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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:

Time-varying conditional discrete jumps in emerging African equity markets
Saint Kuttu
Global Finance Journal (2016) Vol. 32, pp. 35-54
Closed Access | Times Cited: 13

Showing 13 citing articles:

Modeling and forecasting the volatility of carbon emission market: The role of outliers, time-varying jumps and oil price risk
Anupam Dutta
Journal of Cleaner Production (2017) Vol. 172, pp. 2773-2781
Closed Access | Times Cited: 136
Are ESG-committed hotels financially resilient to the COVID-19 pandemic? An autoregressive jump intensity trend model
Chun‐Da Chen, Ching‐Hui Su, Ming‐Hsiang Chen
Tourism Management (2022) Vol. 93, pp. 104581-104581
Open Access | Times Cited: 58
Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns
Chun‐Da Chen, Ching‐Hui Su, Ming‐Hsiang Chen
Journal of Air Transport Management (2022) Vol. 102, pp. 102229-102229
Open Access | Times Cited: 47
Impact of silver price uncertainty on solar energy firms
Anupam Dutta
Journal of Cleaner Production (2019) Vol. 225, pp. 1044-1051
Closed Access | Times Cited: 55
Modelling the volatility of crude oil returns: Jumps and volatility forecasts
Anupam Dutta, Elie Bouri, David Roubaud
International Journal of Finance & Economics (2020) Vol. 26, Iss. 1, pp. 889-897
Open Access | Times Cited: 50
Research on jumps and volatility in China’s carbon market
Xiangjun Chen, Bo Yan
Economic Change and Restructuring (2024) Vol. 57, Iss. 1
Closed Access | Times Cited: 3
Does oil price volatility matter for the US transportation industry?
Anupam Dutta, Elie Bouri, Timo Rothovius, et al.
Energy (2023) Vol. 290, pp. 130194-130194
Open Access | Times Cited: 5
CONDITIONAL JUMP DYNAMICS IN STOCK RETURNS: EVIDENCE FROM MIST STOCK EXCHANGES
Hakan Danis, Ender Demir, Mehmet Hüseyin Bilgin
The Singapore Economic Review (2015) Vol. 60, Iss. 01, pp. 1550005-1550005
Closed Access | Times Cited: 11
Merton’s Jump Diffusion Model an Application to Stock Markets of East African Countries
Kimaro Novat, W. M. Charles, Verdiana Grace Masanja
International Journal of Advances in Scientific Research and Engineering (2019) Vol. 5, Iss. 8, pp. 16-24
Open Access | Times Cited: 7
Do controlling shareholders' equity pledges exacerbate the stock price crash risk? -A study based on margin trading and securities lending transactions in China's securities market1
Liang Wang, Ziqiu Cao, Wenyan Cao
Heliyon (2024), pp. e37473-e37473
Open Access
Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets
Saint Kuttu, Anthony Q.Q. Aboagye, Godfred A. Bokpin
Research in International Business and Finance (2018) Vol. 46, pp. 211-226
Closed Access | Times Cited: 2
Option pricing using jump diffusion model: a case of stock markets of selected east African countries
Novat Kimaro
(2020)
Open Access
Investigating the Features of Indonesia Stock Price During Covid-19 pandemic: An Application of Merton Jump Diffusion Model
Dhea Putri Adriani, Ratna Herdiana, Widowati Widowati, et al.
(2021)
Open Access
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