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:

The stability of Chinese stock network and its mechanism
Weiping Zhang, Zhuang Xin-tian
Physica A Statistical Mechanics and its Applications (2018) Vol. 515, pp. 748-761
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Analysis of the impact of COVID-19 pandemic on G20 stock markets
Yanshuang Li, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101530-101530
Closed Access | Times Cited: 77

Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework
Weiping Zhang, Zhuang Xin-tian, Lu Yang, et al.
International Review of Financial Analysis (2020) Vol. 71, pp. 101454-101454
Closed Access | Times Cited: 71

Towards Economic Sustainability: A Comprehensive Review of Artificial Intelligence and Machine Learning Techniques in Improving the Accuracy of Stock Market Movements
Atoosa Rezaei, Iheb Abdellatif, Amjad Umar
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 28-28
Open Access | Times Cited: 1

A survey of the application of graph-based approaches in stock market analysis and prediction
Suman Saha, Junbin Gao, Richard Gerlach
International Journal of Data Science and Analytics (2022) Vol. 14, Iss. 1, pp. 1-15
Open Access | Times Cited: 34

Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks
Yanshuang Li, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101185-101185
Closed Access | Times Cited: 46

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

Interindustry volatility spillover effects in China’s stock market
Kedong Yin, Zhe Liu, Xue Jin
Physica A Statistical Mechanics and its Applications (2019) Vol. 539, pp. 122936-122936
Closed Access | Times Cited: 39

An ACP-Based Parallel Approach for Color Image Encryption Using Redundant Blocks
Wenbo Zheng, Lan Yan, Chao Gou, et al.
IEEE Transactions on Cybernetics (2021) Vol. 52, Iss. 12, pp. 13181-13196
Closed Access | Times Cited: 27

The impact of COVID-19 on cryptocurrency markets: A network analysis based on mutual information
Mi Yeon Hong, Ji Won Yoon
PLoS ONE (2022) Vol. 17, Iss. 2, pp. e0259869-e0259869
Open Access | Times Cited: 19

Optimizing Investment Strategies: Harnessing the Power of K-Line Complex Networks
Qiujun Lan, Haojie Li, Xianhua Mi, et al.
International Review of Economics & Finance (2025), pp. 104024-104024
Open Access

A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets
Longsheng Cheng, Mahboubeh Shadabfar, Arash Sioofy Khoojine
Mathematics (2023) Vol. 11, Iss. 5, pp. 1148-1148
Open Access | Times Cited: 9

An empirical study of risk diffusion in the cryptocurrency market based on the network analysis
Mingyuan Yang, Zhenguo Wu, X. Wu
Finance research letters (2022) Vol. 50, pp. 103180-103180
Closed Access | Times Cited: 13

Study on the Stability of Complex Networks in the Stock Markets of Key Industries in China
Zinuoqi Wang, Guofeng Zhang, Xiaojing Ma, et al.
Entropy (2024) Vol. 26, Iss. 7, pp. 569-569
Open Access | Times Cited: 2

Constructing a multilayer network for stock market
Wei Chen, Manrui Jiang, Cheng Jiang
Soft Computing (2019) Vol. 24, Iss. 9, pp. 6345-6361
Closed Access | Times Cited: 18

The construction of multilayer stock network model
Wei Chen, Shuai Qu, Manrui Jiang, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 565, pp. 125608-125608
Closed Access | Times Cited: 16

Belt and Road Initiative and Railway Sector Efficiency—Application of Networked Benchmarking Analysis
Weidong Li, Olli‐Pekka Hilmola
Sustainability (2019) Vol. 11, Iss. 7, pp. 2070-2070
Open Access | Times Cited: 17

The dynamic volatility transmission in the multiscale spillover network of the international stock market
Xueyong Liu, Cheng Jiang
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125144-125144
Closed Access | Times Cited: 13

Network evolution underneath the volatility spillover in traditional and clean energy markets
Jin Chen, Yue Chen, Qinen Gu, et al.
Applied Economics (2023) Vol. 55, Iss. 58, pp. 6905-6921
Closed Access | Times Cited: 4

Stability of China’s Stock Market: Measure and Forecast by Ricci Curvature on Network
Xinyu Wang, Liang Zhao, Ning Zhang, et al.
Complexity (2023) Vol. 2023, pp. 1-12
Open Access | Times Cited: 2

Stock Network Stability After Crashes Based on Entropy Method
Mingyuan Yang, Fei Ren, Sai-Ping Li
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 5

Media Sentiment, Government Supervision Strategy, and Stock Price Fluctuation Risk
Zhu Ju-fang
Discrete Dynamics in Nature and Society (2021) Vol. 2021, pp. 1-16
Open Access | Times Cited: 5

Relationship between Herd Behavior and Chinese Stock Market Fluctuations during a Bullish Period Based on Complex Networks
Yong Shi, Yuanchun Zheng, Kun Guo, et al.
International Journal of Information Technology & Decision Making (2021) Vol. 21, Iss. 01, pp. 405-421
Closed Access | Times Cited: 4

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

Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk
George Tzagkarakis, Eleftheria Lydaki, Frantz Maurer
Computational Economics (2024)
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

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