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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:

Jump factor models in large cross‐sections
Jia Li, Viktor Todorov, George Tauchen
Quantitative Economics (2019) Vol. 10, Iss. 2, pp. 419-456
Open Access | Times Cited: 16

Showing 16 citing articles:

NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA
Ruijun Bu, Degui Li, Oliver Linton, et al.
Econometric Theory (2025), pp. 1-38
Closed Access
Estimation of large dimensional conditional factor models in finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
Handbook of econometrics (2020), pp. 219-282
Open Access | Times Cited: 27
Stock co-jump networks
Yi Ding, Yingying Li, Guoli Liu, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 2, pp. 105420-105420
Closed Access | Times Cited: 7
A coupled component DCS-EGARCH model for intraday and overnight volatility
Oliver Linton, Jianbin Wu
Journal of Econometrics (2020) Vol. 217, Iss. 1, pp. 176-201
Open Access | Times Cited: 15
Recent Developments in Factor Models and Applications in Econometric Learning
Jianqing Fan, Kunpeng Li, Yuan Liao
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 401-430
Open Access | Times Cited: 14
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data
Xinbing Kong, Jin‐Guan Lin, Cheng Liu, et al.
Journal of the American Statistical Association (2021) Vol. 118, Iss. 542, pp. 1333-1344
Closed Access | Times Cited: 14
Jumps in stock prices: New insights from old data
James Johnson, Marcelo C. Medeiros, Bradley S. Paye
Journal of Financial Markets (2022) Vol. 60, pp. 100708-100708
Closed Access | Times Cited: 6
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Mingmian Cheng, Yuan Liao, Xiye Yang
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105373-105373
Closed Access | Times Cited: 3
Estimation of Large Dimensional Conditional Factor Models in Finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
SSRN Electronic Journal (2019)
Open Access | Times Cited: 7
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas
Yuan Liao, Xiye Yang
SSRN Electronic Journal (2017)
Open Access | Times Cited: 3
Persistence of jump-induced tail risk and limits to arbitrage
K. Victor Chow, Kose John, Jingrui Li, et al.
Quantitative Finance (2022) Vol. 23, Iss. 4, pp. 705-719
Closed Access | Times Cited: 2
Jumps in Stock Prices: New Insights from Old Data
James Johnson, Marcelo C. Medeiros, Bradley S. Paye
SSRN Electronic Journal (2018)
Closed Access
Continuous-Time Volatility Regression in Large Panels
Congshan Zhang
SSRN Electronic Journal (2019)
Closed Access
Uniform Predictive Inference for Factor Models with Instrumental and Idiosyncratic Betas
Mingmian Cheng, Yuan Liao, Xiye Yang
SSRN Electronic Journal (2020)
Closed Access
Stock Co-Jump Networks
Yi Ding, Yingying Li, Guoli Liu, et al.
SSRN Electronic Journal (2021)
Closed Access
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