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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:

Conditional tail-risk in cryptocurrency markets
Nicola Borri
Journal of Empirical Finance (2018) Vol. 50, pp. 1-19
Closed Access | Times Cited: 311

Showing 1-25 of 311 citing articles:

Risks and Returns of Cryptocurrency
Yukun Liu, Aleh Tsyvinski
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2689-2727
Open Access | Times Cited: 604
Common Risk Factors in Cryptocurrency
YUKUN LIU, Aleh Tsyvinski, Xi Wu
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1133-1177
Open Access | Times Cited: 367
Risks and Returns of Cryptocurrency
Yukun Liu, Aleh Tsyvinski
(2018)
Open Access | Times Cited: 204
A critical investigation of cryptocurrency data and analysis
Carol Alexander, Michael Dakos
Quantitative Finance (2019) Vol. 20, Iss. 2, pp. 173-188
Open Access | Times Cited: 160
A systematic literature review of investor behavior in the cryptocurrency markets
J M de Almeida, Tiago Gonçalves
Journal of Behavioral and Experimental Finance (2023) Vol. 37, pp. 100785-100785
Open Access | Times Cited: 118
Downside risk and the cross-section of cryptocurrency returns
Wei Zhang, Yi Li, Xiong Xiong, et al.
Journal of Banking & Finance (2021) Vol. 133, pp. 106246-106246
Closed Access | Times Cited: 105
Systemic risks in the cryptocurrency market: Evidence from the FTX collapse
Akanksha Jalan, Roman Matkovskyy
Finance research letters (2023) Vol. 53, pp. 103670-103670
Closed Access | Times Cited: 52
Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
Walid Mensi, Mariya Gubareva, Hee-Un Ko, et al.
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 51
The Impact of Oil Shocks on Systemic Risk of the Commodity Markets
Zhifeng Dai, Tong Wu
Journal of Systems Science and Complexity (2024) Vol. 37, Iss. 6, pp. 2697-2720
Closed Access | Times Cited: 19
The relationship between the economic policy uncertainty and the cryptocurrency market
Hui-Pei Cheng, Kuang‐Chieh Yen
Finance research letters (2019) Vol. 35, pp. 101308-101308
Closed Access | Times Cited: 131
Investor attention in cryptocurrency markets
Lee A. Smales
International Review of Financial Analysis (2021) Vol. 79, pp. 101972-101972
Closed Access | Times Cited: 93
Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models
Mohamed Fakhfekh, Ahmed Jeribi
Research in International Business and Finance (2019) Vol. 51, pp. 101075-101075
Closed Access | Times Cited: 89
Tail-risk spillovers in cryptocurrency markets
Qiuhua Xu, Yixuan Zhang, Ziyang Zhang
Finance research letters (2020) Vol. 38, pp. 101453-101453
Closed Access | Times Cited: 88
Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis
Xingzhi Qiao, Huiming Zhu, Liya Hau
International Review of Financial Analysis (2020) Vol. 71, pp. 101541-101541
Closed Access | Times Cited: 84
Asymmetric tail dependence between green bonds and other asset classes
Linh Pham, Canh Phuc Nguyen
Global Finance Journal (2021) Vol. 50, pp. 100669-100669
Closed Access | Times Cited: 84
Technical trading rules in the cryptocurrency market
Klaus Grobys, Shaker Ahmed, Niranjan Sapkota
Finance research letters (2019) Vol. 32, pp. 101396-101396
Open Access | Times Cited: 79
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2020) Vol. 133, pp. 109641-109641
Closed Access | Times Cited: 74
Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
Aviral Kumar Tiwari, Nader Trabelsi, Faisal Alqahtani, et al.
Energy Economics (2020) Vol. 86, pp. 104646-104646
Closed Access | Times Cited: 72
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Guglielmo Maria Caporale, Woo-Young Kang, Fabio Spagnolo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101298-101298
Open Access | Times Cited: 72
Portfolio optimization in the era of digital financialization using cryptocurrencies
Yechi Ma, Ferhana Ahmad, Miao Liu, et al.
Technological Forecasting and Social Change (2020) Vol. 161, pp. 120265-120265
Open Access | Times Cited: 71
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu Bing-yue, Ying Fan, Qiang Ji, et al.
Energy Economics (2021) Vol. 105, pp. 105749-105749
Open Access | Times Cited: 64
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China
Kim Hung Pho, Sel Ly, Richard Lu, et al.
International Review of Financial Analysis (2021) Vol. 74, pp. 101674-101674
Closed Access | Times Cited: 63
Speculation and lottery-like demand in cryptocurrency markets
Klaus Grobys, Juha-Pekka Junttila
Journal of International Financial Markets Institutions and Money (2021) Vol. 71, pp. 101289-101289
Open Access | Times Cited: 61
Are Cryptocurrencies Currencies? Bitcoin as Legal Tender in El Salvador
Fernando Álvarez, David Argente, Diana Van Patten
(2022)
Open Access | Times Cited: 56
Higher moment connectedness in cryptocurrency market
Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, et al.
Journal of Behavioral and Experimental Finance (2021) Vol. 32, pp. 100562-100562
Open Access | Times Cited: 55
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