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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:

Volume, Volatility, and Public News Announcements
Tim Bollerslev, Jia Li, Yuan Xue
The Review of Economic Studies (2018) Vol. 85, Iss. 4, pp. 2005-2041
Open Access | Times Cited: 100

Showing 1-25 of 100 citing articles:

A Machine Learning Approach to Volatility Forecasting
Kim Christensen, Mathias Siggaard, Bezirgen Veliyev
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1680-1727
Open Access | Times Cited: 90
Threats to central bank independence: High-frequency identification with twitter
Francesco Bianchi, Roberto Gómez-Cram, Thilo Kind, et al.
Journal of Monetary Economics (2023) Vol. 135, pp. 37-54
Open Access | Times Cited: 44
The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis
Mohamed Sherif
Journal of Behavioral and Experimental Finance (2020) Vol. 28, pp. 100403-100403
Open Access | Times Cited: 106
The impact of Twitter sentiment on renewable energy stocks
Juan C. Reboredo, Andrea Ugolini
Energy Economics (2018) Vol. 76, pp. 153-169
Closed Access | Times Cited: 84
When Shareholders Disagree: Trading after Shareholder Meetings
Sophia Zhengzi Li, Ernst Maug, Miriam Schwartz-Ziv
Review of Financial Studies (2021) Vol. 35, Iss. 4, pp. 1813-1867
Closed Access | Times Cited: 58
Realized Semicovariances
Tim Bollerslev, Jia Li, Andrew J. Patton, et al.
Econometrica (2020) Vol. 88, Iss. 4, pp. 1515-1551
Open Access | Times Cited: 54
The cross section of the monetary policy announcement premium
Hengjie Ai, Leyla Jianyu Han, Xuhui Pan, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 247-276
Closed Access | Times Cited: 48
Voting and trading: The shareholder’s dilemma
Adam Meirowitz, Shaoting Pi
Journal of Financial Economics (2022) Vol. 146, Iss. 3, pp. 1073-1096
Closed Access | Times Cited: 30
The FOMC Risk Shift
Tim Alexander Kroencke, Maik Schmeling, Andreas Schrimpf
Journal of Monetary Economics (2021) Vol. 120, pp. 21-39
Open Access | Times Cited: 40
Information Acquisition and the Pre-Announcement Drift
Leyla Jianyu Han, Hengjie Ai, Ravi Bansal
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 33
Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence
Marc Gronwald, Sania Wadud, Kingsley E. Dogah
SSRN Electronic Journal (2024)
Open Access | Times Cited: 5
Stock Mispricing, Resale Options, and Differences of Opinion
Kai‐Min Huang, I‐Doun Kuo, Rong‐Tsorng Wang
Emerging Markets Finance and Trade (2025), pp. 1-22
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
Investor Disagreement, Disclosure Processing Costs, and Trading Volume Evidence from Social Media
Adam Booker, Asher Curtis, Vernon J. Richardson
The Accounting Review (2022) Vol. 98, Iss. 1, pp. 109-137
Closed Access | Times Cited: 16
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
Measuring China's Stock Market Sentiment
Jia Li, Yun Chen, Yan Shen, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 29
The impact of net buying pressure on index options prices
Doojin Ryu, Doowon Ryu, Heejin Yang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 27-45
Closed Access | Times Cited: 27
Why does public news augment information asymmetries?
Julio A. Crego
Journal of Financial Economics (2020) Vol. 137, Iss. 1, pp. 72-89
Closed Access | Times Cited: 24
Asset pricing and FOMC press conferences
Simon Tranberg Bodilsen, Jonas N. Eriksen, Niels S. Grønborg
Journal of Banking & Finance (2021) Vol. 128, pp. 106163-106163
Open Access | Times Cited: 19
An unbounded intensity model for point processes
Kim Christensen, Aleksey Kolokolov
Journal of Econometrics (2024) Vol. 244, Iss. 1, pp. 105840-105840
Open Access | Times Cited: 2
Flexible Tests for USDA Report Announcement Effects in Futures Markets
Jiahui Ying, Yu Chen, Jeffrey H. Dorfman
American Journal of Agricultural Economics (2019) Vol. 101, Iss. 4, pp. 1228-1246
Closed Access | Times Cited: 16
Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
Hasan Fallahgoul
The Journal of Financial Data Science (2021) Vol. 3, Iss. 2, pp. 134-148
Open Access | Times Cited: 13
Fixed‐ k inference for volatility
Tim Bollerslev, Jia Li, Zhipeng Liao
Quantitative Economics (2021) Vol. 12, Iss. 4, pp. 1053-1084
Open Access | Times Cited: 13
Permutation‐based tests for discontinuities in event studies
Federico A. Bugni, Jia Li, Qiyuan Li
Quantitative Economics (2023) Vol. 14, Iss. 1, pp. 37-70
Open Access | Times Cited: 5
Explaining the Pre-Announcement Drift
Paula Cocoma
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 16
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