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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:

Firm Volatility in Granular Networks
Bernard Herskovic, Bryan Kelly, Hanno Lustig, et al.
Journal of Political Economy (2020) Vol. 128, Iss. 11, pp. 4097-4162
Open Access | Times Cited: 97

Showing 1-25 of 97 citing articles:

Production Networks: A Primer
Vasco M. Carvalho, Alireza Tahbaz-Salehi
Annual Review of Economics (2019) Vol. 11, Iss. 1, pp. 635-663
Open Access | Times Cited: 287
Bank liquidity provision across the firm size distribution
Gabriel Chodorow-Reich, Olivier Darmouni, Stephan Luck, et al.
Journal of Financial Economics (2021) Vol. 144, Iss. 3, pp. 908-932
Open Access | Times Cited: 144
Volatility Forecasting with Machine Learning and Intraday Commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
Journal of Financial Econometrics (2023) Vol. 22, Iss. 2, pp. 492-530
Open Access | Times Cited: 24
A Dynamic Model of Input–Output Networks
Ernest Liu, Aleh Tsyvinski
The Review of Economic Studies (2024) Vol. 91, Iss. 6, pp. 3608-3644
Closed Access | Times Cited: 8
Text-Based Measure of Supply Chain Risk Exposure
Di Wu
Management Science (2023) Vol. 70, Iss. 7, pp. 4781-4801
Closed Access | Times Cited: 20
Decomposing the Growth of Top Wealth Shares
Matthieu Gomez
Econometrica (2023) Vol. 91, Iss. 3, pp. 979-1024
Open Access | Times Cited: 18
The origins and effects of macroeconomic uncertainty
Francesco Bianchi, Howard Kung, Mikhail Tirskikh
Quantitative Economics (2023) Vol. 14, Iss. 3, pp. 855-896
Open Access | Times Cited: 17
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
Chao Zhang, Xingyue Pu, Mihai Cucuringu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis
Yan Zhang, Yushi Xu, Xintong Zhu, et al.
Journal of commodity markets (2024) Vol. 34, pp. 100392-100392
Closed Access | Times Cited: 6
Climate shocks, institutional investors, and the information content of stock prices
Iván Blanco, José M. Martín-Flores, Alvaro Remesal
Journal of Corporate Finance (2024) Vol. 86, pp. 102567-102567
Closed Access | Times Cited: 6
Dynamic Networks in Large Financial and Economic Systems
Michael Ellington, Jozef Baruník
SSRN Electronic Journal (2020)
Open Access | Times Cited: 47
Bank Liquidity Provision Across the Firm Size Distribution
Gabriel Chodorow-Reich, Olivier Darmouni, Stephan Luck, et al.
(2020)
Open Access | Times Cited: 47
Persistence in financial connectedness and systemic risk
Jozef Baruník, Michael Ellington
European Journal of Operational Research (2023) Vol. 314, Iss. 1, pp. 393-407
Open Access | Times Cited: 15
The stochastic implications of autonomous creation and destruction
Gregory W. Huffman
Journal of Economic Dynamics and Control (2025), pp. 105022-105022
Open Access
Trade policy uncertainty and market diversification by risk-averse firms
Zhiyuan Chen, Zhihao Wang, Ting Zhu, et al.
China Economic Review (2025), pp. 102400-102400
Closed Access
What contributes to SME vs. large firm resilience to economic crisis in developing countries? A decomposition analysis based on the COVID-19 shock
Mohammad Amin, Filip Jolevski, Asif Islam
Empirical Economics (2025)
Closed Access
How do suppliers benefit from customers’ voluntary disclosure? the effect of customers’ earnings guidance on upstream firms’ investment efficiency
Peng‐Chia Chiu, Lili Jiu, Po-Hsiang Yu
Journal of Accounting and Public Policy (2021) Vol. 41, Iss. 1, pp. 106880-106880
Closed Access | Times Cited: 28
Counterparty Risk: Implications for Network Linkages and Asset Prices
Fotis Grigoris, Yunzhi Hu, Gill Segal
Review of Financial Studies (2022) Vol. 36, Iss. 2, pp. 814-858
Closed Access | Times Cited: 21
Global uncertainty, macroprudence and export value: "quality up" or "quantity up"
Z. P. Fan, Fan Guo, ChenBian
International Review of Economics & Finance (2025), pp. 104058-104058
Open Access
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Xavier Gabaix, Ralph S. J. Koijen
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 27
The international propagation of economic downturns through multinational companies: The real economy channel
Jan Bena, Serdar Dinc, Isil Erel
Journal of Financial Economics (2021) Vol. 146, Iss. 1, pp. 277-304
Open Access | Times Cited: 23
Volatility forecasting with machine learning and intraday commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 15
Firms, Destinations, and Aggregate Fluctuations
Julian di Giovanni, Andrei A. Levchenko, Isabelle Méjean
(2014)
Open Access | Times Cited: 28
Demand shock propagation through input-output linkages in Japan
Yoshiyuki Arata, Daisuke Miyakawa
Journal of Economic Behavior & Organization (2024) Vol. 219, pp. 262-283
Open Access | Times Cited: 2
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Monica Billio, Massimiliano Caporin, Roberto Panzica, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 196-223
Open Access | Times Cited: 11
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