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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:

Analysis of risk correlations among stock markets during the COVID-19 pandemic
Junfeng Wu, Chao Zhang, Yun Chen
International Review of Financial Analysis (2022) Vol. 83, pp. 102220-102220
Open Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 68
Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?
Linyu Wang, Yifan Ji, Zhongxin Ni
International Review of Financial Analysis (2023) Vol. 89, pp. 102768-102768
Closed Access | Times Cited: 31
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Junfeng Wu, Chao Zhang, Yun Chen
Pacific-Basin Finance Journal (2024) Vol. 83, pp. 102266-102266
Closed Access | Times Cited: 3
Interconnectedness in the FOREX market during the high inflation regime: A network analysis
Shamima Ahmed, Md Akhtaruzzaman, Van Le, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102467-102467
Closed Access | Times Cited: 3
How does the social responsibility preference of funds affect stock price synchronicity?
Jianxiang Liu, Wenyu Yi, Yajia Lin
Finance research letters (2024) Vol. 65, pp. 105596-105596
Closed Access | Times Cited: 2
COVID-19 pandemic and linkage between stock markets in Middle Eastern countries
Suhaib Al-Khazaleh, Dr Nemer Badwan, Ibrahim Eriqat, et al.
Journal of Chinese Economic and Foreign Trade Studies (2024) Vol. 17, Iss. 2/3, pp. 112-132
Closed Access | Times Cited: 2
Alternative monetary policies and renewable energy stock returns
Natali Gordo, Alistair Hunt, Bruce Morley
Energy Economics (2024) Vol. 136, pp. 107740-107740
Open Access | Times Cited: 2
Risk Connectedness among International Stock Markets: Fresh Findings from a Network Approach
Ki-Hong Choi, Seong‐Min Yoon
Systems (2023) Vol. 11, Iss. 4, pp. 207-207
Open Access | Times Cited: 6
Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments
Ying Yuan, Xinyu Du
Physica A Statistical Mechanics and its Applications (2023) Vol. 628, pp. 129166-129166
Closed Access | Times Cited: 5
Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers
Derrick W. H. Fung, Wing Yan Lee, Charles C. Yang, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102942-102942
Closed Access | Times Cited: 5
Evaluating the responsiveness of Caribbean stock markets – The case of COVID-19
Richard Ramsawak, C. Nguyen
Heliyon (2024) Vol. 10, Iss. 14, pp. e34259-e34259
Open Access | Times Cited: 1
Network, correlation, and community structure of the financial sector of Bursa Malaysia before, during, and after COVID-19
Nurun Najwa Bahari, Hafizah Bahaludin, Munira Ismail, et al.
Data Science in Finance and Economics (2024) Vol. 4, Iss. 3, pp. 362-387
Open Access | Times Cited: 1
Global systemic risk and resilience for novel coronavirus with evolving perspectives
Desheng Wu, Jade Mitchell, James H. Lambert
Risk Analysis (2023) Vol. 43, Iss. 1, pp. 5-7
Closed Access | Times Cited: 4
The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks
Ahmed A. Elamer, Bassam A. Elbialy, Kholoud A. Alsaab, et al.
Sustainability (2022) Vol. 14, Iss. 21, pp. 14496-14496
Open Access | Times Cited: 7
Nonparametric Statistical Inference for Stochastic Optimal Control Problems and Its Applications for Financial Investment
Yang Liu, Yanzi Liang, Xinchen Lan, et al.
Finance research letters (2024) Vol. 64, pp. 105367-105367
Closed Access
Liberal Democracy in Eclipse: The Economy Post-February 2020, Nourished by Four Odds—Disease Phobia, Profanity in the Media, Unethical Profit Seekers and Tail Risk
Debasish Majumder
Theoretical Economics Letters (2024) Vol. 14, Iss. 02, pp. 632-678
Open Access
Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset
Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access
Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model
Yan Chen, Qiong Luo, Feipeng Zhang
The North American Journal of Economics and Finance (2024), pp. 102317-102317
Closed Access
The inhabiting influence of digital finance on stock price synchronicity: Evidence from China
Muhammad Ayaz, Zaheer Anwer, Xu Xiaoyang
SSRN Electronic Journal (2024)
Closed Access
The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets
Boubekeur Baba
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access
Dynamic Evolution Analysis of Cryptocurrency Market: A Network Science Study
Maziar Mardan, Ida Khosravipour
Journal of Interdisciplinary Economics (2024)
Closed Access
Impact of COVID-19 on Taiwanese stock market
Mei-Chih Wang, Hao-Wen Chang, Tsangyao Chang
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102280-102280
Closed Access
Spotting the stock and crypto markets’ rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classes
Hendra Setiawan, Moinak Bhaduri
Applied Network Science (2023) Vol. 8, Iss. 1
Open Access | Times Cited: 1
Analysis of Tail Risk Contagion Among Industry Sectors in the Chinese Stock Market During the Covid-19 Pandemic
Junfeng Wu, Chao Zhang, Yun Chen
(2023)
Closed Access | Times Cited: 1
Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets
Lorenzo Escot Mangas, Julio E. Sandubete, Łukasz Pietrych
Mathematics (2023) Vol. 11, Iss. 23, pp. 4843-4843
Open Access | Times Cited: 1
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