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:
Does realized skewness predict the cross-section of equity returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 135-167
Open Access | Times Cited: 459
Diego Amaya, Peter Christoffersen, Kris Jacobs, et al.
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 135-167
Open Access | Times Cited: 459
Showing 1-25 of 459 citing articles:
Empirical Asset Pricing: The Cross Section of Stock Returns
Turan G. Bali, Robert F. Engle, Scott Murray
(2016)
Closed Access | Times Cited: 222
Turan G. Bali, Robert F. Engle, Scott Murray
(2016)
Closed Access | Times Cited: 222
Do stocks outperform Treasury bills?
Hendrik Bessembinder
Journal of Financial Economics (2018) Vol. 129, Iss. 3, pp. 440-457
Closed Access | Times Cited: 215
Hendrik Bessembinder
Journal of Financial Economics (2018) Vol. 129, Iss. 3, pp. 440-457
Closed Access | Times Cited: 215
Does It Pay to Pay Attention?
Antonio Gargano, Alberto G. Rossi
Review of Financial Studies (2018) Vol. 31, Iss. 12, pp. 4595-4649
Open Access | Times Cited: 176
Antonio Gargano, Alberto G. Rossi
Review of Financial Studies (2018) Vol. 31, Iss. 12, pp. 4595-4649
Open Access | Times Cited: 176
Spillovers in higher moments and jumps across US stock and strategic commodity markets
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
Elie Bouri, Xiaojie Lei, Naji Jalkh, et al.
Resources Policy (2021) Vol. 72, pp. 102060-102060
Closed Access | Times Cited: 128
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 74
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 74
The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments
Wenting Zhang, Xie He, Shigeyuki Hamori
International Review of Financial Analysis (2023) Vol. 89, pp. 102735-102735
Open Access | Times Cited: 47
Wenting Zhang, Xie He, Shigeyuki Hamori
International Review of Financial Analysis (2023) Vol. 89, pp. 102735-102735
Open Access | Times Cited: 47
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
Waqas Hanif, Hee-Un Ko, Linh Pham, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 41
Waqas Hanif, Hee-Un Ko, Linh Pham, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 41
Structural breaks and volatility forecasting in the copper futures market
Xu Gong, Boqiang Lin
Journal of Futures Markets (2017) Vol. 38, Iss. 3, pp. 290-339
Closed Access | Times Cited: 148
Xu Gong, Boqiang Lin
Journal of Futures Markets (2017) Vol. 38, Iss. 3, pp. 290-339
Closed Access | Times Cited: 148
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 147
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 147
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 131
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 131
The skewness of commodity futures returns
Adrian Fernández-Pérez, Bart Frijns, Ana-Marı́a Fuertes, et al.
Journal of Banking & Finance (2017) Vol. 86, pp. 143-158
Open Access | Times Cited: 129
Adrian Fernández-Pérez, Bart Frijns, Ana-Marı́a Fuertes, et al.
Journal of Banking & Finance (2017) Vol. 86, pp. 143-158
Open Access | Times Cited: 129
Good and Bad Variance Premia and Expected Returns
Mete Kilic, Ivan Shaliastovich
Management Science (2018) Vol. 65, Iss. 6, pp. 2522-2544
Open Access | Times Cited: 128
Mete Kilic, Ivan Shaliastovich
Management Science (2018) Vol. 65, Iss. 6, pp. 2522-2544
Open Access | Times Cited: 128
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Average skewness matters
Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 29-47
Closed Access | Times Cited: 120
Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 29-47
Closed Access | Times Cited: 120
Common Risk Factors in Cryptocurrency
Yukun Liu, Aleh Tsyvinski, Xi Wu
(2019)
Open Access | Times Cited: 97
Yukun Liu, Aleh Tsyvinski, Xi Wu
(2019)
Open Access | Times Cited: 97
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
Κωνσταντίνος Γκίλλας, Elie Bouri, Rangan Gupta, et al.
The Quarterly Review of Economics and Finance (2020) Vol. 84, pp. 398-406
Open Access | Times Cited: 87
Κωνσταντίνος Γκίλλας, Elie Bouri, Rangan Gupta, et al.
The Quarterly Review of Economics and Finance (2020) Vol. 84, pp. 398-406
Open Access | Times Cited: 87
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Zhifeng Dai, Haoyang Zhu
International Review of Economics & Finance (2022) Vol. 83, pp. 421-450
Closed Access | Times Cited: 64
Zhifeng Dai, Haoyang Zhu
International Review of Economics & Finance (2022) Vol. 83, pp. 421-450
Closed Access | Times Cited: 64
Higher moment connectedness in cryptocurrency market
Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, et al.
Journal of Behavioral and Experimental Finance (2021) Vol. 32, pp. 100562-100562
Open Access | Times Cited: 57
Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, et al.
Journal of Behavioral and Experimental Finance (2021) Vol. 32, pp. 100562-100562
Open Access | Times Cited: 57
Connectedness in implied higher-order moments of precious metals and energy markets
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 40
Elie Bouri, Xiaojie Lei, Yahua Xu, et al.
Energy (2022) Vol. 263, pp. 125588-125588
Closed Access | Times Cited: 40
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Ramzi Nekhili, Elie Bouri
Energy Economics (2023) Vol. 119, pp. 106596-106596
Closed Access | Times Cited: 33
Ramzi Nekhili, Elie Bouri
Energy Economics (2023) Vol. 119, pp. 106596-106596
Closed Access | Times Cited: 33
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs
Ameet Kumar Banerjee, H. K. Pradhan, Ahmet Şensoy, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102995-102995
Closed Access | Times Cited: 30
Ameet Kumar Banerjee, H. K. Pradhan, Ahmet Şensoy, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102995-102995
Closed Access | Times Cited: 30
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Climate risks and state-level stock market realized volatility
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Financial Markets (2023) Vol. 66, pp. 100854-100854
Open Access | Times Cited: 24
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Journal of Financial Markets (2023) Vol. 66, pp. 100854-100854
Open Access | Times Cited: 24
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 33, pp. 100380-100380
Closed Access | Times Cited: 24
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 33, pp. 100380-100380
Closed Access | Times Cited: 24
