp. 7653-7670
Closed Access | Times Cited: 554
Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment
Arman Khadjeh Nassirtoussi, Saeed Aghabozorgi, Teh Ying Wah, et al.
Expert Systems with Applications (2014) Vol. 42, Iss. 1, pp. 306-324
Closed Access | Times Cited: 258
A survey of the applications of text mining in financial domain
B. Shravan Kumar, Vadlamani Ravi
Knowledge-Based Systems (2016) Vol. 114, pp. 128-147
Closed Access | Times Cited: 243
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
News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review
Matin N. Ashtiani, Bijan Raahemi
Expert Systems with Applications (2023) Vol. 217, pp. 119509-119509
Closed Access | Times Cited: 98
News sentiment in the cryptocurrency market: An empirical comparison with Forex
Lavinia Rognone, Stuart Hyde, S. Sarah Zhang
International Review of Financial Analysis (2020) Vol. 69, pp. 101462-101462
Closed Access | Times Cited: 124
Automated trading systems statistical and machine learning methods and hardware implementation: a survey
Boming Huang, Yuxiang Huan, Li Da Xu, et al.
Enterprise Information Systems (2018) Vol. 13, Iss. 1, pp. 132-144
Open Access | Times Cited: 122
Modeling and forecasting exchange rate volatility in time-frequency domain
Jozef Baruník, Tomáš Křehlík, Lukáš Vácha
European Journal of Operational Research (2015) Vol. 251, Iss. 1, pp. 329-340
Open Access | Times Cited: 101
Leveraging social media news to predict stock index movement using RNN-boost
Weiling Chen, Chai Kiat Yeo, Chiew Tong Lau, et al.
Data & Knowledge Engineering (2018) Vol. 118, pp. 14-24
Closed Access | Times Cited: 97
Two decades of contagion effect on stock markets: Which events are more contagious?
Małgorzata Iwanicz‐Drozdowska, Karol Rogowicz, Łukasz Kurowski, et al.
Journal of Financial Stability (2021) Vol. 55, pp. 100907-100907
Closed Access | Times Cited: 61
The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Feng Ma, Yaojie Zhang, M.I.M. Wahab, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 5, pp. 400-414
Closed Access | Times Cited: 48
News-based sentiment analysis in real estate: a machine learning approach
Jochen Hausler, Jessica Ruscheinsky, Marcel Lang
Journal of Property Research (2018) Vol. 35, Iss. 4, pp. 344-371
Closed Access | Times Cited: 41
The exchange rate effects of macro news after the global Financial Crisis
Yin‐Wong Cheung, Rasmus Fatum, Yohei Yamamoto
Journal of International Money and Finance (2018) Vol. 95, pp. 424-443
Open Access | Times Cited: 36
Predicting FTSE 100 returns and volatility using sentiment analysis
Mark Johnman, Bruce Vanstone, Adrian Gepp
Accounting and Finance (2018) Vol. 58, Iss. S1, pp. 253-274
Open Access | Times Cited: 36
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
Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
Elena Andrianova, S. A. Golovin, Sergey V. Zykov, et al.
Russian Technological Journal (2020) Vol. 8, Iss. 4, pp. 7-45
Open Access | Times Cited: 31
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
Pandemic Shocks and Household Spending*
David Finck, Peter Tillmann
Oxford Bulletin of Economics and Statistics (2021) Vol. 84, Iss. 2, pp. 273-299
Open Access | Times Cited: 21
Real estate media sentiment through textual analysis
Jessica Ruscheinsky, Marcel Lang, Wolfgang Schäfers
Journal of Property Investment and Finance (2018) Vol. 36, Iss. 5, pp. 410-428
Closed Access | Times Cited: 27
Jumps, cojumps, and efficiency in the spot foreign exchange market
Louis R. Piccotti
Journal of Banking & Finance (2017) Vol. 87, pp. 49-67
Closed Access | Times Cited: 27
ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
Lars Winkelmann, Markus Bibinger, Tobias Linzert
Journal of Applied Econometrics (2015) Vol. 31, Iss. 4, pp. 613-629
Open Access | Times Cited: 25
Return and Volatility Spillovers and Cojump Behavior Between the U.S. and Korean Stock Markets
Jun Sik Kim, Doojin Ryu
Emerging Markets Finance and Trade (2015) Vol. 51, Iss. sup1, pp. S3-S17
Closed Access | Times Cited: 21
Learning risk culture of banks using news analytics
Arvind Agarwal, Aparna Gupta, Arun Kumar, et al.
European Journal of Operational Research (2019) Vol. 277, Iss. 2, pp. 770-783
Closed Access | Times Cited: 21
Tales of tails: Jumps in currency markets
Suzanne S. Lee, Minho Wang
Journal of Financial Markets (2019) Vol. 48, pp. 100497-100497
Closed Access | Times Cited: 20
Macroeconomic news, senior officials' speeches, and emerging currency markets: An intraday analysis of price jump reaction
Mohamed Ayadi, Walid Ben Omrane, Deepan Kumar Das
Emerging Markets Review (2024) Vol. 60, pp. 101147-101147
Closed Access | Times Cited: 2
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