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:

Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches
Kais Tissaoui, Besma Hkiri, Mariem Talbi, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101521-101521
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
Sun‐Yong Choi
Finance research letters (2021) Vol. 46, pp. 102465-102465
Closed Access | Times Cited: 60

How do stock price indices absorb the COVID-19 pandemic shocks?
Xu Zhang, Zhijing Ding, Jianqin Hang, et al.
The North American Journal of Economics and Finance (2022) Vol. 60, pp. 101672-101672
Closed Access | Times Cited: 47

Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19
Umar Nawaz Kayani, Ahmet Faruk Aysan, Mrestyal Khan, et al.
Heliyon (2024) Vol. 10, Iss. 4, pp. e25202-e25202
Open Access | Times Cited: 7

The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets
Yan Liu, Xian Cheng, Stephen Shaoyi Liao, et al.
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101875-101875
Open Access | Times Cited: 27

Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty
Omar Al Farooque, Ghasan Baghdadi, Hai Hong Trinh, et al.
Emerging Markets Review (2023) Vol. 55, pp. 101025-101025
Open Access | Times Cited: 14

Co-movement between Covid-19 and G20 stock market returns: A time and frequency analysis
Andrew Phiri, Izunna Anyikwa, Clement Moyo
Heliyon (2023) Vol. 9, Iss. 3, pp. e14195-e14195
Open Access | Times Cited: 12

Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches
Sun‐Yong Choi
Journal of International Financial Markets Institutions and Money (2022) Vol. 80, pp. 101636-101636
Closed Access | Times Cited: 12

How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach
Haykel Tlili, Kais Tissaoui, Bassem Kahouli, et al.
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 2

Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach
Masagus M. Ridhwan, Solikin M. Juhro, Affandi Ismail, et al.
Deleted Journal (2024) Vol. 27, Iss. 1, pp. 25-82
Open Access | Times Cited: 1

Electricity Blackout and Its Ripple Effects: Examining Liquidity and Information Asymmetry in U.S. Financial Markets
Dosung Kim, Jang‐Chul Kim, Qing Su, et al.
Energies (2023) Vol. 16, Iss. 13, pp. 4939-4939
Open Access | Times Cited: 4

Return–volume nexus in financial markets: A survey of research
Ehab Abdel-Tawab Yamani
Research in International Business and Finance (2023) Vol. 65, pp. 101910-101910
Closed Access | Times Cited: 3

How to Comprehensively Evaluate Firm Performance from Operational, Financial, and Sustainability Perspectives? A Two-Stage Data Envelopment Analysis Approach
Tarifa Almulhim, Norah Almubarak, Noorah Aljabr
Emerging Markets Finance and Trade (2023) Vol. 60, Iss. 7, pp. 1447-1467
Open Access | Times Cited: 3

The effect of daily price limits on stock liquidity: Evidence from the Chinese stock market
Hao Li, Zhisheng Li
Accounting and Finance (2022) Vol. 62, Iss. 5, pp. 4885-4917
Closed Access | Times Cited: 5

Liquidity of Non-US and Energy Stocks Listed on the NYSE in the Aftermath of the Fukushima Daiichi Nuclear Incident
Jang‐Chul Kim, Qing Su
Review of Pacific Basin Financial Markets and Policies (2024) Vol. 27, Iss. 01
Closed Access

Comparative Analysis of the Financial Performance of Jordanian-listed Companies during and after the covid-19 Pandemic
Abdalwali Lutfi, Nashat Ali Almasria, Hassan Hamad Aldboush, et al.
WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS (2024) Vol. 21, pp. 1472-1493
Open Access

COVID-19 and Uncertainty Effects on Tunisian Stock Market Volatility: Insights from GJR-GARCH, Wavelet Coherence, and ARDL
Emna Trabelsi
Journal of risk and financial management (2024) Vol. 17, Iss. 9, pp. 403-403
Open Access

Wavelet Coherence of COVID-19 Pandemic Variables in Japan
Goizalde Badiola, Manuel Graña
(2024) Vol. 3, pp. 379-384
Closed Access

Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach
Sandra Ferreruela, Daniel Martín
Journal of risk and financial management (2022) Vol. 15, Iss. 7, pp. 308-308
Open Access | Times Cited: 3

Oil hedging with a multivariate semiparametric value-at-risk portfolio
Dejan Živkov, Slavica Manić, Jasmina Đurašković, et al.
Borsa Istanbul Review (2022) Vol. 22, Iss. 6, pp. 1118-1131
Open Access | Times Cited: 3

Fear of the COVID-19 pandemic and IPO aftermarket liquidity in ASEAN-5
Ghea Revina Wigantini, Yunieta Anny Nainggolan
Journal of Asia Business Studies (2023) Vol. 17, Iss. 6, pp. 1125-1142
Closed Access | Times Cited: 1

Does COVID-19-specific news affect stock market liquidity? Evidence from Japan
Wurong Yang, Naoki Watanabel, Hideaki Sakawa
MethodsX (2023) Vol. 11, pp. 102360-102360
Open Access | Times Cited: 1

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