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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:

The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model
L. Cerboni Baiardi, Massimo Costabile, Domenico De Giovanni, et al.
Risks (2020) Vol. 8, Iss. 3, pp. 71-71
Open Access | Times Cited: 11

Showing 11 citing articles:

Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis
Ștefan Cristian Gherghina, Daniel Armeanu, Camelia Cătălina Joldeş
International Journal of Environmental Research and Public Health (2020) Vol. 17, Iss. 18, pp. 6729-6729
Open Access | Times Cited: 72
Long short-term memory autoencoder based network of financial indices
Kamrul Hasan Tuhin, Ashadun Nobi, Mahmudul Hasan Rakib, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
Structural Clustering of Volatility Regimes for Dynamic Trading Strategies
Arjun Prakash, Nick James, Max Menzies, et al.
Applied Mathematical Finance (2021) Vol. 28, Iss. 3, pp. 236-274
Open Access | Times Cited: 23
Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management
Marek Nagy, Katarína Valašková, Erika Kovalová, et al.
Economies (2024) Vol. 12, Iss. 4, pp. 77-77
Open Access | Times Cited: 2
Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics
Hiroyuki Okawa
Journal of risk and financial management (2023) Vol. 16, Iss. 2, pp. 67-67
Open Access | Times Cited: 4
Nonlinear shifts and dislocations in financial market structure and composition
Nick James, Max Menzies
Chaos An Interdisciplinary Journal of Nonlinear Science (2024) Vol. 34, Iss. 7
Open Access | Times Cited: 1
The optimal cyclical design for a target benefit pension plan
Chen Lv, Danping Li, Yu-Min Wang, et al.
Journal of Pensions Economics and Finance (2022) Vol. 22, Iss. 3, pp. 284-303
Closed Access | Times Cited: 6
Tail Risk and Extreme Events: Connections between Oil and Clean Energy
Elisa Di Febo, Matteo Foglia, Eliana Angelini
Risks (2021) Vol. 9, Iss. 2, pp. 39-39
Open Access | Times Cited: 6
Regime shifts in equity risk premium: international evidence
Dmitry А. Endovitsky, Вячеслав Владимирович Коротких
Vestnik Voronezhskogo gosudarstvennogo universiteta Ser Ekonomika i upravlenie = Proceedings of Voronezh State University Series Economics and Management (2022), Iss. 1
Open Access | Times Cited: 4
Market Reactions to U.S. Financial Indices: A Comparison of the GFC versus the COVID-19 Pandemic Crisis
Dante Iván Agatón Lombera, Diego Andrés Cardoso López, Jesús Antonio López Cabrera, et al.
Economies (2024) Vol. 12, Iss. 7, pp. 165-165
Open Access
The impact of COVID on Conditional Correlation and Volatilities of Consumer Sentiment and Aggregate Stock Market
Sandip Chakraborty
SSRN Electronic Journal (2023)
Closed Access
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