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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:

Time-varying return-volatility relation in international stock markets
Xiaoye Jin
International Review of Economics & Finance (2017) Vol. 51, pp. 157-173
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches
Muhammad Mahmudul Karim, Najmul Haque Kawsar, Mohamed Ariff, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101532-101532
Closed Access | Times Cited: 33
Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach
Walid M.A. Ahmed, Mohamed A.E. Sleem
Energy Economics (2023) Vol. 124, pp. 106771-106771
Closed Access | Times Cited: 17
Asymmetric volatility in equity markets around the world
Jone Byberg Horpestad, Štefan Lyócsa, Péter Molnár, et al.
The North American Journal of Economics and Finance (2018) Vol. 48, pp. 540-554
Closed Access | Times Cited: 48
GPM: A graph convolutional network based reinforcement learning framework for portfolio management
Si Shi, Jianjun Li, Guohui Li, et al.
Neurocomputing (2022) Vol. 498, pp. 14-27
Closed Access | Times Cited: 21
The Effect of Google Trends and Social Media Variables on Stock Market Return and Volatility in MENA Countries
Nader Alber, Mayssa Elmofty
Springer proceedings in business and economics (2025), pp. 85-109
Closed Access
Statistical test forΔρDCCAcross-correlation coefficient
Everaldo Freitas Guedes, Adriana Brito, Florêncio Mendes Oliveira Filho, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 501, pp. 134-140
Closed Access | Times Cited: 31
Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin
Walid M.A. Ahmed
Journal of Economics and Business (2019) Vol. 108, pp. 105886-105886
Closed Access | Times Cited: 29
An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
Everaldo Freitas Guedes, Paulo Ferreira, Andreia Dionísio, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1175-1182
Open Access | Times Cited: 28
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Chikashi Tsuji
International Review of Financial Analysis (2019) Vol. 70, pp. 101392-101392
Closed Access | Times Cited: 21
Volatility modeling and the asymmetric effect for China’s carbon trading pilot market
Yang Fu, Zeyu Zheng
Physica A Statistical Mechanics and its Applications (2019) Vol. 542, pp. 123401-123401
Closed Access | Times Cited: 21
DCCA cross-correlation analysis in time-series with removed parts
Gilney Figueira Zebende, Adriana Brito, Arleys Pereira Nunes de Castro
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123472-123472
Closed Access | Times Cited: 20
Did China’s ICO ban alter the Bitcoin market?
David Iheke Okorie, Boqiang Lin
International Review of Economics & Finance (2020) Vol. 69, pp. 977-993
Closed Access | Times Cited: 19
Forecasting US stock market returns by the aggressive stock-selection opportunity
Yan Li, Chao Liang, Toan Luu Duc Huynh
Finance research letters (2022) Vol. 50, pp. 103323-103323
Closed Access | Times Cited: 9
The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks
Mohammad Khaleq Newaz, Jin Suk Park
The Quarterly Review of Economics and Finance (2018) Vol. 71, pp. 79-94
Open Access | Times Cited: 16
Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge
Qing Zhu, Jianhua Che, Shan Liu
Physica A Statistical Mechanics and its Applications (2024) Vol. 654, pp. 130159-130159
Closed Access | Times Cited: 1
Change point detection for nonparametric regression under strongly mixing process
Qing Yang, Li Yu-ning, Yi Zhang
Statistical Papers (2020) Vol. 61, Iss. 4, pp. 1465-1506
Open Access | Times Cited: 9
Does Crude Oil Market Efficiency Improve After the Lift of the U.S. Export Ban? Evidence From Time-Varying Hurst Exponent
Ying-Hui Shao
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 9
Persistence and long run co-movements across stock market prices
Luis A. Gil‐Alana, Juan Infante, Miguel Martin-Valmayor
The Quarterly Review of Economics and Finance (2022) Vol. 89, pp. 347-357
Open Access | Times Cited: 6
Volatility dynamics and the risk-return relationship in South Africa: A GARCH approach
Nitesha Dwarika, Peter Moores‐Pitt, Retius Chifurira
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 2, pp. 106-117
Open Access | Times Cited: 7
Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets
Ali M. Kutan, Yukun Shi, Mingzhe Wei, et al.
International Review of Economics & Finance (2018) Vol. 57, pp. 183-197
Open Access | Times Cited: 6
ρx,y between open-close stock markets
Lissandra Souza Silva, Everaldo Freitas Guedes, Paulo Ferreira, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 534, pp. 122152-122152
Closed Access | Times Cited: 6
The risk-return relationship and volatility feedback in South Africa: a comparative analysis of the parametric and nonparametric Bayesian approach
Nitesha Dwarika
Quantitative Finance and Economics (2023) Vol. 7, Iss. 1, pp. 119-146
Open Access | Times Cited: 2
Risk, ambiguity, and equity premium: International evidence
Eung-Bin Kim, Suk‐Joon Byun
International Review of Economics & Finance (2021) Vol. 76, pp. 321-335
Closed Access | Times Cited: 5
Improving performance of exchange rate momentum strategy using volatility information
Chun-juan ZHUANG
Physica A Statistical Mechanics and its Applications (2018) Vol. 510, pp. 741-753
Closed Access | Times Cited: 4
Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model
Saif Siddiqui, Preeti Roy
DECISION (2019) Vol. 46, Iss. 3, pp. 239-252
Closed Access | Times Cited: 4
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