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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:

Do jumps contribute to the dynamics of the equity premium?
John M. Maheu, Thomas H. McCurdy, Xiaofei Zhao
Journal of Financial Economics (2013) Vol. 110, Iss. 2, pp. 457-477
Open Access | Times Cited: 62

Showing 1-25 of 62 citing articles:

Time-varying rare disaster risks, oil returns and volatility
Rıza Demirer, Rangan Gupta, Muhammad Tahir Suleman, et al.
Energy Economics (2018) Vol. 75, pp. 239-248
Open Access | Times Cited: 83
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
Yoontae Jeon, Thomas H. McCurdy, Xiaofei Zhao
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 1-17
Open Access | Times Cited: 76
Equity Risk Premiums (ERP): Determinants, Estimation, and Implications – The 2022 Edition
Aswath Damodaran
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 38
Not all words are equal: Sentiment and jumps in the cryptocurrency market
Ahmet Faruk Aysan, Massimiliano Caporin, Oğuzhan Çepni
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101920-101920
Open Access | Times Cited: 9
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
Donghai Zhou, Xiaoxing Liu
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101843-101843
Closed Access | Times Cited: 16
Information shocks and short-term market overreaction: The role of investor attention
Yongqiang Meng, Xiao Li, Xiong Xiong
International Review of Financial Analysis (2024) Vol. 93, pp. 103219-103219
Closed Access | Times Cited: 5
Measuring tail risk
Maik Dierkes, Fabian Hollstein, Marcel Prokopczuk, et al.
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105769-105769
Open Access | Times Cited: 3
Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk
Peter Christoffersen, Mathieu Fournier, Kris Jacobs, et al.
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 1, pp. 65-91
Open Access | Times Cited: 26
Jumps, cojumps, and efficiency in the spot foreign exchange market
Louis R. Piccotti
Journal of Banking & Finance (2017) Vol. 87, pp. 49-67
Closed Access | Times Cited: 27
Relation between higher order comoments and dependence structure of equity portfolio
Mario Cerrato, John Crosby, Minjoo Kim, et al.
Journal of Empirical Finance (2016) Vol. 40, pp. 101-120
Open Access | Times Cited: 24
Dynamic portfolio allocation with time-varying jump risk
Chunyang Zhou, Chongfeng Wu, Yudong Wang
Journal of Empirical Finance (2019) Vol. 50, pp. 113-124
Closed Access | Times Cited: 23
The role of time‐varying rare disaster risks in predicting bond returns and volatility
Rangan Gupta, Muhammad Tahir Suleman, Mark E. Wohar
Review of Financial Economics (2018) Vol. 37, Iss. 3, pp. 327-340
Open Access | Times Cited: 23
Which continuous-time model is most appropriate for exchange rates?
Deniz Erdemlioglu, Sébastien Laurent, Christopher J. Neely
Journal of Banking & Finance (2015) Vol. 61, pp. S256-S268
Open Access | Times Cited: 15
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
Higher-Moment Risk
Niels Joachim Gormsen, Christian Skov Jensen
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 12
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
Mark J. Jensen, John M. Maheu
Journal of risk and financial management (2018) Vol. 11, Iss. 3, pp. 52-52
Open Access | Times Cited: 12
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
The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models
Yuanyuan Zhang, Yue‐Jun Zhang
International Review of Financial Analysis (2022) Vol. 84, pp. 102418-102418
Closed Access | Times Cited: 7
The Information Content of The Implied Volatility Surface: Can Option Prices Predict Jumps?
Yufeng Han, Fang Liu, Xiaoxiao Tang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbor truncation estimator
Sew Lai Ng, Chin Wen Cheong, Lee‐Lee Chong
Borsa Istanbul Review (2020) Vol. 20, pp. S26-S39
Open Access | Times Cited: 10
News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach
Deniz Erdemlioglu, Xiye Yang
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1519-1556
Closed Access | Times Cited: 6
Time-varying jump risk premia in stock index futures returns
Wing Hong Chan, Liling Feng
Journal of Futures Markets (2011) Vol. 32, Iss. 7, pp. 639-659
Closed Access | Times Cited: 9
The decomposition of jump risks in individual stock returns
Xiao Xiao, Chen Zhou
Journal of Empirical Finance (2018) Vol. 47, pp. 207-228
Open Access | Times Cited: 8
Corporate governance and firm-level jump and volatility risks
Haileslasie Tadele, Xinfeng Ruan, Weihan Li
Applied Economics (2021) Vol. 54, Iss. 22, pp. 2529-2553
Closed Access | Times Cited: 7
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