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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:

Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 68

Showing 26-50 of 68 citing articles:

Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Pengfei Dai, Wei‐Xing Zhou
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101820-101820
Open Access | Times Cited: 8
Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks
Bin-xia Chen, Yan-Lin Sun
Journal of International Financial Markets Institutions and Money (2023) Vol. 90, pp. 101886-101886
Closed Access | Times Cited: 8
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
Do interfund network centralities affect fund systematic risk? Evidence from China open-ended funds
Yue Ma, Jichang Zhao
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
Early warning signals for stock market crashes: empirical and analytical insights utilizing nonlinear methods
Shijia Song, Handong Li
EPJ Data Science (2024) Vol. 13, Iss. 1
Open Access | Times Cited: 2
Dynamics of extreme spillovers across European sustainability markets
Walid Mensi, Ismail O. Fasanya, Xuan Vinh Vo, et al.
Eurasian economic review (2024)
Closed Access | Times Cited: 2
Connectedness Between Gold-Backed Cryptocurrencies and the G7 Stock Market Indices During Global Crises: Evidence From the Quantile Vector Autoregression Approach
Yasmine Snene Manzli, Ahmed Jeribi
Journal of Alternative Finance (2024) Vol. 1, Iss. 2, pp. 131-157
Open Access | Times Cited: 2
Spillover between investor sentiment and volatility: The role of social media
Ni Yang, Adrián Fernández-Pérez, Ivan Indriawan
International Review of Financial Analysis (2024) Vol. 96, pp. 103643-103643
Open Access | Times Cited: 1
Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?
Chuangxia Huang, Yaqian Cai, Xiaoguang Yang, et al.
Economic Modelling (2023) Vol. 127, pp. 106473-106473
Closed Access | Times Cited: 4
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets
Muhammad Yahya, Mohammad Reza Allahdadi, Gazi Salah Uddin, et al.
Finance research letters (2023) Vol. 59, pp. 104748-104748
Closed Access | Times Cited: 4
Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis
Jing Deng, Zihan Xu, Xiaoyun Xing
Energy (2024) Vol. 306, pp. 132345-132345
Closed Access | Times Cited: 1
Interconnectedness between Islamic and conventional banks: a multilayer network view
Federica Miglietta, Matteo Foglia, Gang‐Jin Wang
International Journal of Islamic and Middle Eastern Finance and Management (2024) Vol. 17, Iss. 5, pp. 883-914
Closed Access | Times Cited: 1
African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?
Godfred Amewu, Mohammed Armah, Saint Kuttu, et al.
Research in Globalization (2024) Vol. 9, pp. 100249-100249
Open Access | Times Cited: 1
Interconnectedness and return spillover among APEC currency exchange rates: a time-frequency analysis
Shubham Kakran, Parminder Kaur, Dharen Kumar Pandey, et al.
Research in International Business and Finance (2024), pp. 102572-102572
Closed Access | Times Cited: 1
Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China
Xuewei Zhou, Zisheng Ouyang, Min Lu, et al.
Pacific-Basin Finance Journal (2024), pp. 102533-102533
Closed Access | Times Cited: 1
Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems
Abdelhamid Addi, Matteo Foglia, Gang‐Jin Wang, et al.
Research in International Business and Finance (2024) Vol. 74, pp. 102700-102700
Closed Access | Times Cited: 1
Can stock market always act as a ‘barometer’ for industrial system? An analysis on the connectedness between production and return spillover networks
Z Li, Chi Xie, Zhijian Zeng, et al.
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 1
Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets
Cesário Mateus, Miramir Bagirov, Irina B. Mateus
International Review of Finance (2023) Vol. 24, Iss. 1, pp. 83-103
Open Access | Times Cited: 3
Financial network structure and systemic risk
Chuangxia Huang, Yanchen Deng, Xiaoguang Yang, et al.
European Journal of Finance (2023) Vol. 30, Iss. 10, pp. 1073-1096
Closed Access | Times Cited: 3
Risk spillover networks in financial markets: Evidence from emerging markets
Yujia Jin, Zhang Ai-lian, Bai Liu
Managerial and Decision Economics (2023) Vol. 44, Iss. 6, pp. 3086-3107
Closed Access | Times Cited: 2
Harnessing Computer Science to Drive Sustainable Supply Chains Facing Resilience Organizational Complexity
Pablo Guerrero Sánchez, Belem Gabriela Hernández Jaimes, José Guerrero Grajeda, et al.
Communications in computer and information science (2024), pp. 63-76
Closed Access
Correlation Analysis of Stock Markets Along the Belt and Road: A Generalised Complex Network Approach
Xunfa Lu, Jingjing Sun, ZHANG Zhengjun
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2024) Vol. 58, Iss. 1/2024, pp. 244-264
Open Access
African Stock Markets’ Connectedness: Quantile VAR Approach
OlaOluwa S. Yaya, Olayinka Adenikinju, Hammed A. Olayinka
SSRN Electronic Journal (2024)
Closed Access
Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship
Youtao Xiang, Sumuya Borjigin
Global Finance Journal (2024) Vol. 62, pp. 101006-101006
Closed Access
Assessing interconnectedness and systemic importance of Chinese financial institutions
Zhe Liu, Lihong Wang, Chong Huang, et al.
iScience (2024) Vol. 27, Iss. 8, pp. 110474-110474
Open Access

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