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:

Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective
Lan Bai, Yu Wei, Guiwu Wei, et al.
Finance research letters (2020) Vol. 40, pp. 101709-101709
Open Access | Times Cited: 210

Showing 26-50 of 210 citing articles:

Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach
Imran Yousaf, Linh Pham, John W. Goodell
International Review of Economics & Finance (2023) Vol. 86, pp. 271-283
Closed Access | Times Cited: 30
Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis
Jiahao Zhang, Xiaodan Chen, Wei Yu, et al.
International Review of Financial Analysis (2023) Vol. 88, pp. 102659-102659
Closed Access | Times Cited: 26
THE NEWS EFFECT OF COVID-19 ON GLOBAL FINANCIAL MARKET VOLATILITY
Anasuya Haldar, Narayan Sethi
Deleted Journal (2021) Vol. 24, pp. 33-58
Open Access | Times Cited: 45
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Yu Wei, Zhuo Wang, Dongxin Li, et al.
Finance research letters (2021) Vol. 47, pp. 102648-102648
Closed Access | Times Cited: 43
Performance of gold-backed cryptocurrencies during the COVID-19 crisis
Shaista Wasiuzzaman, Hajah Siti Wardah Haji Abdul Rahman
Finance research letters (2021) Vol. 43, pp. 101958-101958
Open Access | Times Cited: 42
Stock price volatility during the COVID-19 pandemic: The GARCH model
Endri Endri, Widya Aipama, A. Razak, et al.
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 4, pp. 12-20
Open Access | Times Cited: 42
Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
Xiafei Li, Chao Liang, Feng Ma
Annals of Operations Research (2022)
Open Access | Times Cited: 31
Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach
Yu Wei, Lan Bai, Xiafei Li
Finance research letters (2022) Vol. 47, pp. 102855-102855
Closed Access | Times Cited: 30
World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches
Seyed Alireza Athari, Derviş Kırıkkaleli, Tomiwa Sunday Adebayo
Quality & Quantity (2022) Vol. 57, Iss. 2, pp. 1923-1936
Open Access | Times Cited: 30
Impacts of corporate announcements on stock returns during the global pandemic: evidence from the Indian stock market
Dharen Kumar Pandey, Vineeta Kumari, Brajesh Kumar Tiwari
Asian Journal of Accounting Research (2022) Vol. 7, Iss. 2, pp. 208-226
Open Access | Times Cited: 30
Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics
Mohammad Riaz Uddin, Mostafa Monzur Hasan, Nour Abadi
Economic Modelling (2022) Vol. 110, pp. 105806-105806
Closed Access | Times Cited: 29
Which COVID-19 information really impacts stock markets?
Jan Jakub Szczygielski, Ailie Charteris, Princess Rutendo Bwanya, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 84, pp. 101592-101592
Open Access | Times Cited: 29
Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis
Yanran Hong, Lu Wang, Xiaoqing Ye, et al.
Renewable Energy (2022) Vol. 196, pp. 535-546
Closed Access | Times Cited: 28
Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Yu Wei, Yizhi Wang, Samuel A. Vigne, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101821-101821
Open Access | Times Cited: 20
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
Stephanos Papadamou, Athanasios Fassas, Dimitris Kenourgios, et al.
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00317-e00317
Open Access | Times Cited: 19
Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review
Ioannis Dokas, Georgios Oikonomou, Minas Panagiotidis, et al.
Energies (2023) Vol. 16, Iss. 3, pp. 1491-1491
Open Access | Times Cited: 16
Does management tone matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market
Shengpeng Zhang, Yaokuang Li, Ruixin Liang, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103307-103307
Closed Access | Times Cited: 5
The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets
Muhammad Niaz Khan, Suzanne Fifield, David Power
SN Business & Economics (2024) Vol. 4, Iss. 6
Open Access | Times Cited: 5
Wavelet Denoising and Double-Layer Feature Selection for Stock Trend Prediction
Yong Zhang, Jianping Qin, BingXue Lin, et al.
Computational Economics (2025)
Closed Access
Overshooting of sovereign emerging eurobond yields in the context of COVID-19
Babacar Sène, Mohamed Lamine Mbengue, Mouhamad M. Allaya
Finance research letters (2020) Vol. 38, pp. 101746-101746
Open Access | Times Cited: 41
COVID-19 impact on commodity futures volatilities
Yongmin Zhang, Wang RuiZhi
Finance research letters (2021) Vol. 47, pp. 102624-102624
Open Access | Times Cited: 37
COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach
Ştefan Cristian Gherghina, Daniel Armeanu, Camelia Cătălina Joldeş
Journal of risk and financial management (2021) Vol. 14, Iss. 8, pp. 341-341
Open Access | Times Cited: 36
Stock market volatility and the COVID-19 reproductive number
Fernando Díaz, Pablo A. Henríquez, Diego Winkelried
Research in International Business and Finance (2021) Vol. 59, pp. 101517-101517
Open Access | Times Cited: 34
Stock market reaction to the COVID-19 pandemic: an event study
Xiuping Ji, Naipeng Bu, Zheng Chen, et al.
Portuguese Economic Journal (2022) Vol. 23, Iss. 1, pp. 167-186
Closed Access | Times Cited: 26
Do the green bonds overreact to the COVID-19 pandemic?
Tianxiang Cui, Muhammad Tahir Suleman, Hongwei Zhang
Finance research letters (2022) Vol. 49, pp. 103095-103095
Open Access | Times Cited: 25

Scroll to top