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:
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
Showing 26-50 of 40 citing articles:
The Pricing of ESG: Evidence From Overnight Return and Intraday Return
Xiaoqun Liu, Changrong Yang, Youcong Chao
Frontiers in Environmental Science (2022) Vol. 10
Open Access | Times Cited: 5
Xiaoqun Liu, Changrong Yang, Youcong Chao
Frontiers in Environmental Science (2022) Vol. 10
Open Access | Times Cited: 5
What drives US stock markets during the COVID-19 pandemic? A global sensitivity analysis
Walid M.A. Ahmed
Borsa Istanbul Review (2022) Vol. 22, Iss. 5, pp. 939-960
Open Access | Times Cited: 5
Walid M.A. Ahmed
Borsa Istanbul Review (2022) Vol. 22, Iss. 5, pp. 939-960
Open Access | Times Cited: 5
Novel evidence on the asymmetric causality between the Chinese stock and real estate markets: evidence from city-level data
Zhao Sheng-liang, Jungil Park
Economic Research-Ekonomska Istraživanja (2023) Vol. 36, Iss. 1
Open Access | Times Cited: 2
Zhao Sheng-liang, Jungil Park
Economic Research-Ekonomska Istraživanja (2023) Vol. 36, Iss. 1
Open Access | Times Cited: 2
Does oil price uncertainty matter in stock market volatility forecasting?
Peng Qin, Manying Bai
PLoS ONE (2022) Vol. 17, Iss. 12, pp. e0277319-e0277319
Open Access | Times Cited: 3
Peng Qin, Manying Bai
PLoS ONE (2022) Vol. 17, Iss. 12, pp. e0277319-e0277319
Open Access | Times Cited: 3
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set
Zhao-Chen Li, Chi Xie, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 673-711
Closed Access
Zhao-Chen Li, Chi Xie, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 673-711
Closed Access
Comparison of Kumar method and cross association method implemented in palm oil industry data
Bagus Kohar Aji, Ratri Wulandari, Bambang Irawanto, et al.
AIP conference proceedings (2024) Vol. 2867, pp. 040002-040002
Closed Access
Bagus Kohar Aji, Ratri Wulandari, Bambang Irawanto, et al.
AIP conference proceedings (2024) Vol. 2867, pp. 040002-040002
Closed Access
Integrating sentiment information for risk prediction: the case of crude oil futures market in China
Zhe Jiang, Yunguo Lu, Lin Zhang
Empirical Economics (2024)
Open Access
Zhe Jiang, Yunguo Lu, Lin Zhang
Empirical Economics (2024)
Open Access
A novel HAR-type realized volatility forecasting model using graph neural network
Nan Hu, Xuebao Yin, Yuhang Yao
International Review of Financial Analysis (2024), pp. 103881-103881
Closed Access
Nan Hu, Xuebao Yin, Yuhang Yao
International Review of Financial Analysis (2024), pp. 103881-103881
Closed Access
The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting
Xiaojun Chu, Xinmin Wan, Jianying Qiu
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100826-100826
Open Access | Times Cited: 1
Xiaojun Chu, Xinmin Wan, Jianying Qiu
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100826-100826
Open Access | Times Cited: 1
Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models
Ahmad Abubakar Suleiman, Mahmod Othman, Hanita Daud, et al.
Real Estate Management and Valuation (2023) Vol. 31, Iss. 3, pp. 20-31
Open Access | Times Cited: 1
Ahmad Abubakar Suleiman, Mahmod Othman, Hanita Daud, et al.
Real Estate Management and Valuation (2023) Vol. 31, Iss. 3, pp. 20-31
Open Access | Times Cited: 1
Predicting stock realized variance based on an asymmetric robust regression approach
Yaojie Zhang, Mengxi He, Yuqi Zhao, et al.
Bulletin of Economic Research (2023) Vol. 75, Iss. 4, pp. 1022-1047
Closed Access
Yaojie Zhang, Mengxi He, Yuqi Zhao, et al.
Bulletin of Economic Research (2023) Vol. 75, Iss. 4, pp. 1022-1047
Closed Access
Stock Market Volatility Prediction Based on Robust GBM-GRU Model
C. C. Liao, Guoqing Chen, Siyang Cai
Fluctuation and Noise Letters (2023) Vol. 23, Iss. 03
Closed Access
C. C. Liao, Guoqing Chen, Siyang Cai
Fluctuation and Noise Letters (2023) Vol. 23, Iss. 03
Closed Access
Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach
Xinyu Wu, Jia Qian, Xiaohan Zhao
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102245-102245
Closed Access
Xinyu Wu, Jia Qian, Xiaohan Zhao
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102245-102245
Closed Access
Research on Prediction and Early Warning of A-Share Market Volatility Based on HAR-Type Models
Zhaohao WEI, Jichang Dong, Zhi Dong
系统科学与信息学报(英文) (2023) Vol. 11, Iss. 6, pp. 671-690
Open Access
Zhaohao WEI, Jichang Dong, Zhi Dong
系统科学与信息学报(英文) (2023) Vol. 11, Iss. 6, pp. 671-690
Open Access
The Information Content of Overnight Information for Volatility Forecasting: Evidence from China's Stock Market
Yi Zhang, Long Zhou, Fang Liu
SSRN Electronic Journal (2022)
Closed Access
Yi Zhang, Long Zhou, Fang Liu
SSRN Electronic Journal (2022)
Closed Access
