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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:

Cross-stock market spillovers through variance risk premiums and equity flows
Masazumi Hattori, Ilhyock Shim, Yoshihiko Sugihara
Journal of International Money and Finance (2021) Vol. 119, pp. 102480-102480
Open Access | Times Cited: 9

Showing 9 citing articles:

Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers
Jue Gong, Gang‐Jin Wang, Yang Zhou, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101733-101733
Closed Access | Times Cited: 40
The size of good and bad volatility shocks does matter for spillovers
Elie Bouri, Étienne Harb
Journal of International Financial Markets Institutions and Money (2022) Vol. 80, pp. 101626-101626
Closed Access | Times Cited: 29
COVID‐19 and tail risk contagion across commodity futures markets
Tongshuai Qiao, Liyan Han
Journal of Futures Markets (2022) Vol. 43, Iss. 2, pp. 242-272
Closed Access | Times Cited: 20
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
Jue Gong, Gang‐Jin Wang, Chi Xie, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103440-103440
Closed Access | Times Cited: 4
Variance Risk Premiums in Emerging Markets
Fang Qiao, Lai Xu, Xiaoyan Zhang, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 9
Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia–Ukraine war
Izunna Anyikwa, Andrew Phiri
Studies in Economics and Econometrics (2023) Vol. 47, Iss. 2, pp. 144-168
Closed Access | Times Cited: 3
The predictability of skewness risk premium on stock returns: Evidence from Chinese market
Zhongxin Ni, Linyu Wang
International Review of Economics & Finance (2023) Vol. 87, pp. 576-594
Closed Access | Times Cited: 2
Variance risk premiums in emerging markets
Fang Qiao, Lai Xu, Xiaoyan Zhang, et al.
Journal of Banking & Finance (2024) Vol. 167, pp. 107259-107259
Closed Access
Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns
Nobuhiro Nakamura, Kazuhiko Ōhashi, Daisuke Yokouchi
Journal of risk and financial management (2023) Vol. 16, Iss. 3, pp. 173-173
Open Access
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