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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:

Systemic importance of financial institutions: A complex network perspective
Xin Yang, Shigang Wen, Xian Zhao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123448-123448
Closed Access | Times Cited: 22

Showing 22 citing articles:

Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
Shigang Wen, Jianping Li, Chuangxia Huang, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 88, pp. 190-202
Closed Access | Times Cited: 37
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Xin Yang, Shan Chen, Liu Hong, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 2, pp. 1201-1213
Closed Access | Times Cited: 35
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
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
Systemic Importance of Chinese Financial Institutions based on the QC-ISAM-ARMA Temporal Network with Coupling
Zhao Xia, Sun Xiao, Jiefei Huang, et al.
The Quarterly Review of Economics and Finance (2025), pp. 101979-101979
Closed Access
Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach
Cheng Jiang, Qian Sun, Tanglin Ye, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 611, pp. 128446-128446
Closed Access | Times Cited: 10
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
Dynamic correlations of renewable-energy companies: Evidence from a multilayer network model
Cuixia Gao, Yu Mao, Juan Li, et al.
Journal of Renewable and Sustainable Energy (2023) Vol. 15, Iss. 1
Closed Access | Times Cited: 5
Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach
Zhi Su, Fuwei Xu
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100681-100681
Closed Access | Times Cited: 12
Systemic Importance of China’s Financial Institutions: A Jump Volatility Spillover Network Review
Xin Yang, Xian Zhao, Xu Gong, et al.
Entropy (2020) Vol. 22, Iss. 5, pp. 588-588
Open Access | Times Cited: 12
The Impact of Rapid Digital Transformation on Employee Empowerment: Evidence from The UAE Banking Sector
Maha Shedid, James Cunningham, Neil Connon, et al.
International Journal of Business and Applied Social Science (2024), pp. 18-28
Open Access | Times Cited: 1
Quantifying the reciprocal impacts of capital and logistics networks in the supply chains: A cyber–physical system approach
Xiaoyang Duan, Peixin Zhao, Zhuyue Li, et al.
Chaos Solitons & Fractals (2024) Vol. 188, pp. 115539-115539
Closed Access | Times Cited: 1
Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis
Fuwei Xu
Computational Economics (2022)
Closed Access | Times Cited: 7
Analysis of Global Remittance Based on Complex Networks
Shigang Wen, Yu Tan, Mengge Li, et al.
Frontiers in Physics (2020) Vol. 8
Open Access | Times Cited: 10
Spatial Spillover Effect of Financial Flexibility on Investment in China’s Convention and Exhibition Listed Companies
Xiaoqun Liu, Liuchun Yu, Yuchen Zhang, et al.
Mathematical Problems in Engineering (2020) Vol. 2020, pp. 1-10
Open Access | Times Cited: 4
Systemic risk spillover effects within the Moroccan banking industry
Ayoub Kyoud, Cherif El Msiyah, Jaouad Madkour, et al.
Cogent Business & Management (2024) Vol. 11, Iss. 1
Open Access
Research on Stock Price Volatility Spillover Relationship of Listed Mining Companies from the Perspective of Industry Chain
Xian Xi, Weiqiong Zhong, Xiangyun Gao, et al.
(2024)
Closed Access
Analysis of Important Nodes in China’s Stock Market Based on Jump Volatility Spillover Networks
栩彬 胡
Advances in Applied Mathematics (2021) Vol. 10, Iss. 08, pp. 2648-2659
Closed Access | Times Cited: 1
Influential Risk Spreaders and Systemic Risk in Chinese Financial Networks
Mingyuan Yang, Zhenguo Wu, Xin Wu, et al.
(2023)
Closed Access
Systemic Risk Spillover Effects among China’s Financial Institutions: Evidence from the Spatial Econometric Model
Lei Ao, Yixiang Tian, Hui Zhao
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 06
Closed Access
Exploring the Interactive Dynamic Influences Between Chinese and US’s Future Markets
Haitao Huang, Xiaolong Zheng, Daniel Zeng
Lecture notes in electrical engineering (2022), pp. 917-928
Closed Access
A eficiência bancária brasileira de 2000 a 2018: uma avaliação a partir da Fronteira Estocástica e do DEA de dois estágios
Carlos Roberto Bonaretti Filho
(2021)
Open Access
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