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 time-varying spillover effect of China’s stock market during the COVID-19 pandemic
Xueyong Liu, Zhihua Chen, Zhensong Chen, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 603, pp. 127821-127821
Open Access | Times Cited: 12

Showing 12 citing articles:

Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies
Sheng Cheng, MingJie Deng, Ruibin Liang, et al.
Resources Policy (2023) Vol. 82, pp. 103579-103579
Closed Access | Times Cited: 16

Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions
Chengcheng Liu, Meng Tian, Bai Huang
International Review of Financial Analysis (2025), pp. 104034-104034
Closed Access

Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis
Salim Lahmiri, Stelios Bekiros, Frank Bezzina
Chaos Solitons & Fractals (2022) Vol. 165, pp. 112813-112813
Closed Access | Times Cited: 12

The impact of the corona epidemic on working capital management for jordanian companies listed on the amman stock exchange
Yaser Mohd Hamshari, Mohammad Ahmad Alqam, Haitham Yousef Ali
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 11

Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1

Bidirectional Risk Spillovers between Chinese and Asian Stock Markets: A Dynamic Copula-EVT-CoVaR Approach
Mingguo Zhao, Hail Park
Journal of risk and financial management (2024) Vol. 17, Iss. 3, pp. 110-110
Open Access | Times Cited: 1

Stock Market Volatility Response to COVID-19: Evidence from Thailand
Suthasinee Suwannapak, Surachai Chancharat
Journal of risk and financial management (2022) Vol. 15, Iss. 12, pp. 592-592
Open Access | Times Cited: 6

The dynamic risk spillover of higher-order moments in the China’s energy market: A time-frequency perspective
Xueyong Liu, Binbin Wang, Min Luo, et al.
International Journal of Green Energy (2024), pp. 1-19
Closed Access

Investigating Dynamic Connectedness of Global Equity Markets: The Role of Investor Attention
Saumya Ranjan Dash, David Gabauer, Garima Goel, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1

Investigating dynamic connectedness of global equity markets: the role of investor attention
Saumya Ranjan Dash, David Gabauer, Garima Goel, et al.
Applied Economics (2023) Vol. 56, Iss. 55, pp. 7222-7243
Closed Access

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