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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:

Internationally Correlated Jumps
Kuntara Pukthuanthong, Richard Roll
The Review of Asset Pricing Studies (2014) Vol. 5, Iss. 1, pp. 92-111
Open Access | Times Cited: 47

Showing 1-25 of 47 citing articles:

The "Big C": Identifying Contagion
Kristin J. Forbes
(2012)
Open Access | Times Cited: 136
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index
Nicholas Apergis, Ghulam Mustafa, Shafaq Malik
The Quarterly Review of Economics and Finance (2023) Vol. 89, pp. 27-35
Open Access | Times Cited: 14
Jumps in commodity markets
Duc Binh Benno Nguyen, Marcel Prokopczuk
Journal of commodity markets (2018) Vol. 13, pp. 55-70
Open Access | Times Cited: 36
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Yi Zhang, Long Zhou, Yajiao Chen, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101688-101688
Open Access | Times Cited: 17
Long-run wavelet-based correlation for financial time series
Thomas Conlon, John Cotter, Ramazan Gençay
European Journal of Operational Research (2018) Vol. 271, Iss. 2, pp. 676-696
Closed Access | Times Cited: 31
Cojumps and asset allocation in international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Duc Khuong Nguyen, et al.
Journal of Economic Dynamics and Control (2018) Vol. 98, pp. 1-22
Open Access | Times Cited: 16
The memory of stock return volatility: Asset pricing implications
Duc Binh Benno Nguyen, Marcel Prokopczuk, Philipp Sibbertsen
Journal of Financial Markets (2019) Vol. 47, pp. 100487-100487
Open Access | Times Cited: 15
Jump risk premia across major international equity markets
Mohamed El Hédi Arouri, Oussama M’saddek, Kuntara Pukthuanthong
Journal of Empirical Finance (2019) Vol. 52, pp. 1-21
Closed Access | Times Cited: 11
Volatility and jump with intraday periodicity and truncated power variation in Chinese yuan-US dollar exchange rates
Chae‐Deug Yi
Asia-Pacific Journal of Accounting & Economics (2024), pp. 1-19
Closed Access | Times Cited: 1
Realized normal volatility and maximum outlying jumps in high frequency returns for Korean won–US Dollar
Yi Chae-Deug
International Review of Financial Analysis (2024) Vol. 95, pp. 103344-103344
Closed Access | Times Cited: 1
Asymmetric jump beta estimation with implications for portfolio risk management
Vitali Alexeev, Giovanni Urga, Wenying Yao
International Review of Economics & Finance (2019) Vol. 62, pp. 20-40
Open Access | Times Cited: 10
International portfolio allocation: The role of conditional higher moments
Trung H. Le
International Review of Economics & Finance (2020) Vol. 74, pp. 33-57
Closed Access | Times Cited: 9
Financial Contagion in International Supply-Chain Networks
Christoph Schiller
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 9
Continuous and Jump Betas: Implications for Portfolio Diversification
Vitali Alexeev, Mardi Dungey, Wenying Yao
Econometrics (2016) Vol. 4, Iss. 2, pp. 27-27
Open Access | Times Cited: 8
How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective
Dion Bongaerts, Richard Roll, Dominik Rösch, et al.
Management Science (2021) Vol. 68, Iss. 4, pp. 3071-3089
Open Access | Times Cited: 8
International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns
Bruno Solnik, Thaisiri Watewai
The Review of Asset Pricing Studies (2016) Vol. 6, Iss. 2, pp. 221-260
Closed Access | Times Cited: 8
Market volatility and spillover across 24 sectors in Vietnam
Hung Quang Bui, Thao Tran, Toan Tan Pham, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 6
Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
Chae‐Deug Yi
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101184-101184
Closed Access | Times Cited: 7
The reality of stock market jumps diversification
Ke Chen, Luiz Vitiello, Stuart Hyde, et al.
Journal of International Money and Finance (2018) Vol. 86, pp. 171-188
Open Access | Times Cited: 6
Asset prices and “the devil(s) you know”
Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk
Journal of Banking & Finance (2019) Vol. 105, pp. 20-35
Open Access | Times Cited: 6
Spillovers and Asset Allocation
Lai T. Hoang, Dirk G. Baur
Journal of risk and financial management (2021) Vol. 14, Iss. 8, pp. 345-345
Open Access | Times Cited: 6
The Propagation of Shocks Across International Equity Markets: A Microstructure Perspective
Dion Bongaerts, Richard Roll, Dominik Rösch, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 5
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan, Robert G. Bowman, Christopher J. Neely
Journal of Empirical Finance (2017) Vol. 43, pp. 43-58
Open Access | Times Cited: 5
Mean-variance investing with factor tilting
Claudio Boido, Antonio Fasano
Risk Management (2023) Vol. 25, Iss. 2
Open Access | Times Cited: 2
Model-free jump measures and interest rates: common patterns in US and UK monetary policy around major economic events
Januj Juneja, Kuntara Pukthuanthong
European Journal of Finance (2015) Vol. 22, Iss. 14, pp. 1388-1413
Closed Access | Times Cited: 4
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