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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:

Liquidity, implied volatility and tail risk: A comparison of liquidity measures
Henrique Ramos, Marcelo Brutti Righi
International Review of Financial Analysis (2020) Vol. 69, pp. 101463-101463
Closed Access | Times Cited: 25

Showing 25 citing articles:

The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures
Imtiaz Sifat, Abdul Ghafoor, Abdollah Ah Mand
Journal of Behavioral and Experimental Finance (2021) Vol. 30, pp. 100498-100498
Open Access | Times Cited: 46
Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network
Xin Liao, Q. Li, Stephen Chan, et al.
Physica A Statistical Mechanics and its Applications (2024) Vol. 647, pp. 129892-129892
Closed Access | Times Cited: 6
Market Downturns and Asymmetric Tail Risk Transmission Speed in the US: Evaluating Macroeconomic Policy Effectiveness during and after the COVID-19 Pandemic
Zinan Hu, Sumuya Borjigin
The Quarterly Review of Economics and Finance (2025), pp. 101993-101993
Closed Access
Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches
Kais Tissaoui, Besma Hkiri, Mariem Talbi, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101521-101521
Closed Access | Times Cited: 32
Stock Market Liquidity: A Literature Review
Priyanka Naik, Y.V. Reddy
SAGE Open (2021) Vol. 11, Iss. 1
Open Access | Times Cited: 31
Does herding effect help forecast market volatility?—Evidence from the Chinese stock market
Yide Wang, Chao Yu, Xujie Zhao
Journal of Forecasting (2023) Vol. 42, Iss. 5, pp. 1275-1290
Closed Access | Times Cited: 6
Stock market volatility and multi-scale positive and negative bubbles
Rangan Gupta, Jacobus Nel, Joshua Nielsen, et al.
The North American Journal of Economics and Finance (2024), pp. 102300-102300
Closed Access | Times Cited: 1
Intraday Patterns of Liquidity on the Warsaw Stock Exchange before and after the Outbreak of the COVID-19 Pandemic
Jakub Kubiczek, Marcin Tuszkiewicz
International Journal of Financial Studies (2022) Vol. 10, Iss. 1, pp. 13-13
Open Access | Times Cited: 7
Improving Portfolio Selection by Balancing Liquidity-Risk-Return: Evidence from Stock Markets
Eder Oliveira Abensur, Wesley Pompeu de Carvalho
Theoretical Economics Letters (2022) Vol. 12, Iss. 02, pp. 479-497
Open Access | Times Cited: 7
Co-skewness and expected return: Evidence from international stock markets
Liang Dong, Hung Wan Kot, Keith Lam, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101479-101479
Closed Access | Times Cited: 8
Financial Risk Control Model Based on Deep Neural Networks
Jinghong Xu, Daguang Yang
Scientific Programming (2022) Vol. 2022, pp. 1-7
Open Access | Times Cited: 5
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory
Barbara Będowska-Sójka, Krzysztof Echaust, Małgorzata Just
Journal of International Financial Markets Institutions and Money (2022) Vol. 78, pp. 101563-101563
Closed Access | Times Cited: 5
R&D investment intensity and jump volatility of stock price
Cheng Jiang, Kose John, David N. Larsen
Review of Quantitative Finance and Accounting (2020) Vol. 57, Iss. 1, pp. 235-277
Closed Access | Times Cited: 7
On the time‐varying relationship between coskewness and returns of banks
Silvia Bressan, Alex Weissensteiner
Review of Financial Economics (2023) Vol. 42, Iss. 1, pp. 21-38
Open Access | Times Cited: 2
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
“Shall Absolute Power Corrupt Absolutely?”: A Perspective From Financial Constraints and Earnings Quality Under Government Control
Thanh Cong Nguyen, Nguyen Hoang Hai, Nguyen Hoang Phu, et al.
SAGE Open (2024) Vol. 14, Iss. 3
Open Access
On illiquidity of an emerging sovereign bond market
Cenk C. Karahan, Emre Soykök
Economic Systems (2023) Vol. 47, Iss. 2, pp. 101073-101073
Closed Access | Times Cited: 1
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents
Michele Mininni, Giuseppe Orlando, Giovanni Tagliatela
Argumenta Oeconomica (2022) Vol. 2022, Iss. 2, pp. 23-57
Open Access | Times Cited: 2
The Causality Between Liquidity and Volatility: New Evidence from China’s Stock Market
Jing Liu, Yanyan Xu, Chengzheng Zhu
Advances in intelligent systems and computing (2020), pp. 240-258
Closed Access | Times Cited: 2
Speculation and Abnormal Returns in Energy, Agriculture, and Precious Metals Futures During the COVID-19 Pandemic
Imtiaz Sifat, Abdul Ghafoor, Abdollah Ah Mand
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 1
Cross-Border Risks as an Impact Factor for International Fintech Business Models
Helena Skadina, Vilnis Veinbergs
SHS Web of Conferences (2021) Vol. 92, pp. 03026-03026
Open Access | Times Cited: 1
Can the Implied Information of Options Predict the Liquidity of Stock Market? A Data-Driven Research Based on SSE 50ETF Options
Hairong Cui, Jinfeng Fei, Xunfa Lu
Journal of Mathematics (2021) Vol. 2021, pp. 1-13
Open Access | Times Cited: 1
Impact of futures’ trader types on stock market quality: evidence from Taiwan
Ya‐Wen Lai
Journal of Economics and Finance (2023) Vol. 47, Iss. 2, pp. 417-436
Closed Access
The mediating role of stock market liquidity on the relationship between Investor sentiment and Stock market volatility: An Applied study on Listed Companies in Egyptian stock Exchange
Ghada Mohamed Salah El-deen Abo El-ata, Mostafa Mohamed Ahmed Al Kerdawy, Maha Misbah Mohammed Shabana
المجلة العلمية للدراسات والبحوث المالية والتجارية (2023) Vol. 4, Iss. 2, pp. 289-332
Open Access
On the information content of implied liquidity measure: Evidence from the S&P 500 index options
Cigdem Yerli, Zehra Eksi, A. Sevtap Selcuk‐Kestel
Finance research letters (2023) Vol. 57, pp. 104164-104164
Open Access
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