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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:

The changing network of financial market linkages: The Asian experience
Biplob Chowdhury, Mardi Dungey, Moses Kangogo, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 71-92
Open Access | Times Cited: 64

Showing 1-25 of 64 citing articles:

The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2020) Vol. 138, pp. 109936-109936
Open Access | Times Cited: 210
A bibliometric review of financial market integration literature
Ritesh Patel, John W. Goodell, Marco Ercole Oriani, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102035-102035
Open Access | Times Cited: 71
Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework
Weiping Zhang, Zhuang Xin-tian, Lu Yang, et al.
International Review of Financial Analysis (2020) Vol. 71, pp. 101454-101454
Closed Access | Times Cited: 71
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Tingting Cheng, Junli Liu, Wenying Yao, et al.
Pacific-Basin Finance Journal (2021) Vol. 71, pp. 101678-101678
Closed Access | Times Cited: 56
Multiscale features of extreme risk spillover networks among global stock markets
Yinghua Ren, Wanru Zhao, Wanhai You, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101754-101754
Closed Access | Times Cited: 44
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 30, pp. 100323-100323
Closed Access | Times Cited: 25
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
Muhammad Abubakr Naeem, Arunachalam Senthilkumar, Nadia Arfaoui, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102368-102368
Closed Access | Times Cited: 12
Stock market integration in East and Southeast Asia: The role of global factors
Fei Wu
International Review of Financial Analysis (2019) Vol. 67, pp. 101416-101416
Closed Access | Times Cited: 73
A network perspective of comovement and structural change: Evidence from the Chinese stock market
Chuangxia Huang, Yunke Deng, Xiaoguang Yang, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101782-101782
Closed Access | Times Cited: 46
COVID-19 pandemic and connectedness across financial markets
Muhammad Abubakr Naeem, Saba Sehrish, Mabel D. Costa
Pacific Accounting Review (2021) Vol. 33, Iss. 2, pp. 165-178
Closed Access | Times Cited: 45
Analysis of global stock markets’ connections with emphasis on the impact of COVID-19
Hongfeng Guo, Xinyao Zhao, Hang Yu, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 569, pp. 125774-125774
Open Access | Times Cited: 33
Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets
Achraf Ghorbel, Wajdi Frikha, Yasmine Snene Manzli
Eurasian economic review (2022) Vol. 12, Iss. 3, pp. 387-425
Open Access | Times Cited: 27
Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China
Huai-Long Shi, Huayi Chen
Global Finance Journal (2025), pp. 101079-101079
Closed Access
Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries
Molla Ramizur Rahman, Arun Kumar Misra, Brian M. Lucey, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 87, pp. 101819-101819
Closed Access | Times Cited: 11
Credit risk and financial integration: An application of network analysis
Mita Bhattacharya, John Nkwoma Inekwe, Maria Rebecca Valenzuela
International Review of Financial Analysis (2020) Vol. 72, pp. 101588-101588
Closed Access | Times Cited: 28
Financial stress dynamics in China: An interconnectedness perspective
Xiaoyang Yao, Wei Le, Xiaolei Sun, et al.
International Review of Economics & Finance (2020) Vol. 68, pp. 217-238
Closed Access | Times Cited: 27
NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2022) Vol. 28, Iss. 2, pp. 531-558
Open Access | Times Cited: 16
Network Connectedness of World's Islamic Equity Markets
Md Iftekhar Hasan Chowdhury, Faruk Balli, M. Kabir Hassan
Finance research letters (2020) Vol. 41, pp. 101878-101878
Closed Access | Times Cited: 26
A behavioral approach to instability pathways in financial markets
Alessandro Spelta, Andrea Flori, Nicolò Pecora, et al.
Nature Communications (2020) Vol. 11, Iss. 1
Open Access | Times Cited: 22
Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis
Jamel Boukhatem, Zied Ftiti, Jean‐Michel Sahut
Annals of Operations Research (2020) Vol. 297, Iss. 1-2, pp. 53-76
Closed Access | Times Cited: 21
The effect of interconnectivity on stock returns during the Global Financial Crisis
Thiago Christiano Silva, Paulo Victor Berri Wilhelm, Benjamin Miranda Tabak
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101940-101940
Closed Access | Times Cited: 7
Carbon volatility connectedness and the role of external uncertainties: Evidence from China
Huayi Chen, Huai-Long Shi, Wei‐Xing Zhou
Journal of commodity markets (2024) Vol. 33, pp. 100383-100383
Closed Access | Times Cited: 2
The degree of Asian-European markets connectedness: examining the impact of global disorders using a spectral analysis
Dimitrios Dimitriou, Eleftherios Goulas, Christos Kallandranis, et al.
Journal of Asia Business Studies (2024) Vol. 18, Iss. 3, pp. 850-862
Closed Access | Times Cited: 2
Connectedness Between Gold-Backed Cryptocurrencies and the G7 Stock Market Indices During Global Crises: Evidence From the Quantile Vector Autoregression Approach
Yasmine Snene Manzli, Ahmed Jeribi
Journal of Alternative Finance (2024) Vol. 1, Iss. 2, pp. 131-157
Open Access | Times Cited: 2
Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis
Jiusheng Chen, Xianning Wang
Economic Systems (2024), pp. 101250-101250
Closed Access | Times Cited: 2
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