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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:

Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
Andrea Ugolini, Juan C. Reboredo, Walid Mensi
Finance research letters (2023) Vol. 53, pp. 103692-103692
Open Access | Times Cited: 39

Showing 26-50 of 39 citing articles:

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies
Carlos Esparcia, Tarek Fakhfakh, Francisco Jareño, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Cryptocurrencies and Systemic Risk. The Spillover Effects Between Cryptocurrency and Financial Markets
Vincenzo Pacelli, Caterina Di Tommaso, Matteo Foglia, et al.
New economic windows (2024), pp. 343-358
Open Access | Times Cited: 1
Financial networks of cryptocurrency prices in time-frequency domains
Paolo Pagnottoni, Angelo Famà, Jong‐Min Kim
Quality & Quantity (2023) Vol. 58, Iss. 2, pp. 1389-1407
Open Access | Times Cited: 4
The connectedness between three traditional assets and cryptocurrency during the COVID-19 pandemic and Russia–Ukraine conflicts
Yun Chen, Cong Yu
Applied Economics Letters (2024), pp. 1-8
Closed Access | Times Cited: 1
Tail risk modelling of cryptocurrencies, gold, non-fungible token, and stocks
Zynobia Barson, Peterson Owusu
Research in Globalization (2024) Vol. 8, pp. 100229-100229
Open Access
Exploring the Connectedness between Non-Fungible Token, Decentralized Finance and Housing Market: Deep Insights from Extreme Events
Rija Anwar, Syed Ali Raza
Heliyon (2024) Vol. 10, Iss. 20, pp. e38224-e38224
Open Access
Wavelet quantile correlation between DeFi assets and banking stocks
Emmanuel Joel Aikins Abakah, John W. Goodell, Zunaidah Sulong, et al.
Finance research letters (2024) Vol. 70, pp. 106272-106272
Closed Access
The reversal in the cryptocurrency market before and during the Covid-19 pandemic: Does investor attention matter?
Huy Pham, Trang Ngoc Doan Tran, Ngoc Thi Thanh Nguyen, et al.
PLoS ONE (2024) Vol. 19, Iss. 11, pp. e0304377-e0304377
Open Access
Multi-period impacts and network connectivity of cryptocurrencies to international stock markets
Jiang-Cheng Li, Yingfeng Xu, Tao Chen, et al.
Physica A Statistical Mechanics and its Applications (2024), pp. 130299-130299
Closed Access
Spillovers Between Cryptocurrency, DeFi, Carbon, and Energy Markets: A Frequency Quantile-On-Quantile Perspective
Remzi Gök
The Quarterly Review of Economics and Finance (2024), pp. 101954-101954
Closed Access
Multidimensional Information Spillover between Cryptocurrencies and China's Financial Markets Under Shocks from Stringent Government Regulations
Mingyuan Yang, Zhe-Kai Chen, Jingwen Hu, et al.
(2024)
Closed Access
The determinants of funding liquidity risk in decentralized lending
Minh Hong Nguyen, Binh Nguyen Thanh, Huy Pham, et al.
Global Finance Journal (2024), pp. 101055-101055
Open Access
Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets
John Kingsley Woode, Peterson Owusu, Anthony Adu-Asare Idun, et al.
Computational Economics (2024)
Closed Access
Market-moving events and their role in portfolio optimization of generations X, Y, and Z
Małgorzata Iwanicz‐Drozdowska, Karol Rogowicz, Paweł Smaga
International Journal of Management and Economics (2023) Vol. 59, Iss. 4, pp. 371-397
Open Access
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