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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 dynamics of price jumps in the stock market: an empirical study on Europe and U.S.
Fabrizio Ferriani, Patrick Zoi
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 718-742
Closed Access | Times Cited: 18

Showing 18 citing articles:

A new method for jump detection: analysis of jumps in the S&P 500 financial index
Khaldoun Khashanah, Jing Chen, Mike Buckle, et al.
Journal of the Royal Statistical Society Series C (Applied Statistics) (2025)
Open Access
Hawkes Processes Modeling, Inference, and Control: An Overview
Rafael Lima
SIAM Review (2023) Vol. 65, Iss. 2, pp. 331-374
Open Access | Times Cited: 7
Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets
Hassan Zada, Arshad Hassan, Wing‐Keung Wong
Economies (2021) Vol. 9, Iss. 2, pp. 92-92
Open Access | Times Cited: 12
Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia
Hassan Zada, Huma Maqsood, Shakeel Ahmed, et al.
SN Business & Economics (2023) Vol. 3, Iss. 1
Open Access | Times Cited: 4
Hawkes processes in finance: market structure and impact
Jing Chen, Nick Taylor, Steve Y. Yang, et al.
European Journal of Finance (2022) Vol. 28, Iss. 7, pp. 621-626
Open Access | Times Cited: 7
Order Book Queue Hawkes Markovian Modeling
Philip Protter, Qianfan Wu, Shihao Yang
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 1, pp. 1-25
Open Access | Times Cited: 1
The Volatility Forecasting Power of Financial Network Analysis
Nicolás S. Magner, Jaime F. Lavín, Mauricio A. Valle, et al.
Complexity (2020) Vol. 2020, pp. 1-17
Open Access | Times Cited: 10
A note on the Gumbel convergence for the Lee and Mykland jump tests
João Pedro Vidal Nunes, João Pedro Ruas
Finance research letters (2023) Vol. 59, pp. 104814-104814
Open Access | Times Cited: 3
Joint calibration of VIX and VXX options: does volatility clustering matter?
Shan Lu
European Journal of Finance (2023), pp. 1-32
Open Access | Times Cited: 3
Pricing path-dependent exotic options with flow-based generative networks
Hyun‐Gyoon Kim, Se-Jin Kwon, Jeong‐Hoon Kim, et al.
Applied Soft Computing (2022) Vol. 124, pp. 109049-109049
Closed Access | Times Cited: 4
Thriving in Uncertainty: Effective Financial Analytics in the Age of VUCA
Itishree Behera, Pragyan Nanda, Manisha Behera, et al.
Learning and analytics in intelligent systems (2023), pp. 629-651
Closed Access | Times Cited: 1
Warnings About Future Jumps: Properties of the Exponential Hawkes Model
Rachele Foschi, Francesca Lilla, Cecilia Mancini
SSRN Electronic Journal (2024)
Open Access
How One Country's Policy Rate Changes are Induced by Another: A Linear Hawkes Process Approach
Ping Chen Tsai, Chi Feng Tzeng, Cheoljun Eom
(2024)
Closed Access
State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices
Ping Chen Tsai, Cheoljun Eom, Chou Wen Wang
International Review of Financial Analysis (2024) Vol. 95, pp. 103412-103412
Closed Access
Editorial A Tribute to Professor Geoffrey Alan Hawkes (19 September 1938–9 November 2023)
Jing Chen
Journal of Agricultural Biological and Environmental Statistics (2024)
Open Access
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009
Abdullah Yalaman, Viktor Manahov
European Journal of Finance (2021) Vol. 28, Iss. 10, pp. 1019-1051
Open Access | Times Cited: 2
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Giovanni Bonaccolto, Massimiliano Caporin, Nancy Zambon
European Journal of Finance (2020) Vol. 27, Iss. 11, pp. 1098-1116
Open Access | Times Cited: 1
Financial Wealth Shocks and Health
Declan French
SSRN Electronic Journal (2021)
Open Access
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