Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 1-25 of 147 citing articles:

Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Alejandro Lopez-Lira, Yuehua Tang
SSRN Electronic Journal (2023)
Open Access | Times Cited: 221
Lucky factors
Campbell R. Harvey, Yan Liu
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 413-435
Closed Access | Times Cited: 117
Jump Risk Implicit in Options Market
Qiang Chen, Yu Han, Ying Huang, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access | Times Cited: 3
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
Large-dimensional factor modeling based on high-frequency observations
Markus Pelger
Journal of Econometrics (2018) Vol. 208, Iss. 1, pp. 23-42
Closed Access | Times Cited: 101
Understanding Systematic Risk: A High‐Frequency Approach
Markus Pelger
The Journal of Finance (2020) Vol. 75, Iss. 4, pp. 2179-2220
Closed Access | Times Cited: 90
Information Shocks and Short-Term Market Underreaction
George J. Jiang, Kevin X. Zhu
Journal of Financial Economics (2016) Vol. 124, Iss. 1, pp. 43-64
Closed Access | Times Cited: 83
High-dimensional copula-based distributions with mixed frequency data
Dong Hwan Oh, Andrew J. Patton
Journal of Econometrics (2016) Vol. 193, Iss. 2, pp. 349-366
Open Access | Times Cited: 68
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
Ilze Kalnina, Dacheng Xiu
Journal of the American Statistical Association (2016) Vol. 112, Iss. 517, pp. 384-396
Open Access | Times Cited: 65
High-frequency factor models and regressions
Yacine Aït‐Sahalia, Ilze Kalnina, Dacheng Xiu
Journal of Econometrics (2020) Vol. 216, Iss. 1, pp. 86-105
Closed Access | Times Cited: 50
Pervasive underreaction: Evidence from high-frequency data
Hao Jiang, Sophia Zhengzi Li, Hao Wang
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 573-599
Closed Access | Times Cited: 50
Realized semibetas: Disentangling “good” and “bad” downside risks
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 227-246
Open Access | Times Cited: 48
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
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
Statistical inference for rough volatility: Central limit theorems
Carsten Chong, Marc Hoffmann, Yanghui Liu, et al.
The Annals of Applied Probability (2024) Vol. 34, Iss. 3
Open Access | Times Cited: 6
Automated Volatility Forecasting
Sophia Zhengzi Li, Yushan Tang
Management Science (2024)
Closed Access | Times Cited: 6
Give me a break: What does the equity premium compensate for?
Patrizia Perras, Niklas Wagner
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102103-102103
Open Access
Jump Imbalance and Chinese Stock Market Returns
Lei Zhang, Yan Chen, Yakun Liu, et al.
(2025)
Closed Access
The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
Management Science (2020) Vol. 66, Iss. 6, pp. 2474-2494
Open Access | Times Cited: 37
Warp speed price moves: Jumps after earnings announcements
Kim Christensen, Allan Timmermann, Bezirgen Veliyev
Journal of Financial Economics (2025) Vol. 167, pp. 104010-104010
Closed Access
Fragmented Liquidity and Predictable Jumps
Saad Khan, Ryan Riordan
(2025)
Closed Access
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk
Torben G. Andersen, Martin Thyrsgaard, Viktor Todorov
Quantitative Economics (2021) Vol. 12, Iss. 2, pp. 647-682
Open Access | Times Cited: 24
On the Nature of (Jump) Skewness Risk Premia
Piotr Orłowski, Paul Schneider, Fabio Trojani
Management Science (2023) Vol. 70, Iss. 2, pp. 1154-1174
Closed Access | Times Cited: 10
Changes in the span of systematic risk exposures
Yuan Liao, Viktor Todorov
Quantitative Economics (2024) Vol. 15, Iss. 3, pp. 817-847
Open Access | Times Cited: 3
Page 1 - Next Page

Scroll to top