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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:

Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday
Sun‐Yong Choi
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101614-101614
Open Access | Times Cited: 52

Showing 26-50 of 52 citing articles:

Asymmetric volatility spillover between hospitality sub-sectors during COVID-19: evidence from the USA
Mutaju Isaack Marobhe, Jonathan Mukiza Kansheba
Journal of Hospitality and Tourism Insights (2022) Vol. 6, Iss. 5, pp. 2139-2157
Closed Access | Times Cited: 6
How does inter-industry spillover improve the performance of volatility forecasting?
Bin Liu, Wen Xiao, Xingting Zhu
The North American Journal of Economics and Finance (2023) Vol. 65, pp. 101878-101878
Closed Access | Times Cited: 3
Does foreign equity investment impact the spillover effect of industries in China?
Hao Xu, Songsong Li, Tian Zhi-hong
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101955-101955
Closed Access | Times Cited: 3
Market volatility and spillover across 24 sectors in Vietnam
Hung Quang Bui, Thao Tran, Toan Tan Pham, et al.
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 5
Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies
Yong Li, Ziyi Zhang, Tong Niu
Sustainability (2022) Vol. 14, Iss. 19, pp. 12571-12571
Open Access | Times Cited: 4
Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia–Ukraine war
Izunna Anyikwa, Andrew Phiri
Studies in Economics and Econometrics (2023) Vol. 47, Iss. 2, pp. 144-168
Closed Access | Times Cited: 2
Fuzzy clustering of financial time series based on volatility spillovers
Roy Cerqueti, Pierpaolo D’Urso, Livia De Giovanni, et al.
Annals of Operations Research (2023)
Open Access | Times Cited: 2
Japanese stock market sectoral dynamics: A time and frequency analysis
Rim El Khoury, Muneer M. Alshater, Onur Polat
International Journal of Finance & Economics (2024)
Closed Access
Uncertainties and Dynamic Connectedness Among Sectors: A Case of the USA, India, France, Germany and Russia
Ashok K. Mishra, Pradiptarathi Panda, Subhendu Kumar Pradhan, et al.
Australasian Accounting Business and Finance Journal (2024) Vol. 18, Iss. 3, pp. 168-201
Open Access
Connectivity among the returns of sectoral indices of the Brazilian capital market
Mathias Schneid Tessmann, Marcelo De Oliveira Passos, Omar Barroso Khodr, et al.
Journal of Economic Studies (2024)
Closed Access
Unraveling stock exchange connections: an empirical study of India, US, Hong Kong, Germany, France and Amsterdam
Silky Vigg Kushwah, Payal Goel, Mohd Asif Shah
Journal of economic and administrative sciences. (2024)
Closed Access
Comparison of Portfolio Optimizations under Markowitz Model in Technology Sector and Financial Services Sector
Xinyue Ji
Highlights in Business Economics and Management (2024) Vol. 24, pp. 1194-1202
Open Access
DYNAMIC RETURN SPILLOVERS BETWEEN SUPRANATIONAL AND REGIONAL GREEN BOND MARKETS
Asta Bendoraitytė, Vilija Aleknevičienė
RURAL DEVELOPMENT 2019 (2024) Vol. 2023, Iss. 1, pp. 277-286
Open Access
What causes US equity market sector volatilities during the coronavirus pandemic?
Walid M.A. Ahmed
Applied Economics Letters (2024), pp. 1-10
Closed Access
Global Value Chains and Systemic Risk: Evidence from China and the G7 Countries
Siyu Zhu, Yong Li, Tong Niu
Emerging Markets Finance and Trade (2024), pp. 1-16
Closed Access
An Analysis of Volatility Spillover Effect Between Energy and Agricultural Markets
Pachraporn Arkornsakul, Tanapol Rattanasamakarn, Konnika Palason
Studies in systems, decision and control (2024), pp. 647-660
Closed Access
The dynamics of volatility spillovers among Russian economy sectors
Yu. V. Kudryavtseva, A. G. Mirzoyan
Voprosy Ekonomiki (2024), Iss. 12, pp. 50-68
Closed Access
Insights Into Financial Contagion: A Bibliometric Study
Harpreet Kaur
FIIB Business Review (2023)
Closed Access | Times Cited: 1
The Intersectoral Systemic Risk Shock of Emergency Crisis Events in China’s Financial Market: Nonparametric Methods and Panel Event Study Analyses
Lei Ao, Hui Zhao, Yixiang Tian
Systems (2023) Vol. 11, Iss. 3, pp. 147-147
Open Access | Times Cited: 1
Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index
Seo-Yeon Lim, Sun‐Yong Choi
PLoS ONE (2022) Vol. 17, Iss. 11, pp. e0277261-e0277261
Open Access | Times Cited: 2
Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets
Tihana Škrinjarić
Mathematics (2022) Vol. 10, Iss. 24, pp. 4811-4811
Open Access | Times Cited: 2
Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization
Markus Brüeckner, Wensheng Kang, Joaquin Vespignani
Applied Economics (2022) Vol. 55, Iss. 39, pp. 4522-4538
Open Access | Times Cited: 1
Geopolitical Threats, Equity Returns, and Optimal Hedging
Syed Riaz Mahmood Ali, Mohammad Nurul Hasan, Md Rajib Kamal, et al.
(2023)
Open Access
Connectedness Among Sectors of International Stock Marketsbefore and During Covid-19
Pradiptarathi Panda, Ashok K. Mishra, subhendu kumar pradhan, et al.
(2023)
Closed Access
On the usefulness of dynamically spilled risk: An optimal portfolio allocation based on cross-sector information contagion
Hideto Shigemoto, Takayuki Morimoto
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access

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