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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:

Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions
Jingyu Li, Yanzhen Yao, Jianping Li, et al.
Emerging Markets Review (2019) Vol. 40, pp. 100624-100624
Closed Access | Times Cited: 34

Showing 1-25 of 34 citing articles:

Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.
Jianping Li, Jingyu Li, Xiaoqian Zhu, et al.
International Review of Financial Analysis (2020) Vol. 71, pp. 101544-101544
Open Access | Times Cited: 163
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions
Gang‐Jin Wang, Yangyang Chen, Hui-Bin Si, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 325-347
Closed Access | Times Cited: 102
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
Shigang Wen, Jianping Li, Chuangxia Huang, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 88, pp. 190-202
Closed Access | Times Cited: 36
Sector connectedness in the Chinese stock markets
Ying-Ying Shen, Zhi‐Qiang Jiang, Jun-Chao Ma, et al.
Empirical Economics (2021) Vol. 62, Iss. 2, pp. 825-852
Open Access | Times Cited: 48
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 33
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Xin Yang, Shan Chen, Liu Hong, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 2, pp. 1201-1213
Closed Access | Times Cited: 35
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
Concentrated commonalities and systemic risk in China's banking system: A contagion network approach
Qing Shi, Xiaoqi Sun, Yile Jiang
International Review of Financial Analysis (2022) Vol. 83, pp. 102253-102253
Closed Access | Times Cited: 24
Measuring the risk of Chinese Fintech industry: evidence from the stock index
Yinhong Yao, Jianping Li, Xiaolei Sun
Finance research letters (2020) Vol. 39, pp. 101564-101564
Closed Access | Times Cited: 33
Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Wang Chen, Kung‐Cheng Ho, Lu Yang
International Review of Financial Analysis (2020) Vol. 72, pp. 101594-101594
Closed Access | Times Cited: 32
Dynamic analysis and community recognition of stock price based on a complex network perspective
Yingrui Zhou, Zengqiang Chen, Zhongxin Liu
Expert Systems with Applications (2022) Vol. 213, pp. 118944-118944
Closed Access | Times Cited: 21
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis
Darko Vuković, Kseniya A. Lapshina, Moinak Maiti
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101457-101457
Closed Access | Times Cited: 26
Financial fraud detection for Chinese listed firms: Does managers' abnormal tone matter?
Jingyu Li, Ce Guo, Sijia Lv, et al.
Emerging Markets Review (2024) Vol. 62, pp. 101170-101170
Closed Access | Times Cited: 3
Risk dependence between energy corporations: A text-based measurement approach
Jingyu Li, Jianping Li, Xiaoqian Zhu
International Review of Economics & Finance (2020) Vol. 68, pp. 33-46
Closed Access | Times Cited: 23
Influential risk spreaders and systemic risk in Chinese financial networks
Mingyuan Yang, Zhenguo Wu, Xin Wu, et al.
Emerging Markets Review (2024) Vol. 60, pp. 101138-101138
Closed Access | Times Cited: 2
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: 2
Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors
Jingyu Li, Cheng Lu, Xiaolong Zheng, et al.
IEEE Transactions on Computational Social Systems (2021) Vol. 10, Iss. 1, pp. 269-284
Closed Access | Times Cited: 15
Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach
Zhi Su, Fuwei Xu
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100681-100681
Closed Access | Times Cited: 12
Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
Xiaoye Jin
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Multiscale and partial correlation networks analysis of risk connectedness in global equity markets
Yinghua Ren, Wanru Zhao, Wanhai You, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 573, pp. 125911-125911
Closed Access | Times Cited: 11
Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective
Guowen Li, Zhongbo Jing, Jingyu Li, et al.
Economic Modelling (2023) Vol. 128, pp. 106468-106468
Closed Access | Times Cited: 4
Systemic risk and idiosyncratic networks among global systemically important banks
Xue Cui, Lu Yang
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 58-75
Closed Access | Times Cited: 7
An Innovative Approach to Analyze Financial Contagion Using Causality-Based Complex Network and Value at Risk
Yiqi Dong, Zuoji Dong
Electronics (2023) Vol. 12, Iss. 8, pp. 1846-1846
Open Access | Times Cited: 3
Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility
Shuanglian Chen, Hao Dong
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 6
The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Chao Deng, Xiaojian Su, Gang‐Jin Wang, et al.
Economic Modelling (2022) Vol. 113, pp. 105895-105895
Closed Access | Times Cited: 3
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