Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Collective synchronization and high frequency systemic instabilities in financial markets
Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani, et al.
Quantitative Finance (2017) Vol. 18, Iss. 2, pp. 237-247
Open Access | Times Cited: 34

Showing 1-25 of 34 citing articles:

V-Shapes
Maria Flora, Roberto Renò
(2025)
Closed Access
Identifying new classes of financial price jumps with wavelets
Cécilia Aubrun, Rudy Morel, Michael Benzaquen, et al.
Proceedings of the National Academy of Sciences (2025) Vol. 122, Iss. 6
Closed Access
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, et al.
PLoS ONE (2016) Vol. 11, Iss. 1, pp. e0146576-e0146576
Open Access | Times Cited: 31
Exogenous and endogenous price jumps belong to different dynamical classes
Riccardo Marcaccioli, Jean‐Philippe Bouchaud, Michael Benzaquen
Journal of Statistical Mechanics Theory and Experiment (2022) Vol. 2022, Iss. 2, pp. 023403-023403
Open Access | Times Cited: 15
Impact and recovery process of mini flash crashes: An empirical study
Tobias Braun, Jonas A. Fiegen, Daniel C. Wagner, et al.
PLoS ONE (2018) Vol. 13, Iss. 5, pp. e0196920-e0196920
Open Access | Times Cited: 26
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages
Piero Mazzarisi, Silvia Zaoli, Carlo Campajola, et al.
Journal of Economic Dynamics and Control (2020) Vol. 121, pp. 104022-104022
Open Access | Times Cited: 23
Exchange options under clustered jump dynamics
Yong Ma, Dongtao Pan, Tianyang Wang
Quantitative Finance (2020) Vol. 20, Iss. 6, pp. 949-967
Open Access | Times Cited: 17
Instabilities in multi-asset and multi-agent market impact games
Francesco Cordoni, Fabrizio Lillo
Annals of Operations Research (2022) Vol. 336, Iss. 1-2, pp. 505-539
Open Access | Times Cited: 10
Endogenous liquidity crises
Antoine Fosset, Jean‐Philippe Bouchaud, Michael Benzaquen
Journal of Statistical Mechanics Theory and Experiment (2020) Vol. 2020, Iss. 6, pp. 063401-063401
Open Access | Times Cited: 12
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing*
Dario Alitab, Giacomo Bormetti, Fulvio Corsi, et al.
Journal of Financial Econometrics (2019)
Open Access | Times Cited: 12
On the equivalence between the kinetic Ising model and discrete autoregressive processes
Carlo Campajola, Fabrizio Lillo, Piero Mazzarisi, et al.
Journal of Statistical Mechanics Theory and Experiment (2021) Vol. 2021, Iss. 3, pp. 033412-033412
Open Access | Times Cited: 9
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach
Hyun Jin Jang, Kiseop Lee, Kyung-Sub Lee
Journal of Futures Markets (2019) Vol. 40, Iss. 2, pp. 247-275
Open Access | Times Cited: 9
A realized volatility approach to option pricing with continuous and jump variance components
Dario Alitab, Giacomo Bormetti, Fulvio Corsi, et al.
Decisions in Economics and Finance (2019) Vol. 42, Iss. 2, pp. 639-664
Closed Access | Times Cited: 6
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Jeremy Turiel, Tomaso Aste
Entropy (2022) Vol. 24, Iss. 2, pp. 257-257
Open Access | Times Cited: 4
Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events
Antoine Fosset, Jean‐Philippe Bouchaud, Michael Benzaquen
SSRN Electronic Journal (2020)
Open Access | Times Cited: 5
Classification of flash crashes using the Hawkes(p,q)framework
Alexander Wehrli, Didier Sornette
Quantitative Finance (2021) Vol. 22, Iss. 2, pp. 213-240
Open Access | Times Cited: 4
High-Frequency Trading and its Impact on Market Liquidity: A Review of Literature
Oğuz Ersan, Nihan Dalgıç, Cumhur Ekinci, et al.
Alanya Akademik Bakış (2020) Vol. 5, Iss. 1, pp. 345-368
Open Access | Times Cited: 3
Exogenous and endogenous factors affecting stock market transactions: A Hawkes process analysis of the Tokyo Stock Exchange during the COVID-19 pandemic
Mariko I. Ito, Yudai Honma, Takaaki Ohnishi, et al.
PLoS ONE (2024) Vol. 19, Iss. 4, pp. e0301462-e0301462
Open 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
The Dynamics of Price Jumps in the Stock Market: An Empirical Study on Europe and U.S.
Fabrizio Ferriani, Patrick Zoi
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 2
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market
Ahmet Şensoy, Süleyman Serdengeçti
International Review of Financial Analysis (2019) Vol. 68, pp. 101450-101450
Closed Access | Times Cited: 2
Instabilities in Multi-Asset and Multi-Agent Market Impact Games
Francesco Cordoni, Fabrizio Lillo
SSRN Electronic Journal (2020)
Open Access | Times Cited: 2
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 1
Gradient Boosting Machine and Deep Learning Approach in Big Data Analysis
Lokesh Kumar Shrivastav, Ravinder Kumar
Journal of Information Technology Research (2021) Vol. 15, Iss. 1, pp. 1-20
Open Access | Times Cited: 2
Modeling aggressive market order placements with Hawkes factor models
Hai-Chuan Xu, Wei‐Xing Zhou
PLoS ONE (2020) Vol. 15, Iss. 1, pp. e0226667-e0226667
Open Access | Times Cited: 1
Page 1 - Next Page

Scroll to top