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:

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 51-75 of 210 citing articles:

Can news-based economic sentiment predict bubbles in precious metal markets?
Aktham Maghyereh, Hussein Abdoh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 23

Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world
Chao Liang, Yanran Hong, Luu Duc Toan Huynh, et al.
Review of Quantitative Finance and Accounting (2023) Vol. 60, Iss. 4, pp. 1543-1567
Open Access | Times Cited: 14

The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index
Nicholas Apergis, Ghulam Mustafa, Shafaq Malik
The Quarterly Review of Economics and Finance (2023) Vol. 89, pp. 27-35
Open Access | Times Cited: 13

GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Can-Zhong Yao, Min-Jian Li
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101910-101910
Closed Access | Times Cited: 13

Analyzing the varied impact of COVID-19 on stock markets: A comparative study of low- and high-infection-rate countries
Sharon Teitler Regev, Tchai Tavor
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296673-e0296673
Open Access | Times Cited: 4

Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?
Yu Wei, C. Matthew Shi, Chunyan Zhou, et al.
Energy Economics (2024) Vol. 136, pp. 107709-107709
Closed Access | Times Cited: 4

Volatility Persistence and Spillover Effects of Indian Market in the Global Economy: A Pre- and Post-Pandemic Analysis Using VAR-BEKK-GARCH Model
Narayana Maharana, Ashok Kumar Panigrahi, Suman Kalyan Chaudhury
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 294-294
Open Access | Times Cited: 4

Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies
Yingyue Sun, Yu Wei, Y. Wang
China Finance Review International (2024) Vol. 14, Iss. 4, pp. 666-693
Closed Access | Times Cited: 4

Do dividend announcements override the pandemic impacts? Evidence from the BSE 500 constituent firms
Dharen Kumar Pandey, Vineeta Kumari
Asia Pacific Management Review (2021) Vol. 27, Iss. 3, pp. 210-219
Open Access | Times Cited: 30

GARCH (1,1) Models and Analysis of Stock Market Turmoil during COVID-19 Outbreak in an Emerging and Developed Economy
Budi Setiawan, Marwa Ben Abdallah, Mária Fekete-Farkas, et al.
Journal of risk and financial management (2021) Vol. 14, Iss. 12, pp. 576-576
Open Access | Times Cited: 29

The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model
José Dias Curto, Pedro Serrasqueiro
Finance research letters (2021) Vol. 46, pp. 102247-102247
Closed Access | Times Cited: 28

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model
Menglong Yang, Qiang Zhang, Adan Yi, et al.
Discrete Dynamics in Nature and Society (2021) Vol. 2021, pp. 1-17
Open Access | Times Cited: 27

Forecasting gold volatility with geopolitical risk indices
Xiafei Li, Qiang Guo, Chao Liang, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101857-101857
Closed Access | Times Cited: 20

The impact of pandemic on dynamic volatility spillover network of international stock markets
Tingting Lan, Liuguo Shao, Hua Zhang, et al.
Empirical Economics (2023) Vol. 65, Iss. 5, pp. 2115-2144
Open Access | Times Cited: 10

Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market
Pengfei Zhu, Tuantuan Lu, Yue Shang, et al.
Finance research letters (2023) Vol. 58, pp. 104291-104291
Closed Access | Times Cited: 10

Economic uncertainty and stock market asymmetric volatility: analysis based on the asymmetric GARCH-MIDAS model
Zaifeng Wang, Tiancai Xing, Xiao Wang
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 3

Physicochemical methods for disinfection of contaminated surfaces – a way to control infectious diseases
Shib Sankar Basak, Asok Adak
Journal of Environmental Health Science and Engineering (2024) Vol. 22, Iss. 1, pp. 53-64
Closed Access | Times Cited: 3

Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?
Zhuo Wang, Xiaodan Chen, Chunyan Zhou, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103266-103266
Closed Access | Times Cited: 3

Towards an era of multi-source uncertainty: A systematic and bibliometric analysis
Xueping Tan, Yiran Zhong, Andrew Vivian, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103411-103411
Open Access | Times Cited: 3

Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets
Gaye-Del Lo, Isaac Marcelin, Théophile Bassène, et al.
Emerging Markets Review (2024) Vol. 63, pp. 101193-101193
Closed Access | Times Cited: 3

COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets
Ender Demir, Renatas Kizys, Wael Rouatbi, et al.
Journal of risk and financial management (2021) Vol. 14, Iss. 12, pp. 611-611
Open Access | Times Cited: 26

Macroeconomic Uncertainty and Crude Oil Futures Volatility–Evidence from China Crude Oil Futures Market
Adan Yi, Menglong Yang, Yongshan Li
Frontiers in Environmental Science (2021) Vol. 9
Open Access | Times Cited: 24

Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24

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