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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:

Uncovering the Effect of News Signals on Daily Stock Market Performance: An Econometric Analysis
Shahid Raza, Sun Baiqing, Pwint Kay Khine, et al.
International Journal of Financial Studies (2023) Vol. 11, Iss. 3, pp. 99-99
Open Access | Times Cited: 10

Showing 10 citing articles:

LSTM-Based Time Series Prediction Model: A Case Study with YFinance Stock Data
Yimiao Yu
ITM Web of Conferences (2025) Vol. 70, pp. 03015-03015
Open Access
Advancing Stock Market Predictions with Time Series Analysis including LSTM and ARIMA
Ishtiaq Ahammad, William Ankan Sarkar, Famme Akter Meem, et al.
Cloud Computing and Data Science (2024), pp. 226-241
Open Access | Times Cited: 4
Global Financial Market Integration: A Literature Survey
Sama Haddad
Journal of risk and financial management (2023) Vol. 16, Iss. 12, pp. 495-495
Open Access | Times Cited: 5
Analyzing volatility patterns in the Chinese stock market using partial mutual information-based distances
Arash Sioofy Khoojine, Ziyun Feng, Mahboubeh Shadabfar, et al.
The European Physical Journal B (2023) Vol. 96, Iss. 12
Closed Access | Times Cited: 4
Measuring dynamic interlinkages between energy uncertainty, investor sentiment and financial market volatility: Fresh insights from the R² decomposed linkage method
Lê Thanh Hà, To Trung Thanh
Energy Reports (2024) Vol. 13, pp. 363-377
Closed Access | Times Cited: 1
Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms
Ionuț Nica, Ștefan Ionescu, Camelia Delcea, et al.
Risks (2024) Vol. 12, Iss. 2, pp. 36-36
Open Access
A News Sentiment Index to Inform International Financial Reporting Standard 9 Impairments
Yolanda S. Stander
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 282-282
Open Access
The Effect of Twitter Messages and Tone on Stock Return: The Case of Saudi Stock Market “Tadawul”
Mohammed S. Albarrak
Journal of risk and financial management (2024) Vol. 17, Iss. 9, pp. 405-405
Open Access
Nexus between Monetary Freedom, Political Stability and Exchange Rate with Sustainable Stock Market Development in Pakistan: A Comparative Analysis by ARDL and NARDL
Kashif Islam, Nadia Nasir, Nabila Asghar, et al.
Pakistan Journal of Humanities and Social Sciences (2023) Vol. 11, Iss. 3, pp. 3175-3192
Open Access
Investigating Volatility Dynamics of the Portugal Stock Market using FIGARCH Models
Kumar Santosh, Meher Bharat Kumar, Birău Ramona, et al.
Annals of Dunarea de Jos University of Galati Fascicle I Economics and Applied Informatics (2023) Vol. 29, Iss. 3, pp. 39-45
Open Access
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