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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:

The skewness index: uncovering the relationship with volatility and market returns
Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
Applied Economics (2021) Vol. 53, Iss. 31, pp. 3619-3635
Closed Access | Times Cited: 24

Showing 24 citing articles:

The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Hedging effectiveness of cryptocurrencies in the European stock market
Luca Gambarelli, Gianluca Marchi, Silvia Muzzioli
Journal of International Financial Markets Institutions and Money (2023) Vol. 84, pp. 101757-101757
Open Access | Times Cited: 23
The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2022) Vol. 109, pp. 105950-105950
Closed Access | Times Cited: 27
Fear, extreme fear and U.S. stock market returns
Elie Bouri, Nikola Gradojević, Ramzi Nekhili
Physica A Statistical Mechanics and its Applications (2024) Vol. 656, pp. 130212-130212
Closed Access | Times Cited: 4
Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach
Minh Phuoc‐Bao Tran, Duc Hong Vo
PLoS ONE (2023) Vol. 18, Iss. 5, pp. e0285279-e0285279
Open Access | Times Cited: 9
What drives currency connectedness? Evidence from the BRICS currencies
Shi He, Zhengtao Cheng, Wenhao Wang, et al.
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index
Richard Mawulawoe Ahadzie, Peterson Owusu, John Kingsley Woode
Journal of risk and financial management (2024) Vol. 18, Iss. 1, pp. 2-2
Open Access | Times Cited: 2
Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Giovanna Nappo, Fabio Massimo Marchetti, Gianluca Vagnani
Finance research letters (2023) Vol. 53, pp. 103664-103664
Open Access | Times Cited: 4
Pairs trading in the index options market
Marianna Brunetti, Roberta De Luca
Eurasian economic review (2023) Vol. 13, Iss. 1, pp. 145-173
Closed Access | Times Cited: 3
Financial innovation, FinTech, and implications for financial markets
Luca Gambarelli, Silvia Muzzioli
Elsevier eBooks (2023)
Closed Access | Times Cited: 2
Modelling time-varying volatility using GARCH models: evidence from the Indian stock market
Farman Ali, Pradeep Suri, Tarunpreet Kaur, et al.
F1000Research (2022) Vol. 11, pp. 1098-1098
Open Access | Times Cited: 3
Modelling time-varying volatility using GARCH models: evidence from the Indian stock market
Farman Ali, Pradeep Suri, Tarunpreet Kaur, et al.
F1000Research (2022) Vol. 11, pp. 1098-1098
Open Access | Times Cited: 3
Cointegration and causality relationship of Indian stock market with selected world markets
Farman Ali, Pradeep Suri, Tarunpreet Kaur, et al.
F1000Research (2023) Vol. 11, pp. 1241-1241
Open Access | Times Cited: 1
Miedo e incertidumbre en las principales acciones del S&P500
Fernando José Mariné Osorio, José Carlos González Núñez
Deleted Journal (2024) Vol. 19, Iss. 4, pp. 1-23
Open Access
Simultaneous Estimation of Skewness Parameters
S. Ejaz Ahmed, E. Nartey
Lecture notes on data engineering and communications technologies (2024), pp. 657-669
Closed Access
Cointegration and causality relationship of Indian stock market with selected world markets
Farman Ali, Pradeep Suri, Tarunpreet Kaur, et al.
F1000Research (2024) Vol. 11, pp. 1241-1241
Open Access
Does Socially Responsible Investing Outperform Conventional Investing? A Cross-Country Perspective
Iram Hasan, Shveta Singh, Smita Kashiramka
Asia-Pacific Financial Markets (2024)
Closed Access
Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
Giovanni Campisi, Silvia Muzzioli, Fabio Tramontana
Decisions in Economics and Finance (2021) Vol. 44, Iss. 2, pp. 707-726
Closed Access | Times Cited: 3
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Qing Liu, Shouyang Wang, Cong Sui
Applied Economics (2022) Vol. 55, Iss. 49, pp. 5816-5832
Closed Access | Times Cited: 2
The power of deterministic option-implied trees in pricing European options
Elyas Elyasiani, Silvia Muzzioli
Applied Economics (2021) Vol. 54, Iss. 22, pp. 2596-2609
Closed Access | Times Cited: 1
Supplementary Material for 'Forecasting Financial Risk Using Quantile Random Forests'
Robert James, Jessica Wai Yin Leung
SSRN Electronic Journal (2023)
Closed Access
Cointegration and causality relationship of Indian stock market with selected world markets
Farman Ali, Pradeep Suri, Tarunpreet Kaur, et al.
F1000Research (2023) Vol. 11, pp. 1241-1241
Open Access
Cointegration and causality relationship of Indian stock market with selected world markets
Farman Ali, Pradeep Suri, Tarunpreet Kaur, et al.
F1000Research (2022) Vol. 11, pp. 1241-1241
Open Access
Quantile Regression Analysis of the Relation between Returns and Implied Moments: Evidence from Precious Metals
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
SSRN Electronic Journal (2021)
Closed Access
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