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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:

Sentiment spillover effects for US and European companies
Francesco Audrino, Anastasija Tetereva
Journal of Banking & Finance (2019) Vol. 106, pp. 542-567
Open Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Feverish sentiment and global equity markets during the COVID-19 pandemic
Toan Luu Duc Huynh, Matteo Foglia, Muhammad Ali Nasir, et al.
Journal of Economic Behavior & Organization (2021) Vol. 188, pp. 1088-1108
Open Access | Times Cited: 138
Covid-19 pandemic and spillover effects in stock markets: A financial network approach
Aristeidis Samitas, Ilias Kampouris, Efstathios Polyzos
International Review of Financial Analysis (2021) Vol. 80, pp. 102005-102005
Open Access | Times Cited: 104
The conditional impact of investor sentiment in global stock markets: A two-channel examination
Wenzhao Wang, Chen Su, Darren Duxbury
Journal of Banking & Finance (2022) Vol. 138, pp. 106458-106458
Open Access | Times Cited: 46
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 9
LASSO-driven inference in time and space
Victor Chernozhukov, Wolfgang Karl Härdle, Chen Huang, et al.
The Annals of Statistics (2021) Vol. 49, Iss. 3
Open Access | Times Cited: 38
ESG Investing Narratives and Sectoral Returns
Hooman Abdollahi
(2025)
Closed Access
Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors
Yang Gao, Chengjie Zhao
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101954-101954
Closed Access | Times Cited: 12
No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic
Zeyun Bei, Juan Lin, Yinggang Zhou
Journal of International Money and Finance (2024) Vol. 143, pp. 103069-103069
Closed Access | Times Cited: 4
Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses
Xianfang Su, Yong Li
PLoS ONE (2020) Vol. 15, Iss. 12, pp. e0242515-e0242515
Open Access | Times Cited: 30
Sectoral risk contagion and quantile network connectedness on Chinese stock sectors after the COVID-19 outbreak
Yang Gao, Wanqi Zheng, Yaojun Wang
China Finance Review International (2023)
Closed Access | Times Cited: 10
Are markets sentiment driving the price bubbles in the virtual?
Myriam Ben Osman, Emilios Galariotis, Khaled Guesmi, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 272-285
Closed Access | Times Cited: 10
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES
Aviral Kumar Tiwari, Deven Bathia, Elie Bouri, et al.
Annals of Financial Economics (2021) Vol. 16, Iss. 04
Open Access | Times Cited: 22
Industry return volatility and spillover effects in stock market under climate risk perception
Yong Li, Xingyi Wang, Tong Niu, et al.
Applied Economics (2024), pp. 1-18
Closed Access | Times Cited: 2
The cross-over effect of irrational sentiments in housing, commercial property, and stock markets
Prashant Das, Roland Füss, Benjamin Hanle, et al.
Journal of Banking & Finance (2020) Vol. 114, pp. 105799-105799
Open Access | Times Cited: 20
A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns
Pedro Manuel Nogueira Reis, Carlos Pinho
Journal of Behavioral Finance (2020) Vol. 22, Iss. 4, pp. 420-442
Closed Access | Times Cited: 19
Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK
Mohammad Alomari, Abdel Razzaq Al Rababa’a, Ghaith El-Nader, et al.
The Quarterly Review of Economics and Finance (2021) Vol. 82, pp. 280-297
Closed Access | Times Cited: 14
News sentiment and international equity markets during BREXIT period: A textual and connectedness analysis
Alexander Koch, Toan Luu Duc Huynh, Mei Wang
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 5-34
Open Access | Times Cited: 8
Bitcoin-specific fear sentiment matters in the COVID-19 outbreak
Ali Yavuz Polat, Ahmet Faruk Aysan, Hasan Tekin, et al.
Studies in Economics and Finance (2021) Vol. 39, Iss. 1, pp. 98-110
Closed Access | Times Cited: 11
Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions
Andrew Todd, James Bowden, Yashar Moshfeghi
Intelligent Systems in Accounting Finance & Management (2024) Vol. 31, Iss. 1
Open Access | Times Cited: 1
Spillover between investor sentiment and volatility: The role of social media
Ni Yang, Adrian Fernández-Pérez, Ivan Indriawan
International Review of Financial Analysis (2024) Vol. 96, pp. 103643-103643
Open Access | Times Cited: 1
The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis
Aktham Maghyereh, Basel Awartani, Hussein Abdoh
International Economics (2020) Vol. 162, pp. 110-124
Closed Access | Times Cited: 11
Cross-border portfolio flows and news media coverage
Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo, et al.
Journal of International Money and Finance (2022) Vol. 126, pp. 102638-102638
Open Access | Times Cited: 7
News and intraday jumps: Evidence from regularization and class imbalance
Massimiliano Caporin, Francesco Poli
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101743-101743
Closed Access | Times Cited: 7
LASSO-Driven Inference in Time and Space
Victor Chernozhukov, Wolfgang Karl Härdle, Chen Huang, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 10
Understanding Intraday Oil Price Dynamics during the COVID-19 Pandemic: New Evidence from Oil and Stock Investor Sentiments
Mohamed Arbi Madani, Zied Ftiti
The Energy Journal (2023) Vol. 45, Iss. 3, pp. 57-86
Closed Access | Times Cited: 3
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