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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:

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: 35

Showing 1-25 of 35 citing articles:

Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
European Journal of Finance (2024) Vol. 30, Iss. 18, pp. 2157-2190
Closed Access | Times Cited: 7
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: 20
Time–frequency dependence and connectedness between financial technology and green assets
Christian Urom
International Economics (2023) Vol. 175, pp. 139-157
Closed Access | Times Cited: 17
Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?
Xianfang Su, Yachao Zhao
Global Finance Journal (2025) Vol. 64, pp. 101076-101076
Closed Access
Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets
Mohammad Abdullah, Mohammad Ashraful Ferdous Chowdhury, G. M. Wali Ullah
Global Finance Journal (2025), pp. 101082-101082
Open Access
Bankruptcy risk contagion: considering systemically important FinTech firms
Zaheer Anwer, Ashraf Khan, Davide Castellani, et al.
European Journal of Finance (2025), pp. 1-20
Closed Access
How do risk spillover network structures affect VaR? Using complex networks and quantile regression models
Xian Xi, Xiangyun Gao, Weiqiong Zhong
International Review of Economics & Finance (2025), pp. 103956-103956
Open Access
Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion
Jiaojiao Sun, Chen Zhang, Rongrong Zhang, et al.
Pacific-Basin Finance Journal (2025), pp. 102713-102713
Closed Access
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
Forecasting volatility spillovers across Chinese financial industries: an out-of-sample framework using a novel matrix autoregressive model
Chengcheng Liu, Fang Tong
Applied Economics (2025), pp. 1-21
Closed Access
Dynamic Connectedness and Portfolio Strategies: Insights from Fintech, Robotics, Renewable Energy, and Green Bonds in China
Nader Naifar
Journal of Climate Finance (2025), pp. 100060-100060
Closed Access
Assessing systemic risk spillovers from FinTech to China’s financial system
Maoxi Tian, Rim El Khoury, Nohade Nasrallah, et al.
European Journal of Finance (2023) Vol. 30, Iss. 8, pp. 803-826
Closed Access | Times Cited: 9
Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
Jiaojiao Sun, Chen Zhang, Jing Zhu, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102215-102215
Closed Access | Times Cited: 2
Research on the FinTech risk early warning based on the MS-VAR model: An empirical analysis in China
Ya Bu, Xin Du, Hui Li, et al.
Global Finance Journal (2023) Vol. 58, pp. 100898-100898
Open Access | Times Cited: 6
Multi-layer risk spillover network of Chinese Energy companies under the background of carbon neutralization
Wenwen Zhou, Rui-Lin Feng, Xiaoning Song, et al.
Petroleum Science (2024)
Open Access | Times Cited: 1
Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations
Lu Wei, Haozhe Jing, Jie Huang, et al.
Economic Modelling (2023) Vol. 127, pp. 106461-106461
Open Access | Times Cited: 3
The extreme risk connectedness of the global financial system: G7 and BRICS evidence
Ning Chen, Shaofang Li, Shuai Lu
Journal of Multinational Financial Management (2023) Vol. 69, pp. 100812-100812
Closed Access | Times Cited: 3
Stock Return Direction Forecasting: The Role of Good and Bad Information Spillover Networks
Youtao Xiang, Sumuya Borjigin
(2024)
Closed Access
Exploring Tail Risk Spillover Effects Among Fintech, ESG and Energy in China: Evidence from a Caviar and Tvp-Var Approach
Yu Yuan, Jinpeng Feng
(2024)
Closed 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
Identifying risks in temporal supernetworks: an IO-SuperPageRank algorithm
Yijun Liu, Xiaokun Jin, Yunrui Zhang
Humanities and Social Sciences Communications (2024) Vol. 11, Iss. 1
Open Access
Systemic risk assessment of Lithuanian second-pillar pension funds through connectedness and spillover
Audrius Kabašinskas
Journal of Mathematics in Industry (2024) Vol. 14, Iss. 1
Open Access
Fintech industry risk: does investor attention matter?
Weiying Ping, Min Liu, Shan Miao
Applied Economics (2024), pp. 1-14
Closed Access
Centrality measures on segmented entropy networks to identify influencers and influencees for financial market scenario
Anwesha Sengupta, Asif Iqbal Middya, Sarbani Roy
International Journal of Data Science and Analytics (2024)
Closed Access
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