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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:

Financial market Volatility, macroeconomic fundamentals and investor Sentiment
Ching-wai Chiu, Richard Harris, Evarist Stoja, et al.
Journal of Banking & Finance (2018) Vol. 92, pp. 130-145
Open Access | Times Cited: 83

Showing 26-50 of 83 citing articles:

A direct measure of investor sentiment
Haiyuan Yin, Sophie Kong, Wenjuan Kou
International Review of Finance (2025) Vol. 25, Iss. 1
Closed Access
Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan
Mehwish Aziz Khan, Eatzaz Ahmad
Sustainability (2018) Vol. 11, Iss. 1, pp. 94-94
Open Access | Times Cited: 34
A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility
Qifa Xu, Liukai Wang, Cuixia Jiang, et al.
Expert Systems with Applications (2019) Vol. 132, pp. 12-27
Closed Access | Times Cited: 29
Discovering the drivers of stock market volatility in a data-rich world
Dohyun Chun, Hoon Cho, Doojin Ryu
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101684-101684
Closed Access | Times Cited: 14
Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008: Application of NARDL model with dynamic multipliers for evidences beyond symmetry
Muzaffar Asad, Mosab I. Tabash, Umaid A. Sheikh, et al.
Cogent Business & Management (2020) Vol. 7, Iss. 1, pp. 1849889-1849889
Open Access | Times Cited: 23
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model
Lu Yang, Xue Cui, Lei Yang, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 55-69
Closed Access | Times Cited: 13
The impact of the COVID-19 pandemic on motivating factors affecting individual investors’ socially responsible investment decision: a comparative analysis of the USA, Germany and Japan
Miho Murashima
Corporate Governance (2023) Vol. 23, Iss. 5, pp. 1063-1084
Closed Access | Times Cited: 7
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Hung‐Wen Cheng, Li-Han Chang, Chien-Ling Lo, et al.
Journal of Empirical Finance (2023) Vol. 72, pp. 122-142
Closed Access | Times Cited: 7
The resilience dynamics of energy ETF accessibility and stock market sentiment in China during the post-pandemic era
Hua-Tang Yin, Jun Wen, Hongming Yang, et al.
Energy Economics (2024), pp. 108060-108060
Closed Access | Times Cited: 2
Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm
A. Hachicha, Fatma Hachicha
Review of Quantitative Finance and Accounting (2020) Vol. 56, Iss. 2, pp. 647-673
Open Access | Times Cited: 20
Investor sentiment and sovereign bonds
Li Yulin
Journal of International Money and Finance (2021) Vol. 115, pp. 102388-102388
Closed Access | Times Cited: 13
Macroeconomic forecasts and commodity futures volatility
Wuyi Ye, R. Guo, Bruno Deschamps, et al.
Economic Modelling (2020) Vol. 94, pp. 981-994
Closed Access | Times Cited: 14
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
SSRN Electronic Journal (2018)
Open Access | Times Cited: 13
Volatility integration of gold and crude oil prices with the interest rates in India
Shailesh Rastogi, Adesh Doifode, Jagjeevan Kanoujiya, et al.
South Asian Journal of Business Studies (2021) Vol. 12, Iss. 3, pp. 444-461
Closed Access | Times Cited: 11
The macroeconomic effects of uncertainty and risk aversion shocks
Brendan Berthold
European Economic Review (2023) Vol. 154, pp. 104442-104442
Open Access | Times Cited: 4
Measuring dynamic interlinkages between energy uncertainty, investor sentiment and financial market volatility: Fresh insights from the R² decomposed linkage method
Lê Thanh Hà, To Trung Thanh
Energy Reports (2024) Vol. 13, pp. 363-377
Closed Access | Times Cited: 1
A neural network enhanced volatility component model
Jia Zhai, Yi Cao, Xiaoquan Liu
Quantitative Finance (2020) Vol. 20, Iss. 5, pp. 783-797
Open Access | Times Cited: 9
Financial uncertainty and stock market volatility
Ying Jiang, Xiaoquan Liu, Zhenyu Lu
European Financial Management (2023) Vol. 30, Iss. 3, pp. 1618-1667
Closed Access | Times Cited: 3
A multidimensional Bayesian model to test the impact of investor sentiment on equity premium
Mehdi Mili, Jean‐Michel Sahut, Frédèric Teulon, et al.
Annals of Operations Research (2023) Vol. 334, Iss. 1-3, pp. 919-939
Closed Access | Times Cited: 3
Financial Market Sentiment Prediction Technology and Application Based on Deep Learning Model
Yixuan Guo
Computational Intelligence and Neuroscience (2022) Vol. 2022, pp. 1-10
Open Access | Times Cited: 5
Do Financial Crises Matter for Nonlinear Exchange Rate and Stock Market Cointegration? A Heterogeneous Nonlinear Panel Data Model with PMG Approach
Mosab I. Tabash, Umaid A. Sheikh, Ali Matar, et al.
International Journal of Financial Studies (2022) Vol. 11, Iss. 1, pp. 7-7
Open Access | Times Cited: 5
The information content of realized volatility of sector indices in China’s stock market
Tiantian Lin, Dehong Liu, Lili Zhang, et al.
International Review of Economics & Finance (2019) Vol. 64, pp. 625-640
Closed Access | Times Cited: 7
HIGH-ORDER MULTIVARIATE MARKOV CHAIN APPLIED IN DOW JONES AND IBOVESPA INDEXES
Rafaela Boeira Cechin, Leandro Luís Corso
Pesquisa Operacional (2019) Vol. 39, Iss. 1, pp. 205-223
Open Access | Times Cited: 6
Financial Uncertainty and Stock Market Volatility
Ying Jiang, Xiaoquan Liu, Zhenyu Lu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
How do uncertainties affect the connectedness of global financial markets? Changes during the Russia-Ukraine conflict
Yang Wan, Wenhao Wang, Shi He, et al.
Asia-Pacific Journal of Accounting & Economics (2023) Vol. 31, Iss. 5, pp. 848-875
Closed Access | Times Cited: 2

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