Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 1-25 of 104 citing articles:

Extreme risk spillover network: application to financial institutions
Gang‐Jin Wang, Chi Xie, Kaijian He, et al.
Quantitative Finance (2017) Vol. 17, Iss. 9, pp. 1417-1433
Closed Access | Times Cited: 225
On the determinants of bitcoin returns: A LASSO approach
Theodore Panagiotidis, Thanasis Stengos, Orestis Vravosinos
Finance research letters (2018) Vol. 27, pp. 235-240
Open Access | Times Cited: 188
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
Manel Youssef, Khaled Mokni, Ahdi Noomen Ajmi
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 188
COVID–19 media coverage and ESG leader indices
Md Akhtaruzzaman, Sabri Boubaker, Zaghum Umar
Finance research letters (2021) Vol. 45, pp. 102170-102170
Open Access | Times Cited: 168
A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets
Gautier Marti, Frank Nielsen, Mikołaj Bińkowski, et al.
Signals and communication technology (2021), pp. 245-274
Closed Access | Times Cited: 105
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
Stelios Bekiros
International Review of Financial Analysis (2013) Vol. 33, pp. 58-69
Closed Access | Times Cited: 186
The effects of markets, uncertainty and search intensity on bitcoin returns
Theodore Panagiotidis, Thanasis Stengos, Orestis Vravosinos
International Review of Financial Analysis (2018) Vol. 63, pp. 220-242
Closed Access | Times Cited: 138
Fintech Risk Management: A Research Challenge for Artificial Intelligence in Finance
Paolo Giudici
Frontiers in Artificial Intelligence (2018) Vol. 1
Open Access | Times Cited: 131
Financial news-based stock movement prediction using causality analysis of influence in the Korean stock market
Kihwan Nam, Nohyoon Seong
Decision Support Systems (2018) Vol. 117, pp. 100-112
Closed Access | Times Cited: 120
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Weiping Zhang, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101248-101248
Closed Access | Times Cited: 99
Volatility connectedness in global foreign exchange markets
Tiange Wen, Gang‐Jin Wang
Journal of Multinational Financial Management (2020) Vol. 54, pp. 100617-100617
Closed Access | Times Cited: 91
Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2021) Vol. 231, pp. 120949-120949
Open Access | Times Cited: 73
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Ameet Kumar Banerjee, Md Akhtaruzzaman, Andreia Dionísio, et al.
Journal of Behavioral and Experimental Finance (2022) Vol. 36, pp. 100747-100747
Open Access | Times Cited: 47
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 22
Tail dependence networks of global stock markets
Fenghua Wen, Xin Yang, Wei‐Xing Zhou
International Journal of Finance & Economics (2018) Vol. 24, Iss. 1, pp. 558-567
Open Access | Times Cited: 80
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
Features of spillover networks in international financial markets: Evidence from the G20 countries
Xueyong Liu, Haizhong An, Huajiao Li, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 479, pp. 265-278
Closed Access | Times Cited: 75
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
Network-based asset allocation strategies
Tomáš Výrost, Štefan Lyócsa, Eduard Baumöhl
The North American Journal of Economics and Finance (2018) Vol. 47, pp. 516-536
Closed Access | Times Cited: 47
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
Weiping Zhang, Zhuang Xin-tian, Yang Lü
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101064-101064
Closed Access | Times Cited: 45
Measuring the network connectedness of global stock markets
Chen Gong, Pan Tang, Yutong Wang
Physica A Statistical Mechanics and its Applications (2019) Vol. 535, pp. 122351-122351
Closed Access | Times Cited: 44
Lead–lag detection and network clustering for multivariate time series with an application to the US equity market
Stefanos Bennett, Mihai Cucuringu, Gesine Reinert
Machine Learning (2022) Vol. 111, Iss. 12, pp. 4497-4538
Open Access | Times Cited: 25
A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain
Xuanru Zhou, Hua Zhang, Shuxian Zheng, et al.
Resources Policy (2023) Vol. 81, pp. 103376-103376
Closed Access | Times Cited: 14
Analysis of cross-correlations between financial markets after the 2008 crisis
Ahmet Şensoy, Sadettin Aydın Yüksel, Mutahhar Erturk
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 20, pp. 5027-5045
Closed Access | Times Cited: 51
Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets
Guangxi Cao, Han Yan, Qingchen Li, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 468, pp. 119-130
Closed Access | Times Cited: 43
Page 1 - Next Page

Scroll to top