Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Social dynamics of financial networks
Teruyoshi Kobayashi, Taro Takaguchi
EPJ Data Science (2018) Vol. 7, Iss. 1
Open Access | Times Cited: 18

Showing 18 citing articles:

Network models of financial systemic risk: a review
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
Journal of Computational Social Science (2017) Vol. 1, Iss. 1, pp. 81-114
Open Access | Times Cited: 48
The structured backbone of temporal social ties
Teruyoshi Kobayashi, Taro Takaguchi, Alain Barrat
Nature Communications (2019) Vol. 10, Iss. 1
Open Access | Times Cited: 37
Identifying relationship lending in the interbank market: A network approach
Teruyoshi Kobayashi, Taro Takaguchi
Journal of Banking & Finance (2018) Vol. 97, pp. 20-36
Open Access | Times Cited: 24
Construction, comparison and evolution of networks in life sciences and other disciplines
Deisy Morselli Gysi, Katja Nowick
Journal of The Royal Society Interface (2020) Vol. 17, Iss. 166, pp. 20190610-20190610
Open Access | Times Cited: 21
Quantitative scenarios for cascading risks in AI, climate, synthetic bio, and financial markets by 2075
Trond Arne Undheim, Taimur Ahmad
Frontiers in Complex Systems (2024) Vol. 2
Open Access | Times Cited: 2
Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network
Manjin Shao, Hong Fan
EPJ Data Science (2024) Vol. 13, Iss. 1
Open Access | Times Cited: 1
Dynamic patterns of daily lead-lag networks in stock markets
Yongli Li, Chao Liu, Tianchen Wang, et al.
Quantitative Finance (2021) Vol. 21, Iss. 12, pp. 2055-2068
Closed Access | Times Cited: 10
Network Models of Financial Systemic Risk: A Review
Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi
SSRN Electronic Journal (2017)
Open Access | Times Cited: 10
Two types of densification scaling in the evolution of temporal networks
Teruyoshi Kobayashi, Mathieu Génois
Physical review. E (2020) Vol. 102, Iss. 5
Open Access | Times Cited: 7
The switching mechanisms of social network densification
Teruyoshi Kobayashi, Mathieu Génois
Scientific Reports (2021) Vol. 11, Iss. 1
Open Access | Times Cited: 6
Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies
Yongli Li, Tianchen Wang, Baiqing Sun, et al.
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 4
Extracting the multi-timescale activity patterns of online financial markets
Teruyoshi Kobayashi, Anna Sapienza, Emilio Ferrara
Scientific Reports (2018) Vol. 8, Iss. 1
Open Access | Times Cited: 4
Significant ties: Identifying relationship lending in temporal interbank networks
Teruyoshi Kobayashi, Taro Takaguchi
arXiv (Cornell University) (2017)
Closed Access | Times Cited: 2
Identifying the temporal dynamics of densification and sparsification in human contact networks
Shaunette T. Ferguson, Teruyoshi Kobayashi
EPJ Data Science (2022) Vol. 11, Iss. 1
Open Access | Times Cited: 2
Research on the Risk Contagion Effect between the Network Structure and Commercial Banks - Based on the Data of 25 Banks' Inter-bank Lending
Chongzhen Huang, Mingzhe Li
Advances in economics, business and management research/Advances in Economics, Business and Management Research (2023), pp. 86-93
Open Access
Exploratory Analysis of Literature on the Impact of Globalization on Finance
Loso Judijanto, Eva Yuniarti Utami, Rianti Setyawasih, et al.
West Science Interdisciplinary Studies (2023) Vol. 1, Iss. 12, pp. 1451-1460
Open Access
On the paradigm shift of asset pricing models, before and after the global financial crisis
Carolina Carbajal-De-Nova, Francisco Venegas-Martı́nez
PANORAMA ECONÓMICO (2019) Vol. 15, Iss. 29, pp. 7-38
Open Access
Emergencia global del ecosistema financiero computacional
Oscar Mauricio Granados Erazo
(2020)
Open Access
Page 1

Scroll to top