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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 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

Showing 1-25 of 128 citing articles:

Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
Marcel Prokopczuk, Lazaros Symeonidis, Chardin Wese Simen
Journal of Futures Markets (2015) Vol. 36, Iss. 8, pp. 758-792
Open Access | Times Cited: 116
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
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
High-Frequency Jump Analysis of the Bitcoin Market
Olivier Scaillet, Adrien Treccani, Christopher Trevisan
SSRN Electronic Journal (2017)
Open Access | Times Cited: 84
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
Hedge Funds: The Good, the Bad, and the Lucky
Yong Chen, Michael T. Cliff, Haibei Zhao
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 3, pp. 1081-1109
Closed Access | Times Cited: 72
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks
Dehua Shen, Andrew Urquhart, Pengfei Wang
European Financial Management (2019) Vol. 26, Iss. 5, pp. 1294-1323
Open Access | Times Cited: 71
High-Frequency Jump Analysis of the Bitcoin Market*
Olivier Scaillet, Adrien Treccani, Christopher Trevisan
Journal of Financial Econometrics (2018)
Open Access | Times Cited: 69
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?
Angie Andrikogiannopoulou, Filippos Papakonstantinou
The Journal of Finance (2019) Vol. 74, Iss. 5, pp. 2667-2688
Open Access | Times Cited: 59
How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature
Azra Zaimović, Adna Omanovic, Almira Arnaut-Berilo
Journal of risk and financial management (2021) Vol. 14, Iss. 11, pp. 551-551
Open Access | Times Cited: 55
Pricing Cryptocurrency Options
Ai Jun Hou, Ning Wang, Cathy Y. H. Chen, et al.
Enlighten: Publications (The University of Glasgow) (2020)
Open Access | Times Cited: 51
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zehua Zhang, Ran Zhao
International Review of Financial Analysis (2023) Vol. 89, pp. 102712-102712
Closed Access | Times Cited: 17
The drift burst hypothesis
Kim Christensen, Roel C. A. Oomen, Roberto Renò
Journal of Econometrics (2020) Vol. 227, Iss. 2, pp. 461-497
Closed Access | Times Cited: 43
Zeros
Federico M. Bandi, Aleksey Kolokolov, Davide Pirino, et al.
Management Science (2020) Vol. 66, Iss. 8, pp. 3466-3479
Open Access | Times Cited: 42
Overnight momentum, informational shocks, and late informed trading in China
Ya Gao, Xing Han, Youwei Li, et al.
International Review of Financial Analysis (2019) Vol. 66, pp. 101394-101394
Open Access | Times Cited: 41
Building News Measures from Textual Data and an Application to Volatility Forecasting
Massimiliano Caporin, Francesco Poli
Econometrics (2017) Vol. 5, Iss. 3, pp. 35-35
Open Access | Times Cited: 39
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Biqing Cai, Tingting Cheng, Cheng Yan
Journal of Empirical Finance (2018) Vol. 49, pp. 81-106
Open Access | Times Cited: 35
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
An Evaluation of Alternative Multiple Testing Methods for Finance Applications
Campbell R. Harvey, Yan Liu, Alessio Saretto
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 2, pp. 199-248
Open Access | Times Cited: 31
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Fifty years at the interface between financial modeling and operations research
Frank J. Fabozzi, Maria Cristina Recchioni, Roberto Renò
European Journal of Operational Research (2025)
Closed Access
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
Bond mutual fund performance: Evidence from the skill ratio and false discovery rate
Lifa Huang, Wayne Lee, Craig G. Rennie
Financial Review (2025)
Open Access
Warp speed price moves: Jumps after earnings announcements
Kim Christensen, Allan Timmermann, Bezirgen Veliyev
Journal of Financial Economics (2025) Vol. 167, pp. 104010-104010
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
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