
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:
News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach
Deniz Erdemlioglu, Xiye Yang
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1519-1556
Closed Access | Times Cited: 6
Deniz Erdemlioglu, Xiye Yang
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1519-1556
Closed Access | Times Cited: 6
Showing 6 citing articles:
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes
Rodrigo Hizmeri, Marwan Izzeldin, Giovanni Urga
Journal of Empirical Finance (2025), pp. 101594-101594
Closed Access
Rodrigo Hizmeri, Marwan Izzeldin, Giovanni Urga
Journal of Empirical Finance (2025), pp. 101594-101594
Closed Access
Social media sentiment contagion and stock price jumps and crashes
Jing Yang, Yan Xiong
Pacific-Basin Finance Journal (2024) Vol. 88, pp. 102520-102520
Closed Access | Times Cited: 2
Jing Yang, Yan Xiong
Pacific-Basin Finance Journal (2024) Vol. 88, pp. 102520-102520
Closed Access | Times Cited: 2
Mind your language: Market responses to central bank speeches
Maximilian Ahrens, Deniz Erdemlioglu, Michael McMahon, et al.
Journal of Econometrics (2024), pp. 105921-105921
Open Access | Times Cited: 1
Maximilian Ahrens, Deniz Erdemlioglu, Michael McMahon, et al.
Journal of Econometrics (2024), pp. 105921-105921
Open Access | Times Cited: 1
Mind Your Language: Market Responses to Central Bank Speeches
Christopher J. Neely, Xiye Yang, Michael McMahon, et al.
(2023)
Open Access | Times Cited: 2
Christopher J. Neely, Xiye Yang, Michael McMahon, et al.
(2023)
Open Access | Times Cited: 2
Jump Clustering, Information Flows, and Stock Price Efficiency
Jian Chen
Journal of Financial Econometrics (2024) Vol. 22, Iss. 5, pp. 1588-1615
Open Access
Jian Chen
Journal of Financial Econometrics (2024) Vol. 22, Iss. 5, pp. 1588-1615
Open Access
Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications
Christopher J. Neely, Xiye Yang, Deniz Erdemlioglu
(2023)
Open Access
Christopher J. Neely, Xiye Yang, Deniz Erdemlioglu
(2023)
Open Access