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:

Cojumps in Stock Prices: Empirical Evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor
SSRN Electronic Journal (2012)
Open Access | Times Cited: 5

Showing 5 citing articles:

Modelling Systemic Cojumps with Hawkes Factor Models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 15

Comfort: A Common Market Factor Non-Gaussian Returns Model
Marc S. Paolella, Paweł Polak
SSRN Electronic Journal (2013)
Open Access | Times Cited: 4

Detecting Jumps in High‐Frequency Prices Under Stochastic Volatility: A Review and a Data‐Driven Approach
Ping Chen Tsai, Mark B. Shackleton
(2016), pp. 137-181
Closed Access | Times Cited: 2

Systemic Co-Jumps
Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò
SSRN Electronic Journal (2016)
Open Access | Times Cited: 2

Do Co-Jumps Impact Correlations in Currency Markets?
Jozef Baruník, Lukáš Vácha
SSRN Electronic Journal (2016)
Open Access | Times Cited: 1

Page 1

Scroll to top