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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:

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Yuting Gong, Qiang Chen, Jufang Liang
Economic Modelling (2017) Vol. 68, pp. 586-598
Open Access | Times Cited: 24

Showing 24 citing articles:

Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility
Qifa Xu, Zhongpu Bo, Cuixia Jiang, et al.
Knowledge-Based Systems (2018) Vol. 166, pp. 170-185
Closed Access | Times Cited: 53
Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war
Yuting Gong, Kevin X. Li, Shu‐Ling Chen, et al.
Transportation Research Part E Logistics and Transportation Review (2020) Vol. 136, pp. 101900-101900
Closed Access | Times Cited: 35
Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model
Cuixia Jiang, Yuqian Li, Qifa Xu, et al.
International Review of Economics & Finance (2021) Vol. 75, pp. 386-398
Closed Access | Times Cited: 27
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries
Carmen Broto, Matías Lamas
Economic Modelling (2020) Vol. 93, pp. 217-229
Open Access | Times Cited: 23
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Cuixia Jiang, Xiaoyi Ding, Qifa Xu, et al.
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101074-101074
Closed Access | Times Cited: 21
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Hoang Nguyen, Audronė Virbickaitė
Energy Economics (2023) Vol. 124, pp. 106738-106738
Open Access | Times Cited: 6
What Affects the Relationship Between Oil Prices and the U.S. Stock Market? A Mixed-Data Sampling Copula Approach
Yuting Gong, Ruijun Bu, Qiang Chen
Journal of Financial Econometrics (2020) Vol. 20, Iss. 2, pp. 253-277
Closed Access | Times Cited: 16
Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach
Yuting Gong, Chao Ma, Qiang Chen
Journal of International Money and Finance (2022) Vol. 123, pp. 102597-102597
Closed Access | Times Cited: 10
Mixed data sampling expectile regression with applications to measuring financial risk
Qifa Xu, Lu Chen, Cuixia Jiang, et al.
Economic Modelling (2020) Vol. 91, pp. 469-486
Closed Access | Times Cited: 13
Geostatistical prediction through convex combination of Archimedean copulas
Babak Sohrabian
Spatial Statistics (2020) Vol. 41, pp. 100488-100488
Closed Access | Times Cited: 12
Liquidity‐adjusted value‐at‐risk using extreme value theory and copula approach
Harish Kamal, Samit Paul
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 1747-1769
Closed Access | Times Cited: 1
Time-varying risk aversion and dynamic dependence between crude oil futures and European Union allowance futures markets
Xinyu Wu, Zhitian Zhu
Frontiers in Environmental Science (2023) Vol. 11
Open Access | Times Cited: 3
Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock Markets
Xinyu Wu, Meng Zhang, Mengqi Wu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 4
Portfolio selection based on predictive joint return distribution
Cuixia Jiang, Xiaoyi Ding, Qifa Xu, et al.
Applied Economics (2018) Vol. 51, Iss. 2, pp. 196-206
Closed Access | Times Cited: 5
Examining the evidence of risk spillovers between Shanghai and London non-ferrous futures markets: a dynamic Copula-CoVaR approach
Hong Shen, Yue Tang, Ying Xing, et al.
International Journal of Emerging Markets (2020) Vol. 16, Iss. 5, pp. 929-945
Closed Access | Times Cited: 5
Assessing liquidity‐adjusted risk forecasts
Theo Berger, Christina Uffmann
Journal of Forecasting (2021) Vol. 40, Iss. 7, pp. 1179-1189
Open Access | Times Cited: 4
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
Siyao Wei, Pengfei Luo, Jiashan Song, et al.
Computational Economics (2024)
Closed Access
Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market
Qin Wang, Xianhua Li
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102230-102230
Closed Access
Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks
Qianjie Geng, Yudong Wang
Computational Economics (2020) Vol. 57, Iss. 2, pp. 719-742
Closed Access | Times Cited: 3
A large constrained time‐varying portfolio selection model with DCC‐MIDAS: Evidence from Chinese stock market
Qifa Xu, Junqing Zuo, Cuixia Jiang, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 3417-3435
Closed Access | Times Cited: 3
Forecasting liquidity‐adjusted VaR: A conditional EVT‐copula approach
Madhusudan Karmakar, Ravi Khadotra
Review of Financial Economics (2022) Vol. 41, Iss. 3, pp. 283-321
Closed Access | Times Cited: 2
European financial institution physical geolocation and the high-frequency trading potential
Piotr Staszkiewicz, Ewa Łosiewicz-Dniestrzańska, Anna Grygiel-Tomaszewska
Routledge eBooks (2021), pp. 19-37
Open Access | Times Cited: 1
Analyzing the Nexus of Green Finance, Clean Energy, Green Technology and Environmental Responsibility: Evidence from the Dcc-Midas
Chien‐Chiang Lee, Yanxin Fang, Min Liu
SSRN Electronic Journal (2022)
Closed Access
Forecasting the intra-day effective bid ask spread by combining density forecasts
Malick Fall, Waël Louhichi, Jean Laurent Viviani
Applied Economics (2021) Vol. 53, Iss. 50, pp. 5772-5792
Open Access
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