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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:

Forecasting the KOSPI200 spot volatility using various volatility measures
Dohyun Chun, Hoon Cho, Doojin Ryu
Physica A Statistical Mechanics and its Applications (2018) Vol. 514, pp. 156-166
Closed Access | Times Cited: 18

Showing 18 citing articles:

Volatility Spillovers between Equity and Green Bond Markets
Daehyeon Park, Jiyeon Park, Doojin Ryu
Sustainability (2020) Vol. 12, Iss. 9, pp. 3722-3722
Open Access | Times Cited: 94
Do sentiment trades explain investor overconfidence around analyst recommendation revisions?
Karam Kim, Doojin Ryu, Jinyoung Yu
Research in International Business and Finance (2021) Vol. 56, pp. 101376-101376
Closed Access | Times Cited: 40
Bitcoin as a financial asset: a survey
Dong‐Ho Kang, Doojin Ryu, Robert I. Webb
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Economic indicators and stock market volatility in an emerging economy
Dohyun Chun, Hoon Cho, Doojin Ryu
Economic Systems (2020) Vol. 44, Iss. 2, pp. 100788-100788
Closed Access | Times Cited: 35
Noise traders, mispricing, and price adjustments in derivatives markets
Doojin Ryu, Heejin Yang
European Journal of Finance (2019) Vol. 26, Iss. 6, pp. 480-499
Closed Access | Times Cited: 31
Informed options trading around holidays
Doojin Ryu, Jinyoung Yu
Journal of Futures Markets (2021) Vol. 41, Iss. 5, pp. 658-685
Closed Access | Times Cited: 22
Volatility information trading in the index options market: An intraday analysis
Heejin Yang, Ali M. Kutan, Doojin Ryu
International Review of Economics & Finance (2019) Vol. 64, pp. 412-426
Closed Access | Times Cited: 25
The Effect of International Strategic Alliances on Firm Performance before and after the Global Financial Crisis
Doowon Ryu, Maria H. Kim, Doojin Ryu
Emerging Markets Finance and Trade (2019) Vol. 55, Iss. 15, pp. 3539-3552
Closed Access | Times Cited: 15
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence
Skander Slim, Meriam Dahmene, Adel Boughrara
The Quarterly Review of Economics and Finance (2019) Vol. 76, pp. 22-37
Closed Access | Times Cited: 12
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility
Štefan Lyócsa, Tomáš Plíhal, Tomáš Výrost
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1275-1301
Closed Access | Times Cited: 1
How to Promote the Performance of Parametric Volatility Forecasts in the Stock Market? A Neural Networks Approach
Jung‐Bin Su
Entropy (2021) Vol. 23, Iss. 9, pp. 1151-1151
Open Access | Times Cited: 8
The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach
Jaeram Lee, Geul Lee, Doojin Ryu
Economics (2019) Vol. 13, Iss. 1
Open Access | Times Cited: 8
Volatility forecasting and volatility-timing strategies: A machine learning approach
Dohyun Chun, Hoon Cho, Doojin Ryu
Research in International Business and Finance (2024), pp. 102723-102723
Closed Access
Which implied volatilities contain more information? Evidence from China
Linyu Wang, Yifan Ji, Zhongxin Ni
International Journal of Finance & Economics (2023) Vol. 29, Iss. 2, pp. 1896-1919
Closed Access | Times Cited: 1
The empirical performance of option implied volatility surface-driven optimal portfolios
Massimo Guidolin, Kai Wang
Physica A Statistical Mechanics and its Applications (2023) Vol. 618, pp. 128496-128496
Open Access | Times Cited: 1
The Predictive Power of Implied Volatility and GARCH Forecasted Volatility During the COVID-19 Pandemic: Evidence from Chinas Stock Market
Wei Zhang
Advances in Economics Management and Political Sciences (2023) Vol. 4, Iss. 1, pp. 477-487
Open Access | Times Cited: 1
Predictability of OTC Option Volatility for Future Stock Volatility
Jungmu Kim, Yuen Jung Park
Sustainability (2020) Vol. 12, Iss. 12, pp. 5200-5200
Open Access | Times Cited: 2
Volatility spillover from the global oil price to ASEAN stock markets: A cross-quantilogram analysis
Mien Nguyen Thi Ngoc
Asian Academy of Management Journal of Accounting and Finance (2022) Vol. 18, Iss. 1, pp. 219-233
Open Access
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