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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:

Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis
Riadh Aloui, Sami Ben Jabeur, Salma Mefteh‐Wali
Research in International Business and Finance (2022) Vol. 62, pp. 101709-101709
Open Access | Times Cited: 25

Showing 25 citing articles:

Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10
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
Exploring global financial interdependencies among ASEAN-5, major developed and developing markets
Barkha Dhingra, Mohit Saini, Mahender Yadav, et al.
The Journal of Economic Asymmetries (2025) Vol. 31, pp. e00398-e00398
Closed Access
A multi-pronged analysis of common and market-specific equity outliers across the G7, China, and global markets using country ETFs
Abbas Valadkhani
Finance research letters (2025), pp. 106771-106771
Open Access
Navigating Uncertainty in an Emerging Market: Data-Centric Portfolio Strategies and Systemic Risk Assessment in the Johannesburg Stock Exchange
John Weirstrass Muteba Mwamba, Jules Clément, Anaclet K. Kitenge
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 32-32
Open Access
Dynamic spillover and connectedness in higher moments of European stock sector markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102164-102164
Closed Access | Times Cited: 14
Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
Walid Mensi, Farzaneh Ahmadian-Yazdi, Sami Al Kharusi, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102299-102299
Closed Access | Times Cited: 4
Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors
Duc Hong Vo, Hung Le-Phuc Nguyen
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Pengfei Dai, Wei‐Xing Zhou
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101820-101820
Open Access | Times Cited: 8
Market risk exposure determinants during the COVID-19 outbreak: between competitiveness and inequality
Pedro L. Angosto‐Fernández, Victoria Ferrández-Serrano
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 2
Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets
Buhari Doğan, Sami Ben Jabeur, Aviral Kumar Tiwari, et al.
Research in International Business and Finance (2024) Vol. 73, pp. 102626-102626
Closed Access | Times Cited: 2
Introducing the GVAR-GARCH model: Evidence from financial markets
Arsenios‐Georgios N. Prelorentzos, Konstantinos Ν. Konstantakis, Panayotis G. Michaelides, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101936-101936
Closed Access | Times Cited: 2
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs
Yinhong Yao, Jingyu Li, Wei Chen
International Review of Economics & Finance (2023) Vol. 89, pp. 1217-1233
Closed Access | Times Cited: 6
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
Possibility versus feasibility: International portfolio diversification under financial liberalization
Hongbo He, Yiqing Chen, Hong Wan, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102652-102652
Closed Access | Times Cited: 3
Over-expected shocks and financial market security: Evidence from China's markets
Yueshan Li, Shoudong Chen, Ahmet Şensoy, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102194-102194
Open Access | Times Cited: 3
Does investing in countries along the belt and road reduce firms’ downside risk? Evidence from Chinese manufacturing firms
Zhou Chao, Feng Lin
Finance research letters (2023) Vol. 58, pp. 104399-104399
Closed Access | Times Cited: 2
The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets
Boubekeur Baba
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access
Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets
Yang Hu, Shaen Corbet, Yang Hou, et al.
Applied Economics (2024), pp. 1-29
Open Access
Asymmetric impact of the COVID-19 on the Moroccan stock exchange
Salah Eddine Kartobi, Moulay Abdeljamil Aba Oubida, Zineb Elhachimi
Review of Behavioral Finance (2024) Vol. 17, Iss. 1, pp. 64-82
Closed Access
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
Abdel Razzaq Al Rababa’a, Walid Mensi, David G. McMillan, et al.
Journal of Forecasting (2024)
Open Access
Global Value Chains and Systemic Risk: Evidence from China and the G7 Countries
Siyu Zhu, Yong Li, Tong Niu
Emerging Markets Finance and Trade (2024), pp. 1-16
Closed Access
The Intersectoral Systemic Risk Shock of Emergency Crisis Events in China’s Financial Market: Nonparametric Methods and Panel Event Study Analyses
Lei Ao, Hui Zhao, Yixiang Tian
Systems (2023) Vol. 11, Iss. 3, pp. 147-147
Open Access | Times Cited: 1
Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach
Zhengyuan Wei, Qingxia He, Qili Zhou, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 632, pp. 129357-129357
Closed Access | Times Cited: 1
Cryptocurrency and Tech Stocks in Indonesia
Andreas Renard Widarto, Harjum Muharam, Irene Rini Demi Pangestuti
Advances in economics, business and management research/Advances in Economics, Business and Management Research (2023), pp. 368-374
Open Access
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