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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:

Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
Ying Yuan, Haiying Wang, Xiu Jin
International Review of Financial Analysis (2022) Vol. 83, pp. 102315-102315
Open Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

How does digital inclusive finance affect economic resilience: Evidence from 285 cities in China
Yanan Du, Qingxi Wang, Zhou Jian-ping
International Review of Financial Analysis (2023) Vol. 88, pp. 102709-102709
Closed Access | Times Cited: 93
Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
Wenyang Huang, Huiwen Wang, Yigang Wei, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 13
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 1, pp. 183-203
Open Access | Times Cited: 19
Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict
Prince Kumar Maurya, Rohit Bansal, Anand Kumar Mishra
Studies in Economics and Finance (2024) Vol. 41, Iss. 5, pp. 1119-1140
Closed Access | Times Cited: 5
Financial contagion in the US, European and Chinese stock markets during global shocks
Марина Малкина
Journal of New Economy (2025) Vol. 25, Iss. 4, pp. 47-67
Open Access
Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors
Ata Assaf, Mohammad Al‐Shboul, Khaled Mokni, et al.
Emerging Markets Review (2025), pp. 101253-101253
Closed Access
Does the Energy Transition Affect Return Spillovers Between Multiple Energy Sources and Chinese Industry Indices? Network Evidence of Asymmetric Dynamic Spillovers
H. Kou, Jian Chai, Zhe George Zhang, et al.
Energy (2025), pp. 135112-135112
Closed Access
Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?
Jin Shang, Shigeyuki Hamori
Resources Policy (2025) Vol. 102, pp. 105518-105518
Closed Access
Changes in volatility of european financial markets - post-COVID effects
Stanimir Kabaivanov, Veneta Markovska
AIP conference proceedings (2025) Vol. 3274, pp. 080011-080011
Closed Access
Network structure shifts in frontier markets during crises: insights from the Ghana Stock Exchange amid COVID-19
Raphael Kuranchie-Pong, Joseph Ato Forson
African Journal of Economic and Management Studies (2025)
Closed Access
Stock-level sentiment contagion and the cross-section of stock returns
Liyun Zhou, Dongqiao Chen, Jialiang Huang
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101966-101966
Closed Access | Times Cited: 14
Plus Token and investor searching behaviour – A cryptocurrency Ponzi scheme
Shuyu Zhang, Dunli Zhang, Jianming Zheng, et al.
Accounting and Finance (2023) Vol. 63, Iss. 4, pp. 4713-4728
Open Access | Times Cited: 14
Quantifying Impact, Uncovering Trends: A Comprehensive Bibliometric Analysis of Shadow Banking and Financial Contagion Dynamics
Ionuț Nica, Camelia Delcea, Nora Chiriță, et al.
International Journal of Financial Studies (2024) Vol. 12, Iss. 1, pp. 25-25
Open Access | Times Cited: 4
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101967-101967
Closed Access | Times Cited: 11
Charting the complexities of a post-COVID energy transition: emerging research frontiers for a sustainable future
Paola D’Orazio
Energy Research & Social Science (2023) Vol. 108, pp. 103365-103365
Closed Access | Times Cited: 11
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
Exploring the Contagion Effect from Developed to Emerging CEE Financial Markets
Adriana AnaMaria Davidescu, Eduard Mihai Manta, Răzvan Gabriel Hăpău, et al.
Mathematics (2023) Vol. 11, Iss. 3, pp. 666-666
Open Access | Times Cited: 8
The COVID-19 pandemic and Bitcoin: Perspective from investor attention
Jieru Wan, You Wu, Panpan Zhu
Frontiers in Public Health (2023) Vol. 11
Open Access | Times Cited: 8
Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis
Yi Zhang, Long Zhou, Baoxiu Wu, et al.
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102164-102164
Open Access | Times Cited: 2
Unveiling COVID-19’s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets
Mariem Talbi, Monia Mokhtar Ferchichi, Fatma Ismaalia, et al.
International Journal of Economics and Financial Issues (2024) Vol. 14, Iss. 1, pp. 216-232
Open Access | Times Cited: 1
How Does Exogenous Shock Change the Structure of Interbank Network?: Evidence from China under COVID-19
Tongyu Wang, Shangmei Zhao, Wentao Wang, et al.
Emerging Markets Finance and Trade (2022) Vol. 59, Iss. 4, pp. 937-958
Closed Access | Times Cited: 8
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Daniel Borer, Devmali Perera, Fitriya Fauzi, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102832-102832
Closed Access | Times Cited: 4
Exploring the Impact of China's Internal Circulation Strategy on Its Stock Market under Deglobalization
Yujie Shi, Xinyi Hong, Liming Wang
Asian Economic Papers (2024) Vol. 23, Iss. 1, pp. 87-113
Closed Access | Times Cited: 1
Relationship between COVID-19 waves and stock market: An event study analysis
Dhanraj Sharma, Ruchita Verma, Shiney Sam, et al.
International Journal of Financial Engineering (2024) Vol. 11, Iss. 03
Closed Access | Times Cited: 1
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