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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:

Asymmetric volatility in equity markets around the world
Jone Byberg Horpestad, Štefan Lyócsa, Péter Molnár, et al.
The North American Journal of Economics and Finance (2018) Vol. 48, pp. 540-554
Closed Access | Times Cited: 48

Showing 1-25 of 48 citing articles:

The impact of Baidu Index sentiment on the volatility of China's stock markets
Jianchun Fang, Giray Gözgör, Chi Keung Marco Lau, et al.
Finance research letters (2019) Vol. 32, pp. 101099-101099
Open Access | Times Cited: 115
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Walid Mensi, Ahmet Şensoy, Aylin Aslan, et al.
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 101031-101031
Closed Access | Times Cited: 95
Forecasting of clean energy market volatility: The role of oil and the technology sector
Štefan Lyócsa, Neda Todorova
Energy Economics (2024) Vol. 132, pp. 107451-107451
Closed Access | Times Cited: 11
Asymmetric volatility connectedness among U.S. stock sectors
Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2020) Vol. 56, pp. 101327-101327
Closed Access | Times Cited: 63
Stock market volatility forecasting: Do we need high-frequency data?
Štefan Lyócsa, Péter Molnár, Tomáš Výrost
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1092-1110
Closed Access | Times Cited: 54
Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach
Qiwei Xie, Ranran Liu, Tao Qian, et al.
Energy Economics (2021) Vol. 102, pp. 105484-105484
Closed Access | Times Cited: 45
An Empirical Study of Volatility in Cryptocurrency Market
Hemendra Gupta, Rashmi Chaudhary
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 513-513
Open Access | Times Cited: 35
The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models
Jihong Xiao, Fenghua Wen, Yupei Zhao, et al.
International Review of Economics & Finance (2021) Vol. 74, pp. 311-333
Closed Access | Times Cited: 40
ESG and volatility risk: International evidence
Omid Sabbaghi
Business Ethics the Environment & Responsibility (2023) Vol. 32, Iss. 2, pp. 802-818
Closed Access | Times Cited: 15
How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty
Oleg Deev, Tomáš Plíhal
Research in International Business and Finance (2022) Vol. 60, pp. 101613-101613
Open Access | Times Cited: 20
Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets
Buhari Doğan, Sami Ben Jabeur, Aviral Kumar Tiwari, et al.
Research in International Business and Finance (2024) Vol. 73, pp. 102626-102626
Closed Access | Times Cited: 4
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
Jiawen Luo, Oğuzhan Çepni, Rıza Demirer, et al.
Journal of Empirical Finance (2025), pp. 101595-101595
Closed Access
Forecasting the value at risk of the crude oil futures market: Do high-frequency data help?
Yongjian Lyu, Heling Yi, Fanshu Qin, et al.
Journal of Management Science and Engineering (2025)
Open Access
Volatility spillovers and Asymmetric effects of Chinese A-share markets—Enterprise-Level data Based on high-dimensional social network models
Haifeng Wu, Qichang Xie
Applied Economics (2023), pp. 1-25
Closed Access | Times Cited: 9
Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?
Štefan Lyócsa, Neda Todorova
International Journal of Forecasting (2019) Vol. 36, Iss. 2, pp. 628-645
Closed Access | Times Cited: 27
Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs
Spyros Papathanasiou, Drosos Koutsokostas, Georgios Pergeris
Finance research letters (2021) Vol. 47, pp. 102602-102602
Closed Access | Times Cited: 21
Does ESG performance and investor attention affect stock volatility? An empirical study based on panel data and mixed - frequency data
Min Liu, Yu-Jin Ling, Chien‐Chiang Lee
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
Improving volatility forecasts: Evidence from range-based models
Marcin Fałdziński, Piotr Fiszeder, Péter Molnár
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102019-102019
Open Access | Times Cited: 6
Improving stock market volatility forecasts with complete subset linear and quantile HAR models
Štefan Lyócsa, Daniel Stašek
Expert Systems with Applications (2021) Vol. 183, pp. 115416-115416
Closed Access | Times Cited: 15
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
Tomáš Plíhal, Štefan Lyócsa
International Review of Economics & Finance (2020) Vol. 71, pp. 811-829
Open Access | Times Cited: 14
What drives volatility of the U.S. oil and gas firms?
Štefan Lyócsa, Neda Todorova
Energy Economics (2021) Vol. 100, pp. 105367-105367
Closed Access | Times Cited: 11
Cross‐sectional return dispersion and stock market volatility: Evidence from high‐frequency data
Zibo Niu, Rıza Demirer, Muhammad Tahir Suleman, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 6, pp. 1309-1328
Closed Access | Times Cited: 4
The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability
Huayou Duan, Chenchen Zhao, Lu Wang, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102437-102437
Closed Access | Times Cited: 1
What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty
Štefan Lyócsa, Neda Todorova
Energy Economics (2024), pp. 107980-107980
Open Access | Times Cited: 1
FX market volatility modelling: Can we use low-frequency data?
Štefan Lyócsa, Tomáš Plíhal, Tomáš Výrost
Finance research letters (2020) Vol. 40, pp. 101776-101776
Open Access | Times Cited: 11
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