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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:

Effects of global financial crisis on network structure in a local stock market
Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 407, pp. 135-143
Closed Access | Times Cited: 119

Showing 1-25 of 119 citing articles:

Granger causality stock market networks: Temporal proximity and preferential attachment
Tomáš Výrost, Štefan Lyócsa, Eduard Baumöhl
Physica A Statistical Mechanics and its Applications (2015) Vol. 427, pp. 262-276
Open Access | Times Cited: 104
Correlation and network topologies in global and local stock indices
Ashadun Nobi, Sungmin Lee, Doo Hwan Kim, et al.
Physics Letters A (2014) Vol. 378, Iss. 34, pp. 2482-2489
Open Access | Times Cited: 101
Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis
David Vidal-Tomás
Finance research letters (2021) Vol. 43, pp. 101981-101981
Open Access | Times Cited: 84
Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach
Ramit Sawhney, Shivam Agarwal, Arnav Wadhwa, et al.
Proceedings of the AAAI Conference on Artificial Intelligence (2021) Vol. 35, Iss. 1, pp. 497-504
Open Access | Times Cited: 82
Structure and dynamics of stock market in times of crisis
Longfeng Zhao, Wei Li, Xu Cai
Physics Letters A (2015) Vol. 380, Iss. 5-6, pp. 654-666
Closed Access | Times Cited: 77
Networks of volatility spillovers among stock markets
Eduard Baumöhl, Evžen Kočenda, Štefan Lyócsa, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1555-1574
Open Access | Times Cited: 76
A financial network perspective of financial institutions’ systemic risk contributions
Wei-Qiang Huang, Zhuang Xin-tian, Shuang Yao, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 456, pp. 183-196
Closed Access | Times Cited: 75
Financial networks based on Granger causality: A case study
Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 482, pp. 65-73
Closed Access | Times Cited: 71
How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network
Yong Tang, Jason Xiong, Yong Luo, et al.
International Journal of Electronic Commerce (2019) Vol. 23, Iss. 1, pp. 85-109
Open Access | Times Cited: 62
Topological Data Analysis of Critical Transitions in Financial Networks
Marian Gidea
Springer proceedings in complexity (2017), pp. 47-59
Closed Access | Times Cited: 59
Cluster analysis on the structure of the cryptocurrency market via Bitcoin–Ethereum filtering
Jung Yoon Song, Woojin Chang, Jae Wook Song
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121339-121339
Closed Access | Times Cited: 49
Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective
Bilal Ahmed Memon, Hongxing Yao
Entropy (2019) Vol. 21, Iss. 3, pp. 248-248
Open Access | Times Cited: 44
Complex networks analysis in Iran stock market: The application of centrality
Hadi Esmaeilpour Moghadam, Teymour Mohammadi, Mohammad Feghhi Kashani, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 531, pp. 121800-121800
Closed Access | Times Cited: 43
Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price
Muzi Chen, Nan Li, Lifen Zheng, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 587, pp. 126506-126506
Open Access | Times Cited: 39
Sudden shock and stock market network structure characteristics: A comparison of past crisis events
Chengying He, Wen Zhang, Ke Huang, et al.
Technological Forecasting and Social Change (2022) Vol. 180, pp. 121732-121732
Open Access | Times Cited: 23
Long short-term memory autoencoder based network of financial indices
Kamrul Hasan Tuhin, Ashadun Nobi, Mahmudul Hasan Rakib, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
Exploring the core–periphery and community structure in the financial networks through random matrix theory
Pawanesh Pawanesh, Imran Ansari, Niteesh Sahni
Physica A Statistical Mechanics and its Applications (2025), pp. 130403-130403
Closed Access
Network structure shifts in frontier markets during crises: insights from the Ghana Stock Exchange amid COVID-19
Raphael Kuranchie-Pong, Joseph Ato Forson
African Journal of Economic and Management Studies (2025)
Closed Access
Scale‐Dependent Inverse Temperature Features Associated With Crashes in the US and Japanese Stock Markets
Tsung‐Wen Yen, Siew Ann Cheong
Complexity (2025) Vol. 2025, Iss. 1
Open Access
State and Network Structures of Stock Markets Around the Global Financial Crisis
Jae Wook Lee, Ashadun Nobi
Computational Economics (2017) Vol. 51, Iss. 2, pp. 195-210
Open Access | Times Cited: 48
Topological Characteristics of the Hong Kong Stock Market: A Test-based P-threshold Approach to Understanding Network Complexity
Ronghua Xu, Wing‐Keung Wong, Guanrong Chen, et al.
Scientific Reports (2017) Vol. 7, Iss. 1
Open Access | Times Cited: 42
Comparison between global financial crisis and local stock disaster on top of Chinese stock network
Lisi Xia, Daming You, Xin Jiang, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 222-230
Closed Access | Times Cited: 41
Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market
Rui-Qi Han, Wen-Jie Xie, Xiong Xiong, et al.
Fluctuation and Noise Letters (2017) Vol. 16, Iss. 02, pp. 1750018-1750018
Open Access | Times Cited: 40
Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information
Arash Sioofy Khoojine, Dong Han
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1091-1109
Closed Access | Times Cited: 39
Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting
Ramit Sawhney, Shivam Agarwal, Arnav Wadhwa, et al.
2021 IEEE International Conference on Data Mining (ICDM) (2020), pp. 482-491
Closed Access | Times Cited: 36
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