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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:

Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic
Niall O’Donnell, Darren Shannon, Barry Sheehan
Journal of Behavioral and Experimental Finance (2021) Vol. 30, pp. 100477-100477
Open Access | Times Cited: 71

Showing 1-25 of 71 citing articles:

Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101589-101589
Open Access | Times Cited: 130
Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.
Larisa Yarovaya, Janusz Brzeszczyński, John W. Goodell, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 90
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
Bana Abuzayed, Nedal Al‐Fayoumi
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101476-101476
Closed Access | Times Cited: 81
The COVID-19 pandemic and stock liquidity: Evidence from S&P 500
Kaouther Chebbi, Mohammed Abdullah Ammer, Affan Hameed
The Quarterly Review of Economics and Finance (2021) Vol. 81, pp. 134-142
Open Access | Times Cited: 70
Why retail investors traded equity during the pandemic? An application of artificial neural networks to examine behavioral biases
Shalini Talwar, Manish Talwar, Visa Tarjanne, et al.
Psychology and Marketing (2021) Vol. 38, Iss. 11, pp. 2142-2163
Open Access | Times Cited: 60
Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10
The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis
Niall O’Donnell, Darren Shannon, Barry Sheehan
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 9
COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102004-102004
Open Access | Times Cited: 20
A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review
Melina Melina, Sukono Sukono, Herlina Napitupulu, et al.
Risks (2023) Vol. 11, Iss. 3, pp. 60-60
Open Access | Times Cited: 19
The impact of government policy responses on airline stock return during the COVID-19 crisis
Suntichai Kotcharin, Sakkakom Maneenop, Anutchanat Jaroenjitrkam
Research in Transportation Economics (2023) Vol. 99, pp. 101298-101298
Open Access | Times Cited: 16
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
Muhammad Niaz Khan
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 5
A New Form of Financial Contagion: COVID-19 and Stock Market Responses
Samet Günay
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 44
COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach
Ştefan Cristian Gherghina, Daniel Armeanu, Camelia Cătălina Joldeş
Journal of risk and financial management (2021) Vol. 14, Iss. 8, pp. 341-341
Open Access | Times Cited: 36
Covid-19 pandemic, asset prices, risks, and their convergence: A survey of Islamic and G7 stock market, and alternative assets
Budi Setiawan, Rifai Afin, Edza Aria Wikurendra, et al.
Borsa Istanbul Review (2022) Vol. 22, pp. S47-S59
Open Access | Times Cited: 22
GARCH (1,1) Models and Analysis of Stock Market Turmoil during COVID-19 Outbreak in an Emerging and Developed Economy
Budi Setiawan, Marwa Ben Abdallah, Mária Fekete-Farkas, et al.
Journal of risk and financial management (2021) Vol. 14, Iss. 12, pp. 576-576
Open Access | Times Cited: 29
Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103339-103339
Closed Access | Times Cited: 3
Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
Ernest N. Biktimirov, Tatyana Sokolyk, Anteneh Ayanso
Journal of Behavioral and Experimental Finance (2021) Vol. 31, pp. 100542-100542
Open Access | Times Cited: 25
The influence of financial literacy on financial resilience – New evidence from Europe during the COVID-19 crisis
Diba Erdem, Joachim Rojahn
Managerial Finance (2022) Vol. 48, Iss. 9/10, pp. 1453-1471
Closed Access | Times Cited: 17
Heterogeneous impact of Covid-19 on the US banking sector
Dennis Heitmann, Mohammad Ashraful Ferdous Chowdhury, Mohammad Saiful Islam
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101990-101990
Open Access | Times Cited: 9
COVID-19, stock prices, exchange rates and sovereign bonds: a wavelet-based analysis for Brazil and India
Veli Yılancı, Uğur Korkut Pata
International Journal of Emerging Markets (2022) Vol. 18, Iss. 11, pp. 4968-4986
Closed Access | Times Cited: 15
The sum of all SCARES COVID-19 sentiment and asset return
Md Tanvir Hasan
The Quarterly Review of Economics and Finance (2022) Vol. 86, pp. 332-346
Open Access | Times Cited: 14
Introducing the GVAR-GARCH model: Evidence from financial markets
Arsenios‐Georgios N. Prelorentzos, Konstantinos Ν. Konstantakis, Panayotis G. Michaelides, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101936-101936
Closed Access | Times Cited: 2
Corporate vulnerability in the US and China during COVID-19: A machine learning approach
Muhammad Asif Khan, Juan E.Trinidad Segovia, M.Ishaq Bhatti, et al.
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00302-e00302
Open Access | Times Cited: 6
A shot in the arm: The effect of COVID‐19 vaccine news on financial and commodity markets
Oleg Kucher, Alexander Kurov, Marketa Halova Wolfe
Financial Review (2023) Vol. 58, Iss. 3, pp. 575-596
Closed Access | Times Cited: 6
Herding in the Australian stock market during the era of COVID-19: the roles of liquidity, government interventions and mood contagion
Nhan Huynh, Dat Nguyen, Quang Thien Tran
Managerial Finance (2023)
Closed Access | Times Cited: 6
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