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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:

Contagion effect of systemic risk among industry sectors in China’s stock market
Qiuhua Xu, Haoyang Yan, Tianyu Zhao
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101576-101576
Closed Access | Times Cited: 22

Showing 22 citing articles:

Economic volatility, banks’ risk accumulation and systemic risk
Wenjia He, Wenjing He, Dandan Xu, et al.
Finance research letters (2023) Vol. 57, pp. 104115-104115
Closed Access | Times Cited: 21
Bubble behaviors in lithium price and the contagion effect: An industry chain perspective
Xiaoqing Wang, Meng Qin, Nicoleta-Claudia Moldovan, et al.
Resources Policy (2023) Vol. 83, pp. 103725-103725
Closed Access | Times Cited: 18
Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China
Zhinan Li, Shan Pei, Ting Li, et al.
Economic Modelling (2023) Vol. 126, pp. 106403-106403
Open Access | Times Cited: 13
Tail-risk contagion across key industrial chains of China
R Huang, Shuhang Guo, Zhou Qi, et al.
Empirical Economics (2025)
Closed Access
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives
Huiming Zhu, Yi‐Wen Chen, Yinghua Ren, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101698-101698
Closed Access | Times Cited: 21
How does investor sentiment impact systemic risk contagion across industries? Evidence from the Chinese stock market
Shaofang Li, Siying Zhang, Jiaxin He, et al.
Applied Economics (2025), pp. 1-23
Closed Access
The Cross‐Industry Contagion Network of Systemic Risk: Evidence From China
Limei Sun, Qing Shen, Xiaoqing Huang
Asian-Pacific Economic Literature (2025)
Closed Access
Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data
Donghai Zhou, Xiaoxing Liu, Chun Tang, et al.
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101870-101870
Closed Access | Times Cited: 18
Financial Distress Early Warning for Chinese Enterprises from a Systemic Risk Perspective: Based on the Adaptive Weighted XGBoost-Bagging Model
Wensheng Wang, Zhiliang Liang
Systems (2024) Vol. 12, Iss. 2, pp. 65-65
Open Access | Times Cited: 3
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 3
More different than alike: cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic
Yufeng Chen, Reyila Yimaier, Xiang Lin
Applied Economics (2024), pp. 1-19
Closed Access | Times Cited: 2
Connectedness and risk spillover in China's commodity futures sectors
Jun Long, Xianghui Yuan, Liwei Jin, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 784-802
Closed Access | Times Cited: 2
Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1
Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*
Yuanyue Deng, Ying Wu
Asia-Pacific Journal of Financial Studies (2024) Vol. 53, Iss. 5, pp. 555-595
Closed Access | Times Cited: 1
Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains
Wandi Zhao, Yang Gao
International Review of Financial Analysis (2023) Vol. 90, pp. 102907-102907
Closed Access | Times Cited: 2
Spillover Network Features from the Industry Chain View in Multi-Time Scales
Sida Feng, Qingru Sun, Xueyong Liu, et al.
Entropy (2022) Vol. 24, Iss. 8, pp. 1108-1108
Open Access | Times Cited: 4
Impact of attention on rare events across industries in Indonesia
Dedi Hariyanto, Rayenda Khresna Brahmana, Wendy Wendy
Investment Management and Financial Innovations (2024) Vol. 21, Iss. 2, pp. 116-129
Open Access
Tail Risk Contagion and Diversification Among Energy, Metal and Agriculture Commodities: A Network Perspective
Renhao Zou, Shuguang Zhang, Shuguang Zhang
(2024)
Closed Access
Japanese stock market sectoral dynamics: A time and frequency analysis
Rim El Khoury, Muneer M. Alshater, Onur Polat
International Journal of Finance & Economics (2024)
Closed Access
Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach
Zhengyuan Wei, Qingxia He, Qili Zhou, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 632, pp. 129357-129357
Closed Access | Times Cited: 1
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall
Mathias Mandla Manguzvane, John Weirstrass Muteba Mwamba
International Journal of Financial Studies (2022) Vol. 10, Iss. 1, pp. 18-18
Open Access | Times Cited: 2
Quantile connectedness of the Chinese commodity sectors
Jun Long, Xianghui Yuan, Chencheng Zhao, et al.
Applied Economics Letters (2023), pp. 1-7
Closed Access
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