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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:

Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility
Qifa Xu, Zhongpu Bo, Cuixia Jiang, et al.
Knowledge-Based Systems (2018) Vol. 166, pp. 170-185
Closed Access | Times Cited: 53

Showing 1-25 of 53 citing articles:

Predicting stock returns in the presence of COVID-19 pandemic: The role of health news
Afees A. Salisu, Xuan Vinh Vo
International Review of Financial Analysis (2020) Vol. 71, pp. 101546-101546
Open Access | Times Cited: 308
A novel fusion-based deep learning model for sentiment analysis of COVID-19 tweets
Mohammad Ehsan Basiri, Shahla Nemati, Moloud Abdar, et al.
Knowledge-Based Systems (2021) Vol. 228, pp. 107242-107242
Open Access | Times Cited: 165
More is better? The impact of predictor choice on the INE oil futures volatility forecasting
Tong Fu, Dasen Huang, Lingbing Feng, et al.
Energy Economics (2024) Vol. 134, pp. 107540-107540
Closed Access | Times Cited: 19
Machine Learning for Financial Risk Management: A Survey
Akib Mashrur, Wei Luo, Nayyar A. Zaidi, et al.
IEEE Access (2020) Vol. 8, pp. 203203-203223
Open Access | Times Cited: 100
Investor attention and oil market volatility: Does economic policy uncertainty matter?
Jihong Xiao, Yudong Wang
Energy Economics (2021) Vol. 97, pp. 105180-105180
Closed Access | Times Cited: 61
Economic Policy Uncertainty and Emerging Stock Market Volatility
Maria Ghani, Usman Ghani
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 1, pp. 165-181
Open Access | Times Cited: 19
Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index
Yu Wei, Lan Bai, Kun Yang, et al.
Journal of Forecasting (2020) Vol. 40, Iss. 1, pp. 17-39
Closed Access | Times Cited: 46
Google trends and the predictability of precious metals
Afees A. Salisu, Ahamuefula E. Ogbonna, Adeolu O. Adewuyi
Resources Policy (2019) Vol. 65, pp. 101542-101542
Closed Access | Times Cited: 43
Stock‐induced Google trends and the predictability of sectoral stock returns
Afees A. Salisu, Ahamuefula E. Ogbonna, Idris A. Adediran
Journal of Forecasting (2020) Vol. 40, Iss. 2, pp. 327-345
Closed Access | Times Cited: 42
China futures price forecasting based on online search and information transfer
Jingyi Liang, Guozhu Jia
Data Science and Management (2022) Vol. 5, Iss. 4, pp. 187-198
Closed Access | Times Cited: 25
Global and domestic economic policy uncertainties and tourism stock market: Evidence from China
Han Liu, Peng Yang, Haiyan Song, et al.
Tourism Economics (2023) Vol. 30, Iss. 3, pp. 567-591
Open Access | Times Cited: 13
Good oil volatility, bad oil volatility, and stock return predictability
Jihong Xiao, Yudong Wang
International Review of Economics & Finance (2022) Vol. 80, pp. 953-966
Closed Access | Times Cited: 20
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology
Zezheng Tong, John W. Goodell, Dehua Shen
Finance research letters (2022) Vol. 50, pp. 103351-103351
Closed Access | Times Cited: 19
An empirical study on the role of trading volume and data frequency in volatility forecasting
Min Liu, Chien‐Chiang Lee, Wei‐Chong Choo
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 792-816
Closed Access | Times Cited: 31
A novel BEMD-based method for forecasting tourist volume with search engine data
Ling Tang, Chengyuan Zhang, Tingfei Li, et al.
Tourism Economics (2020) Vol. 27, Iss. 5, pp. 1015-1038
Closed Access | Times Cited: 29
Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period
Asadullah Khaskheli, Hongyu Zhang, Syed Ali Raza, et al.
Resources Policy (2022) Vol. 79, pp. 102951-102951
Closed Access | Times Cited: 18
A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility
Qifa Xu, Liukai Wang, Cuixia Jiang, et al.
Expert Systems with Applications (2019) Vol. 132, pp. 12-27
Closed Access | Times Cited: 29
Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information
Lu Wang, Rui Wu, Weichun Ma, et al.
International Review of Financial Analysis (2023) Vol. 89, pp. 102720-102720
Closed Access | Times Cited: 8
Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach
Walid M.A. Ahmed
Energy Economics (2024) Vol. 136, pp. 107696-107696
Closed Access | Times Cited: 2
Does ESG performance and investor attention affect stock volatility? An empirical study based on panel data and mixed - frequency data
Min Liu, Yu-Jin Ling, Chien‐Chiang Lee
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends
Paravee Maneejuk, Woraphon Yamaka
Mathematics (2019) Vol. 7, Iss. 11, pp. 1032-1032
Open Access | Times Cited: 22
A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China
Yanhui Chen, Hanhui Zhao, Ziyu Li, et al.
PLoS ONE (2020) Vol. 15, Iss. 12, pp. e0243080-e0243080
Open Access | Times Cited: 16
Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains
Ying Wang, Hongwei Zhang, Wang Gao, et al.
Tourism Economics (2021) Vol. 29, Iss. 2, pp. 460-487
Open Access | Times Cited: 13
Mixed data sampling expectile regression with applications to measuring financial risk
Qifa Xu, Lu Chen, Cuixia Jiang, et al.
Economic Modelling (2020) Vol. 91, pp. 469-486
Closed Access | Times Cited: 13
A Novel Discriminative Dictionary Pair Learning Constrained by Ordinal Locality for Mixed Frequency Data Classification
Hong Yu, Qian Yang, Guoyin Wang, et al.
IEEE Transactions on Knowledge and Data Engineering (2020) Vol. 34, Iss. 10, pp. 4572-4585
Closed Access | Times Cited: 12
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