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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:

OUP accepted manuscript
Ai Jun Hou, Ning Wang, Cathy Y. H. Chen, et al.
Journal of Financial Econometrics (2020)
Open Access | Times Cited: 26

Showing 1-25 of 26 citing articles:

Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle, et al.
Quantitative Finance (2021) Vol. 21, Iss. 11, pp. 1825-1853
Open Access | Times Cited: 81
VCRIX — A volatility index for crypto-currencies
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
International Review of Financial Analysis (2021) Vol. 78, pp. 101915-101915
Open Access | Times Cited: 52
Bitcoin option pricing with a SETAR-GARCH model
Tak Kuen Siu, Robert J. Elliott
European Journal of Finance (2020) Vol. 27, Iss. 6, pp. 564-595
Closed Access | Times Cited: 34
Valuation of bitcoin options
Melanie Cao, Batur Celik
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1007-1026
Closed Access | Times Cited: 21
The Economics of Liquid Staking Derivatives: Basis Determinants and Price Discovery
Stefan Scharnowski, Hossein Jahanshahloo
Journal of Futures Markets (2024)
Open Access | Times Cited: 2
The Bitcoin options market: A first look at pricing and risk
Akanksha Jalan, Roman Matkovskyy, Saqib Aziz
Applied Economics (2020) Vol. 53, Iss. 17, pp. 2026-2041
Closed Access | Times Cited: 20
VCRIX - A Volatility Index for Crypto-Currencies
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 18
Review of research on option pricing: a bibliometric analysis
Prashant Sharma, Dinesh Kumar Sharma, Prashant Gupta
Qualitative Research in Financial Markets (2023) Vol. 16, Iss. 1, pp. 159-182
Closed Access | Times Cited: 5
Co-volatility dynamics in global cryptocurrency and conventional asset classes: a multivariate stochastic factor volatility approach
Shalini Velappan
Studies in Economics and Finance (2024) Vol. 41, Iss. 5, pp. 1023-1043
Closed Access | Times Cited: 1
Blockchain Mechanism and Distributional Characteristics of Cryptos
Min-Bin Lin, Kainat Khowaja, Cathy Yi‐Hsuan Chen, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 7
Intensification Dimension of Prices Cryptocurrency with Hamiltonian Quantum Mechanics
Mahrus Faris, Rizky Fauzan, Wendy Wendy, et al.
Asian Journal of Economics Business and Accounting (2023), pp. 21-34
Open Access | Times Cited: 2
Convolution‐based filtering and forecasting: An application to WTI crude oil prices
Christian Gouriéroux, Joann Jasiak, Michelle Tong
Journal of Forecasting (2021) Vol. 40, Iss. 7, pp. 1230-1244
Closed Access | Times Cited: 5
Emoji driven crypto assets market reactions
Xiaorui ZUO, Yao‐Tsung Chen, Wolfgang Karl Härdle
Management & Marketing (2024) Vol. 19, Iss. 2, pp. 158-178
Open Access
Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
Danial Saef, Odett Nagy, Sergej Sizov, et al.
Digital Finance (2024) Vol. 6, Iss. 4, pp. 605-638
Open Access
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility
Ndeye Fatou Sene, Mamadou Abdoulaye Konté, Jane Aduda
Journal of Mathematical Finance (2021) Vol. 11, Iss. 02, pp. 313-330
Open Access | Times Cited: 4
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility
Jing‐Zhi Huang, Zhijian Huang, Li Xu
Quarterly Journal of Finance (2021) Vol. 11, Iss. 02, pp. 2150010-2150010
Open Access | Times Cited: 3
On fair designs of cross‐chain exchange for cryptocurrencies via Monte Carlo simulation
Zini Wang, Guangxin Jiang, Qiang Ye
Naval Research Logistics (NRL) (2021) Vol. 69, Iss. 1, pp. 144-162
Closed Access | Times Cited: 3
β in the tails
Federico M. Bandi, Roberto Renò
Journal of Econometrics (2020) Vol. 227, Iss. 1, pp. 134-150
Closed Access | Times Cited: 2
Futures-Trading Activity and Jump Risk: Evidence From the Bitcoin Market
Chuanhai Zhang, Huan Ma, Xiaosai Liao
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 1
The Impact of Temperature on Labor Quality: Umpire Accuracy in Major League Baseball
Eric Fesselmeyer
SSRN Electronic Journal (2019)
Open Access
Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle, et al.
arXiv (Cornell University) (2020)
Closed Access
Blockchain mechanism and distributional characteristics of cryptos
Min-Bin Lin, Kainat Khowaja, Cathy Yi‐Hsuan Chen, et al.
arXiv (Cornell University) (2020)
Closed Access
Testing for Self-exciting Jumps in Bitcoin Returns
Chuanhai Zhang, Zhengjun Zhang, Mengyu Xu
SSRN Electronic Journal (2020)
Closed Access
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
Danial Saef, Yuanrong Wang, Tomaso Aste
Research Square (Research Square) (2022)
Open Access
Rodeo or Ascot: which hat to wear at the crypto race?
Konstantin Häusler
arXiv (Cornell University) (2021)
Closed Access
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