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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 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

Showing 25 citing articles:

The impact of the Russian-Ukrainian war on global financial markets
Marwan Izzeldin, Yaz Gülnur Muradoǧlu, Vasileios Pappas, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102598-102598
Open Access | Times Cited: 162
Volatility Forecasting with Machine Learning and Intraday Commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
Journal of Financial Econometrics (2023) Vol. 22, Iss. 2, pp. 492-530
Open Access | Times Cited: 24
The Impact of the Russian-Ukrainian War on Global Financial Markets
Marwan Izzeldin, Yaz Gülnur Muradoǧlu, Vasileios Pappas, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 20
News and Asset Pricing: A High-Frequency Anatomy of the SDF
Saketh Aleti, Tim Bollerslev
Review of Financial Studies (2024)
Closed Access | Times Cited: 3
Volatility forecasting with machine learning and intraday commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 15
Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach
Massimiliano Caporin, Tommaso Di Fonzo, Daniele Girolimetto
Journal of Financial Econometrics (2024) Vol. 22, Iss. 5, pp. 1759-1784
Open Access | Times Cited: 2
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
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
Quantile Machine Learning and the Cross-Section of Stock Returns
Fred Liu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods
Juri Trifonov, Bogdan Potanin
International Review of Financial Analysis (2023) Vol. 91, pp. 102941-102941
Closed Access | Times Cited: 2
Forecasting and Managing Correlation Risks
Tim Bollerslev, Sophia Zhengzi Li, Yushan Tang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
A generalized heterogeneous autoregressive model using market information
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte, et al.
Quantitative Finance (2022) Vol. 22, Iss. 8, pp. 1513-1534
Open Access | Times Cited: 3
Smoothed semicovariance estimation for portfolio selection
Davide Ferrari, Sandra Paterlini, Andrea Rigamonti, et al.
Annals of Operations Research (2024)
Open Access
Uncovering the Asymmetric Information Content of High-Frequency Options
Lykourgos Alexiou, Mattia Bevilacqua, Rodrigo Hizmeri
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
“Good” and “bad” volatilities: a realized semivariance GARCH approach
Dinghai Xu
Applied Economics (2023) Vol. 56, Iss. 51, pp. 6391-6411
Closed Access | Times Cited: 1
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
(2023)
Open Access | Times Cited: 1
Asymmetry, Tail Risk and Time Series Momentum
Zhenya Liu, Shanglin Lu, Shixuan Wang
SSRN Electronic Journal (2020)
Open Access | Times Cited: 2
Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market
Asgar Ali, K. N. Badhani
Journal of Asset Management (2022) Vol. 24, Iss. 1, pp. 27-43
Closed Access | Times Cited: 1
Smoothed Semicovariance Estimation
Davide Ferrari, Sandra Paterlini, Andrea Rigamonti, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Ambiguity with Machine Learning: An Application to Portfolio Choice
Éric Ghysels, Yan Qian, Steve Raymond
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
SSRN Electronic Journal (2023)
Closed Access
Recent Developments in Financial Risk and the Real Economy
Ian Dew-Becker, Stefano Giglio
SSRN Electronic Journal (2023)
Closed Access
Refining Crude Oil Uncertainty Using Corridor Variance Risk Premia
Dudley Gilder, Leonidas Tsiaras
SSRN Electronic Journal (2023)
Closed Access
A Generalized Heterogeneous Autoregressive Model using the Market Index
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte, et al.
SSRN Electronic Journal (2019)
Open Access
Time Series Momentum and Reversal: Intraday Information from Realized Semivariance
Zhenya Liu, Shanglin Lu, Bo Li, et al.
SSRN Electronic Journal (2020)
Open Access
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