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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:

COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102004-102004
Open Access | Times Cited: 20

Showing 20 citing articles:

Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis
Jieru Wan, Libo Yin, You Wu
International Review of Economics & Finance (2023) Vol. 89, pp. 397-428
Closed Access | Times Cited: 118
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
A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries
Rong Li, Guangyuan Tang, Chen Hong, et al.
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102189-102189
Closed Access | Times Cited: 5
How do risk spillover network structures affect VaR? Using complex networks and quantile regression models
Xian Xi, Xiangyun Gao, Weiqiong Zhong
International Review of Economics & Finance (2025), pp. 103956-103956
Open Access
Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks
Chentong Sun, Shangkun Yi, Fenglin Wu, et al.
Pacific-Basin Finance Journal (2025), pp. 102720-102720
Closed Access
The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19
Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas, et al.
Australian Journal of Management (2023)
Closed Access | Times Cited: 14
Unveiling Market Connectedness: Dynamic Returns Spillovers in Asian Emerging Stock Markets
Maaz Khan, Mrestyal Khan, Umar Nawaz Kayani, et al.
International Journal of Financial Studies (2023) Vol. 11, Iss. 3, pp. 112-112
Open Access | Times Cited: 13
Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
Yang Gao, Xiaoyi Liu
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102128-102128
Closed Access | Times Cited: 4
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101967-101967
Closed Access | Times Cited: 11
A sustainable pandemic response: The impact of COVID-19 vaccination coverage on economic policy uncertainty
Shi Li, Meng Li, Rongsha Fu
International Review of Economics & Finance (2024) Vol. 92, pp. 316-332
Closed Access | Times Cited: 3
Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak
Fei Su, Wang Feifan, Yahua Xu
Asia-Pacific Financial Markets (2024)
Closed Access | Times Cited: 3
Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103339-103339
Closed Access | Times Cited: 3
Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis
Shubham Kakran, Vineeta Kumari, Parminder Kaur, et al.
The Journal of Economic Asymmetries (2023) Vol. 29, pp. e00342-e00342
Closed Access | Times Cited: 9
The impact of COVID-19 on global investor attention
Zih-Ying Lin, Jia-Wen Lu
Pacific-Basin Finance Journal (2024) Vol. 88, pp. 102522-102522
Closed Access | Times Cited: 2
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Walid Mensi, Yeonjeong Lee, Sami Al Kharusi, et al.
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102318-102318
Closed Access | Times Cited: 1
Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market
Ahmed El Oubani
Economics and Business Review/˜The œPoznań University of Economics Review (2024) Vol. 10, Iss. 3, pp. 163-196
Open Access
Impact of COVID-19 on Taiwanese stock market
Mei-Chih Wang, Hao-Wen Chang, Tsangyao Chang
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102280-102280
Closed Access
Journalists' understanding of COVID-19 coverage in Medan, Indonesia
Muhammad thariq .
Deleted Journal (2024) Vol. 8, Iss. 3, pp. 655-664
Open Access
Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations
Son Duy Pham, Thao T.T. Nguyen, Xiaoming Li
Global Finance Journal (2023) Vol. 59, pp. 100923-100923
Open Access | Times Cited: 1
Connectedness and Hedging Strategy between European Sustainability and Conventional Stock Markets
Abdullah AlGhazali, Walid Mensi, Bruce Morley, et al.
(2023)
Closed Access
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