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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:

Safe haven assets for international stock markets: A regime-switching factor copula approach
Minoru Tachibana
Research in International Business and Finance (2021) Vol. 60, pp. 101591-101591
Closed Access | Times Cited: 13

Showing 13 citing articles:

Resilience of Stablecoins During Turbulent Times: An Event Study and Wavelet Analysis of Covid-19 and Russia-Ukraine War
Chiraz Karamti, Wafa BOUABID
(2025)
Closed Access
Portfolio optimization based on network centralities: Which centrality is better for asset selection during global crises?
Gang‐Jin Wang, Huahui Huai, You Zhu, et al.
Journal of Management Science and Engineering (2024) Vol. 9, Iss. 3, pp. 348-375
Open Access | Times Cited: 4
Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches
Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al‐Yahyaee, et al.
Resources Policy (2022) Vol. 80, pp. 103161-103161
Closed Access | Times Cited: 18
Regime-switching effect of COVID-19 pandemic on stock market index: evidence from Turkey as an emerging market example
Mustafa Tevfik Kartal, Fatih Ayhan, Derviş Kırıkkaleli
Macroeconomics and Finance in Emerging Market Economies (2022) Vol. 17, Iss. 1, pp. 189-206
Closed Access | Times Cited: 14
Safe-Haven Currencies as Defensive Assets in Global Stocks Portfolios: A Reassessment of the Empirical Evidence (1999–2022)
Marco Tronzano
Journal of risk and financial management (2023) Vol. 16, Iss. 5, pp. 273-273
Open Access | Times Cited: 4
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
Michael Gaete Morales, Rodrigo Herrera
Journal of commodity markets (2023) Vol. 32, pp. 100363-100363
Open Access | Times Cited: 3
Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021)
Marco Tronzano
Journal of risk and financial management (2022) Vol. 15, Iss. 6, pp. 241-241
Open Access | Times Cited: 5
The Mediating Effect of Trading Volume on the Relationship between Investor Sentiment and the Return of Tech Companies
Jesse Hoekstra, Derya Güler
Journal of Behavioral Finance (2022) Vol. 25, Iss. 3, pp. 356-373
Open Access | Times Cited: 4
Relationship between the S&P 500 index and its constituents: A regime-switching copula approach and a model-free asymmetry test
Minoru Tachibana
SSRN Electronic Journal (2024)
Closed Access
A Bibliometric analysis of literature on hedge and safe haven assets
Muhammad Anas, Elie Bouri, Syed Jawad Hussain Shahzad
Journal of Economic Surveys (2024)
Closed Access
How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas Conflict Using Event Study Approach
Sumita J Shroff, Nidhi Agrawal, Udai Lal Paliwal, et al.
Research in International Business and Finance (2024), pp. 102712-102712
Closed Access
Market-moving events and their role in portfolio optimization of generations X, Y, and Z
Małgorzata Iwanicz‐Drozdowska, Karol Rogowicz, Paweł Smaga
International Journal of Management and Economics (2023) Vol. 59, Iss. 4, pp. 371-397
Open Access
Tahvil ve Hisse Senedi Piyasaları Arasında Zamanla Değişen Nedensellik İlişkileri: Hatemi-J Dinamik Nedensellik Testi Bulguları
Mevlüt CAMGÖZ
Muhasebe ve Finansman Dergisi (2022), Iss. 96, pp. 97-116
Open Access
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