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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:

Can the Chinese volatility index reflect investor sentiment?
Wen Long, Manyi Zhao, Ye-ran Tang
International Review of Financial Analysis (2020) Vol. 73, pp. 101612-101612
Open Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Investor sentiment and stock volatility: New evidence
Xue Gong, Weiguo Zhang, Junbo Wang, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102028-102028
Closed Access | Times Cited: 72
Does investor sentiment influence ESG stock performance? Evidence from India
Samriddhi Dhasmana, Sajal Ghosh, Kakali Kanjilal
Journal of Behavioral and Experimental Finance (2023) Vol. 37, pp. 100789-100789
Closed Access | Times Cited: 42
Investor attention on the Russia-Ukraine conflict and stock market volatility: Evidence from China
Haonan Zhou, Xinjie Lu
Finance research letters (2022) Vol. 52, pp. 103526-103526
Closed Access | Times Cited: 41
Quantifying the extreme spillovers on worldwide ESG leaders' equity
Yu Chen, Boqiang Lin
International Review of Financial Analysis (2022) Vol. 84, pp. 102425-102425
Closed Access | Times Cited: 40
Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment
Samet Günay, John W. Goodell, Shahnawaz Muhammed, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102925-102925
Closed Access | Times Cited: 31
Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri
Global Finance Journal (2024) Vol. 61, pp. 100972-100972
Closed Access | Times Cited: 10
Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm
Sara Mehrab Daniali, Sergey Barykin, Irina Kapustina, et al.
Sustainability (2021) Vol. 13, Iss. 24, pp. 14011-14011
Open Access | Times Cited: 47
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market
Zhen-Bin Gao, Jie Zhang
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101915-101915
Closed Access | Times Cited: 17
Investor sentiment and the Chinese new energy stock market: A risk–return perspective
Yiran Shen, Chang Liu, Xiaolei Sun, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 395-408
Closed Access | Times Cited: 23
A News Sentiment Index and Its Asymmetric Effect on Market Liquidity for the Chinese Stock Market
Zhenxin Wang, Da Gao, Xinyu Wang, et al.
Emerging Markets Finance and Trade (2025), pp. 1-16
Closed Access
Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market
Ziyu Song, Xiaomin Gong, Cheng Zhang, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 528-545
Closed Access | Times Cited: 22
Is it all about noise? Investor sentiment and risk nexus: evidence from China
Ahmed Bouteska, Giovanni Cardillo, Murad Harasheh
Finance research letters (2023) Vol. 57, pp. 104197-104197
Closed Access | Times Cited: 12
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
Jue Gong, Gang‐Jin Wang, Chi Xie, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103440-103440
Closed Access | Times Cited: 4
A Novel Approach of Stock Price Direction and Price Prediction Based on Investor’s Sentiments
Harmanjeet Singh, Manisha Malhotra
SN Computer Science (2023) Vol. 4, Iss. 6
Closed Access | Times Cited: 9
A Novel Stock Index Direction Prediction Based on Dual Classifier Coupling and Investor Sentiment Analysis
Jujie Wang, Shuzhou Zhu
Cognitive Computation (2023) Vol. 15, Iss. 3, pp. 1023-1041
Closed Access | Times Cited: 7
Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA
Rilwan Sakariyahu, Sofia Johan, Rodiat Lawal, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 89, pp. 101866-101866
Open Access | Times Cited: 7
Data selection and collection for constructing investor sentiment from social media
Qing Liu, Hosung Son
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 2
The asymmetric effect of temperature, exchange rate, metals, and investor sentiments on solar stock price performance in China: evidence from QARDL approach
Chien‐Chiang Lee, Farzan Yahya, Asif Razzaq
Environmental Science and Pollution Research (2022) Vol. 29, Iss. 52, pp. 78588-78602
Open Access | Times Cited: 10
Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective
Xinxin Chen, Yanhong Guo, Yingying Song
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102027-102027
Closed Access | Times Cited: 4
Web Semantic Analysis of Investor Sentiment, Short Trading, and Stock Market Volatility
Guobin Fang, Xuehua Zhou
International Journal on Semantic Web and Information Systems (2024) Vol. 20, Iss. 1, pp. 1-35
Open Access | Times Cited: 1
Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market
Wuyi Ye, Wenjing Xia, Bin Wu, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102277-102277
Closed Access | Times Cited: 6
The volatility index and volatility risk premium in China
Tian Yue, Xinfeng Ruan, Sebastian A. Gehricke, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 91, pp. 40-55
Closed Access | Times Cited: 2
The risk spillover between geopolitical risk and China’s 5G, semiconductor and rare earth industries
Qingqiao Huang, Bin Wang, Jing Lin
Heliyon (2024) Vol. 10, Iss. 22, pp. e40048-e40048
Open Access
The effect of investor sentiment on stock market liquidity under changing market conditions: evidence from South Africa
Thiasha Naidoo, Peter Moores‐Pitt, Paul‐Francois Muzindutsi
Cogent Economics & Finance (2024) Vol. 13, Iss. 1
Open Access
Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China
Guobin Fang, Xuehua Zhou, Huimin Ma, et al.
The North American Journal of Economics and Finance (2024), pp. 102356-102356
Closed Access
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