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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:

Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets
Dimitrios Anastasiou, Antonis Ballis, Κωνσταντίνος Δράκος
International Review of Financial Analysis (2022) Vol. 81, pp. 102111-102111
Open Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
Sanjeev Kumar, Reetika Jain, Narain, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 547-593
Open Access | Times Cited: 45
Explainable deep learning model for stock price forecasting using textual analysis
Mohammad Abdullah, Zunaidah Sulong, Mohammad Ashraful Ferdous Chowdhury
Expert Systems with Applications (2024) Vol. 249, pp. 123740-123740
Closed Access | Times Cited: 14
Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets
Yang Gao, Chengjie Zhao, Bianxia Sun, et al.
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 48
The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements
Saumya Ranjan Dash, Debasish Maitra
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101712-101712
Closed Access | Times Cited: 40
Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies
Li Zhang, Chao Liang, Luu Duc Toan Huynh, et al.
Journal of Economic Behavior & Organization (2024) Vol. 223, pp. 168-184
Closed Access | Times Cited: 12
Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data
Yang Gao, Chengjie Zhao, Yaojun Wang
International Review of Economics & Finance (2024) Vol. 92, pp. 438-450
Closed Access | Times Cited: 5
The impact of COVID-19 first wave on cryptocurrencies and G7 stock markets
Antonis Ballis, Κωνσταντίνος Δράκος, Christos Kallandranis, et al.
Journal of Small Business and Enterprise Development (2025)
Closed Access
Ceos’ Financial Experience, Pessimistic Tones in Earnings Announcements and Firm Value: Evidence During the Covid-19 Pandemic
Astrid Rudyanto, Stefani Abigail Phang
Research Square (Research Square) (2025)
Closed Access
Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices
Wasim ul Rehman, Ömür Saltık, Faryal Jalil, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 4
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: 20
Gold and the herd of Cryptos: Saving oil in blurry times
Martin Enilov, Tapas Mishra
Energy Economics (2023) Vol. 122, pp. 106690-106690
Open Access | Times Cited: 11
Effects of information related to the Russia-Ukraine conflict on stock volatility: An EGARCH approach
Cătălin Gheorghe, Oana Panazan
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 10
Does foreign portfolio investment moderate the impact of exchange rate volatility and investor sentiment on country index crash risk?
Lisa Kustina, Rachmat Sudarsono, Nury Effendi
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 3
Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal
Federico Carlini, Vincenzo Farina, Ivan Gufler, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103178-103178
Closed Access | Times Cited: 3
Resilience Amidst Turbulence: Unraveling COVID-19’s Impact on Financial Stability through Price Dynamics and Investor Behavior in GCC Markets
Mariem Talbi, Monia Ferchichi, Fatma Ismaalia, et al.
International Journal of Economics and Finance (2024) Vol. 16, Iss. 4, pp. 22-22
Open Access | Times Cited: 3
Agent expectations and news sentiment in the dynamics of price in a financial market
Steven D. Silver
Review of Behavioral Finance (2024) Vol. 16, Iss. 5, pp. 836-859
Closed Access | Times Cited: 3
Economic sanctions sentiment and global stock markets
Emmanuel Joel Aikins Abakah, Mohammad Abdullah, Imran Yousaf, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101910-101910
Closed Access | Times Cited: 9
The spillover effects among financial stress, investor sentiment, and GCC stock markets: evidence under the bearish and bullish market states
Hayet Soltani, Mouna Boujelbène-Abbes
Journal of Chinese Economic and Business Studies (2024), pp. 1-25
Closed Access | Times Cited: 2
Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms
Anna Blajer-Gołębiewska, Lukas Honecker, Sabina Nowak
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102121-102121
Closed Access | Times Cited: 2
Global Component of Sentiment in Futures Markets: Evidence from Covid-19 Pandemic
Abhinava Tripathi, Alok Dixit
American Business Review (2023) Vol. 26, Iss. 2, pp. 355-384
Open Access | Times Cited: 6
Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts' follow-up behavior
Yuan Chen, Dongmei Han, Xiaofeng Zhou
International Review of Financial Analysis (2023) Vol. 88, pp. 102704-102704
Closed Access | Times Cited: 4
Entanglement Local Search-Assisted Quantum-Inspired Optimization for Portfolio Optimization in G20 Markets
Shu–Yu Kuo, Yun-Ting Lai, Yu-Chi Jiang, et al.
(2023), pp. 2232-2240
Closed Access | Times Cited: 4
Role of Indonesia’s G20 Presidency and Exchange Rate on LQ45 stock price: Dynamic Panel Model Approach
Caecilia Wahyu Estining Rahayu, Christina Heti Tri Rahmawati, Josephine Wuri, et al.
MIGRATION LETTERS (2024) Vol. 21, Iss. 4, pp. 926-939
Open Access | Times Cited: 1
Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach
Walid M.A. Ahmed
Energy Economics (2024) Vol. 136, pp. 107696-107696
Closed Access | Times Cited: 1
Monetary policy, COVID-19 immunization, and risk in the US stock markets
Seungho Baek, Kwan Yong Lee
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 4
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