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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:

International volatility risk and Chinese stock return predictability
Jian Chen, Fuwei Jiang, Yangshu Liu, et al.
Journal of International Money and Finance (2016) Vol. 70, pp. 183-203
Open Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent
Yu Wei, Yaojie Zhang, Yudong Wang
International Review of Financial Analysis (2022) Vol. 81, pp. 102100-102100
Closed Access | Times Cited: 68
Intraday momentum and stock return predictability: Evidence from China
Yaojie Zhang, Feng Ma, Bo Zhu
Economic Modelling (2018) Vol. 76, pp. 319-329
Closed Access | Times Cited: 79
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
Jiabao Feng, Yudong Wang, Libo Yin
Energy Economics (2017) Vol. 68, pp. 240-254
Closed Access | Times Cited: 72
The overnight return puzzle and the “T+1” trading rule in Chinese stock markets
Kenan Qiao, Lammertjan Dam
Journal of Financial Markets (2020) Vol. 50, pp. 100534-100534
Open Access | Times Cited: 49
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
Yaojie Zhang, Likun Lei, Yu Wei
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101145-101145
Closed Access | Times Cited: 41
Asymmetric attention and asymmetric overnight momentum in China’s stock market
Fei Su, Wang Feifan, Lili Zhai, et al.
Asia-Pacific Journal of Accounting & Economics (2025), pp. 1-25
Closed Access
Can the Chinese volatility index reflect investor sentiment?
Wen Long, Manyi Zhao, Ye-ran Tang
International Review of Financial Analysis (2020) Vol. 73, pp. 101612-101612
Open Access | Times Cited: 31
Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?
Meriam Dahmene, Adel Boughrara, Skander Slim
International Review of Economics & Finance (2020) Vol. 71, pp. 676-699
Closed Access | Times Cited: 30
Modelling and forecasting crude oil price volatility with climate policy uncertainty
Mengxi He, Yaojie Zhang, Yudong Wang, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 3
Forecasting US stock market volatility: How to use international volatility information
Yaojie Zhang, Yudong Wang, Feng Ma
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 733-768
Closed Access | Times Cited: 26
International implied volatility risk indexes and Saudi stock return-volatility predictabilities
Kais Tissaoui, Jamel Azibi
The North American Journal of Economics and Finance (2018) Vol. 47, pp. 65-84
Closed Access | Times Cited: 26
Forecasting stock market volatility: Can the risk aversion measure exert an important role?
Zhifeng Dai, Xiaoming Chang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101510-101510
Closed Access | Times Cited: 19
Does VIX scare stocks of tourism companies?
Saffet Akdağ, İlker Kılıç, Hakan Yıldırım
Letters in Spatial and Resource Sciences (2019) Vol. 12, Iss. 3, pp. 215-232
Closed Access | Times Cited: 21
Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach
Kais Tissaoui
International Review of Financial Analysis (2019) Vol. 64, pp. 232-249
Closed Access | Times Cited: 20
BM(book-to-market ratio) factor: medium-term momentum and long-term reversal
Weiqi Liu, Zhang Jingxing
Financial Innovation (2018) Vol. 4, Iss. 1
Open Access | Times Cited: 20
Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case
Ömer İskenderoğlu, Saffet Akdağ
South East European Journal of Economics and Business (2020) Vol. 15, Iss. 1, pp. 105-121
Open Access | Times Cited: 17
Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models
Kais Tissaoui, Taha Zaghdoudi
The Quarterly Review of Economics and Finance (2020) Vol. 81, pp. 481-492
Closed Access | Times Cited: 13
Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model
Xinyu Wu, Haibin Xie, Huanming Zhang
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101703-101703
Closed Access | Times Cited: 8
Stock return predictability and model instability: Evidence from mainland China and Hong Kong
Hui Hong, Naiwei Chen, Fergal O’Brien, et al.
The Quarterly Review of Economics and Finance (2017) Vol. 68, pp. 132-142
Open Access | Times Cited: 13
Elliott wave theory and the Fibonacci sequence-gray model and their application in Chinese stock market
Huiming Duan, Xinping Xiao, Jinwei Yang, et al.
Journal of Intelligent & Fuzzy Systems (2018) Vol. 34, Iss. 3, pp. 1813-1825
Closed Access | Times Cited: 13
Impact of US Uncertainty on Chinese Stock Market Volatility
Renhai Hua, Pengfei Zhao, Honghai Yu, et al.
Emerging Markets Finance and Trade (2018) Vol. 56, Iss. 3, pp. 576-592
Closed Access | Times Cited: 12
Forecasting the volatility of Chinese stock market: An international volatility index
Likun Lei, Yaojie Zhang, Yu Wei, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 1, pp. 1336-1350
Closed Access | Times Cited: 9
Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error
Mengxi He, Yaojie Zhang, Danyan Wen, et al.
Applied Economics (2022) Vol. 54, Iss. 50, pp. 5811-5826
Closed Access | Times Cited: 6
Predicting the volatility of the iShares China Large-Cap ETF: What is the role of the SSE 50 ETF?
Fangfei Zhu, Xingguo Luo, Xuejun Jin
Pacific-Basin Finance Journal (2019) Vol. 57, pp. 101192-101192
Closed Access | Times Cited: 9
Overnight versus intraday returns of anomalies in China
Chaonan Lin, Hui-Wen Chang, Robin K. Chou
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102007-102007
Closed Access | Times Cited: 3
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