Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
Review of Financial Studies (2019) Vol. 33, Iss. 1, pp. 155-211
Closed Access | Times Cited: 66

Showing 1-25 of 66 citing articles:

News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
Yoontae Jeon, Thomas H. McCurdy, Xiaofei Zhao
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 1-17
Open Access | Times Cited: 76
Are ESG-committed hotels financially resilient to the COVID-19 pandemic? An autoregressive jump intensity trend model
Chun‐Da Chen, Ching‐Hui Su, Ming‐Hsiang Chen
Tourism Management (2022) Vol. 93, pp. 104581-104581
Open Access | Times Cited: 58
Not all words are equal: Sentiment and jumps in the cryptocurrency market
Ahmet Faruk Aysan, Massimiliano Caporin, Oğuzhan Çepni
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101920-101920
Open Access | Times Cited: 9
Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Muhammad Shafiullah, Arunachalam Senthilkumar, Brian M. Lucey, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102313-102313
Closed Access | Times Cited: 9
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
Elie Bouri, Ladislav Krištoufek, Tanveer Ahmad, et al.
Annals of Operations Research (2022)
Closed Access | Times Cited: 25
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models
Diansheng Dong, Xinrui Qian, Xingchun Wang
Journal of Futures Markets (2025)
Closed Access
Estimation of multifactor stochastic volatility jump-diffusion models: A marginalized filter approach
Jean‐François Bégin, Golara Zafari
Econometrics and Statistics (2025)
Open Access
The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets
Jean‐François Bégin, Fabio Gómez, Katja Ignatieva, et al.
Energy Economics (2025), pp. 108296-108296
Open Access
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 484-503
Open Access | Times Cited: 26
Do institutional ownership and innovation influence idiosyncratic risk?
Geeta Duppati, Ploypailin Kijkasiwat, Ahmed Imran Hunjra, et al.
Global Finance Journal (2022) Vol. 56, pp. 100770-100770
Closed Access | Times Cited: 16
Extreme illiquidity and cross-sectional corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu, et al.
Journal of Financial Markets (2024) Vol. 68, pp. 100895-100895
Closed Access | Times Cited: 2
On the Relation between Discrete and Continuous-Time Affine Option Pricing Models
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin, et al.
(2024)
Closed Access | Times Cited: 2
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
The Informational Content of High-Frequency Option Prices
Diego Amaya, Jean‐François Bégin, Geneviève Gauthier
Management Science (2021) Vol. 68, Iss. 3, pp. 2166-2201
Closed Access | Times Cited: 13
Affine multivariate GARCH models
Marcos Escobar‐Anel, Javad Rastegari, Lars Stentoft
Journal of Banking & Finance (2020) Vol. 118, pp. 105895-105895
Closed Access | Times Cited: 14
Beta Risk in the Cross-Section of Equities
Ali Boloorforoosh, Peter Christoffersen, Mathieu Fournier, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 9, pp. 4318-4366
Closed Access | Times Cited: 14
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters
Jean‐François Bégin, Mathieu Boudreault
Journal of Computational and Graphical Statistics (2020) Vol. 30, Iss. 2, pp. 452-466
Open Access | Times Cited: 11
The Information Content of The Implied Volatility Surface: Can Option Prices Predict Jumps?
Yufeng Han, Fang Liu, Xiaoxiao Tang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
Pricing vulnerable options with jump risk and liquidity risk
Xingchun Wang
Review of Derivatives Research (2021) Vol. 24, Iss. 3, pp. 243-260
Closed Access | Times Cited: 9
A discrete-time hedging framework with multiple factors and fat tails: On what matters
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 416-444
Closed Access | Times Cited: 9
A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
Alessandro Pollastri, Paulo M.M. Rodrigues, Christian Schlag, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 322-341
Open Access | Times Cited: 6
Pandemic Risk and Diversification
Enrico Onali, Danilo V. Mascia
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
Corporate governance and firm-level jump and volatility risks
Haileslasie Tadele, Xinfeng Ruan, Weihan Li
Applied Economics (2021) Vol. 54, Iss. 22, pp. 2529-2553
Closed Access | Times Cited: 7
Pricing Event Risk: Evidence from Concave Implied Volatility Curves
Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Page 1 - Next Page

Scroll to top