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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:

Jumps and Information Flow in Financial Markets
Suzanne S. Lee
Review of Financial Studies (2011) Vol. 25, Iss. 2, pp. 439-479
Closed Access | Times Cited: 167

Showing 1-25 of 167 citing articles:

Unraveling the cause-effect relation between time series
X. San Liang
Physical Review E (2014) Vol. 90, Iss. 5
Open Access | Times Cited: 327
Information flow and causality as rigorous notionsab initio
X. San Liang
Physical review. E (2016) Vol. 94, Iss. 5
Open Access | Times Cited: 177
Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays
Daniel Bradley, Jonathan Clarke, Suzanne Lee, et al.
The Journal of Finance (2013) Vol. 69, Iss. 2, pp. 645-673
Closed Access | Times Cited: 192
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 148
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
Management Science (2015) Vol. 62, Iss. 8, pp. 2198-2217
Open Access | Times Cited: 128
Volume, Volatility, and Public News Announcements
Tim Bollerslev, Jia Li, Yuan Xue
The Review of Economic Studies (2018) Vol. 85, Iss. 4, pp. 2005-2041
Open Access | Times Cited: 101
Increased correlation among asset classes: Are volatility or jumps to blame, or both?
Yacine Aït‐Sahalia, Dacheng Xiu
Journal of Econometrics (2016) Vol. 194, Iss. 2, pp. 205-219
Closed Access | Times Cited: 94
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
Yoontae Jeon, Thomas H. McCurdy, Xiaofei Zhao
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 1-17
Open Access | Times Cited: 77
Not all words are equal: Sentiment and jumps in the cryptocurrency market
Ahmet Faruk Aysan, Massimiliano Caporin, Oğuzhan Çepni
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101920-101920
Open Access | Times Cited: 9
The Liang-Kleeman Information Flow: Theory and Applications
X. San Liang
Entropy (2013) Vol. 15, Iss. 1, pp. 327-360
Open Access | Times Cited: 91
Cojumps in stock prices: Empirical evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
Journal of Banking & Finance (2013) Vol. 40, pp. 443-459
Open Access | Times Cited: 89
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
Kris Boudt, Mikaël Petitjean
Journal of Financial Markets (2013) Vol. 17, pp. 121-149
Closed Access | Times Cited: 88
Option Pricing of Earnings Announcement Risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 2, pp. 646-687
Open Access | Times Cited: 78
Systemic co-jumps
Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 563-591
Open Access | Times Cited: 74
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj, et al.
Quantitative Finance (2019) Vol. 19, Iss. 12, pp. 2033-2050
Open Access | Times Cited: 56
Realized Semicovariances
Tim Bollerslev, Jia Li, Andrew J. Patton, et al.
Econometrica (2020) Vol. 88, Iss. 4, pp. 1515-1551
Open Access | Times Cited: 54
Jumps in Oil Prices: The Role of Economic News
John P. Elder, Hong Miao, Sanjay Ramchander
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 217-237
Open Access | Times Cited: 59
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
Oil Price Uncertainty and Industrial Production
Karl Pinno, Apostolos Serletis
The Energy Journal (2013) Vol. 34, Iss. 3, pp. 191-216
Closed Access | Times Cited: 47
Macroeconomic news announcements, systemic risk, financial market volatility, and jumps
Xin Huang
Journal of Futures Markets (2018) Vol. 38, Iss. 5, pp. 513-534
Open Access | Times Cited: 44
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
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China
Ya Gao, Xing Han, Youwei Li, et al.
Financial Review (2025)
Closed Access
Unit Root Tests for Explosive Financial Bubbles in the Presence of Deterministic Level Shifts
David I. Harvey, Stephen J. Leybourne, Benjamin S. Tatlow, et al.
Oxford Bulletin of Economics and Statistics (2025)
Open Access
Fragmented Liquidity and Predictable Jumps
Saad Khan, Ryan Riordan
(2025)
Closed Access
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