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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:

Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Zisheng Ouyang, Xuewei Zhou, Yongzeng Lai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101973-101973
Closed Access | Times Cited: 24

Showing 24 citing articles:

The impact of oil and global markets on Saudi stock market predictability: A machine learning approach
Hussein A. Abdou, Ahmed A. Elamer, Mohammad Zoynul Abedin, et al.
Energy Economics (2024) Vol. 132, pp. 107416-107416
Open Access | Times Cited: 13
The impact of the Russia–Ukraine war on volatility spillovers
Tony Sio-Chong U, Yongjia Lin, Yizhi Wang
International Review of Financial Analysis (2024) Vol. 93, pp. 103194-103194
Closed Access | Times Cited: 10
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 8
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 7
Analyzing Financial Market Reactions to the Palestine-Israel Conflict: An Event Study Perspective
Muhammad Shahzad Ijaz, Shoaib Ali, Min Du, et al.
International Review of Economics & Finance (2025), pp. 103864-103864
Open Access
Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
Zhongzhe Ouyang, Xuewei Zhou, Zisheng Ouyang
Communication in Statistics- Theory and Methods (2025), pp. 1-29
Closed Access
Imported risk in global financial markets: Evidence from cross-market connectedness
Zisheng Ouyang, Zhen Chen, Xuewei Zhou, et al.
The North American Journal of Economics and Finance (2025), pp. 102374-102374
Closed Access
Unveiling hidden connectedness between cryptocurrency and stock markets in BRICS: a TVP-VAR perspective
Muzammal Ilyas Sindhu, Windijarto, Wing‐Keung Wong, et al.
Kybernetes (2025)
Closed Access
Multiscale risk spillover analysis of China’s stock market industry: evidence supported by a novel hybrid model based on signal decomposition technology
Linjie Zhan, Zhenpeng Tang
Soft Computing (2025)
Closed Access
Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness
Yueli Liu, Jin Xiu, YU Jing-tao
Computational Economics (2025)
Closed Access
Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?
Jin Shang, Shigeyuki Hamori
Resources Policy (2025) Vol. 102, pp. 105518-105518
Closed Access
Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network
Xiao-Li Gong, Wu Zhuo-Cheng, Xiong Xiong, et al.
International Review of Economics & Finance (2025), pp. 103992-103992
Open Access
Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage
Miklesh Prasad Yadav, Sabia Tabassum, Anas Ali Al-Qudah, et al.
Computational Economics (2024) Vol. 63, Iss. 3, pp. 1047-1070
Closed Access | Times Cited: 2
Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China
Xuewei Zhou, Zisheng Ouyang, Min Lu, et al.
Pacific-Basin Finance Journal (2024), pp. 102533-102533
Closed Access | Times Cited: 1
Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain
Xiu Jin, Yueli Liu, Jinming Yu, et al.
Energy Economics (2024) Vol. 139, pp. 107908-107908
Closed Access | Times Cited: 1
Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war
Bashar Yaser Almansour, Sabri Elkrghli, Jesús Cuauhtémoc Téllez Gaytán, et al.
Heliyon (2023) Vol. 9, Iss. 12, pp. e22974-e22974
Open Access | Times Cited: 2
Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship
Youtao Xiang, Sumuya Borjigin
Global Finance Journal (2024) Vol. 62, pp. 101006-101006
Closed Access
Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network
Xiaoping Guo, Ningyuan Fan, Zhenchun Liu, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102234-102234
Closed Access
Global Financial Contagion Amidst the Fed's Monetary Policy Impacts: Evidence from a New Multi-Layered Network Analysis
Yuchi Wan, Peiwan Wang, Yong Li, et al.
(2024)
Closed Access
Research on Stock Market Risk Contagion of Major Debt Crises Based on Complex Network Models—The Case of Evergrande in China
Kaihao Liang, Shuliang Li, Wenfeng Zhang, et al.
Mathematics (2024) Vol. 12, Iss. 11, pp. 1675-1675
Open Access
Tail risk spillovers between economic policy uncertainty and stock market returns: Evidence based on TENET approach
Tingcheng Mo, Mengmeng Huangmei, Hong Chen, et al.
Finance research letters (2024), pp. 106204-106204
Closed Access
Macro Topology Structure and Evolution of Chinese Public Funds’ Co-Holding Network
xiaoping guo, Ningyuan Fan, Zhenchun Liu, et al.
(2023)
Closed Access
Multilayer Networks for Measuring Interconnectedness Among Global Stock Markets Through the Lens of Trading Volume-Price Relationship
Youtao Xiang, Sumuya Borjigin
(2023)
Closed Access
Saudi crude oil and the gcc stock markets: effect of covid-19 outbreak?
Nikola Stakić, Anas Ali Al-Qudah, Miklesh Prasad Yadav
(2023)
Open Access
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