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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:

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

Showing 1-25 of 48 citing articles:

Intraday Market Return Predictability Culled from the Factor Zoo
Saketh Aleti, Tim Bollerslev, Mathias Siggaard
Management Science (2025)
Closed Access | Times Cited: 1
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
Generalized Autoregressive Conditional Betas: longitudinal feedback in multifactor asset pricing
Stefano Grassi, Francesco Violante
Journal of Business and Economic Statistics (2025), pp. 1-24
Closed Access
Risk contagion network and characteristic measurement among international financial markets
Binxia Chen, Yuanying Jiang, Donghai Zhou
Pacific-Basin Finance Journal (2025), pp. 102766-102766
Closed Access
Resurrecting the Downside Risk Premium -a Geographic Perspective
Frank Weikai Li, Zilong Niu
SSRN Electronic Journal (2025)
Closed Access
Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China
Huai-Long Shi, Huayi Chen
Global Finance Journal (2025), pp. 101079-101079
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
Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data
Donghai Zhou, Xiaoxing Liu, Chun Tang, et al.
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101870-101870
Closed Access | Times Cited: 18
Option-Implied Dependence and Correlation Risk Premium
Oleg Bondarenko, Carole Bernard
Journal of Financial and Quantitative Analysis (2023), pp. 1-51
Closed Access | Times Cited: 10
Coskewness and the short-term predictability for Bitcoin return
Yan Chen, Yakun Liu, Feipeng Zhang
Technological Forecasting and Social Change (2024) Vol. 200, pp. 123196-123196
Closed Access | Times Cited: 3
Semivolatility-managed portfolios
Daniel Batista da Silva, Marcelo Fernandes
(2024)
Closed Access | Times Cited: 3
Multivariate crash risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 129-153
Closed Access | Times Cited: 21
The taxonomy of tail risk
Evarist Stoja, Arnold Polanski, Linh Nguyen
The Journal of Financial Research (2024)
Open Access | Times Cited: 2
Higher‐order moments and asset pricing in the Australian stock market
Richard Mawulawoe Ahadzie, Nagaratnam Jeyasreedharan
Accounting and Finance (2023) Vol. 64, Iss. 1, pp. 75-128
Open Access | Times Cited: 6
The High-Frequency Factor Zoo
Saketh Aleti
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 8
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
Lin Deng, Michael S. Smith, Worapree Maneesoonthorn
Journal of Business and Economic Statistics (2024), pp. 1-17
Open Access | Times Cited: 1
Financial stability policy and downside risk in stock returns
Jianlei Yang
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102196-102196
Closed Access | Times Cited: 1
Tail Risk and Asset Prices in the Short-term
Caio Almeida, Gustavo Freire, René García, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
Intraday Market Return Predictability Culled from the Factor Zoo
Saketh Aleti, Tim Bollerslev, Mathias Siggaard
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Factor Models with Downside Risk
Daniele Massacci, Lucio Sarno, Lorenzo Trapani
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Semibeta asset pricing in the Korean stock market
Pyung Kun Chu
Finance research letters (2022) Vol. 50, pp. 103245-103245
Closed Access | Times Cited: 5
Tail behavior of ACD models and consequences for likelihood-based estimation
Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek, et al.
Journal of Econometrics (2023) Vol. 238, Iss. 2, pp. 105613-105613
Open Access | Times Cited: 2
A Forest Full of Risk Forecasts for Managing Volatility
Onno Kleen, Anastasija Tetereva
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Taming Momentum Crashes
Daniele Bianchi, Andrea De Polis, Iván Petrella
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
A novel downside beta and expected stock returns
Jinjing Liu
International Review of Financial Analysis (2022) Vol. 85, pp. 102455-102455
Closed Access | Times Cited: 4
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