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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:

Risk premium spillovers among stock markets: Evidence from higher-order moments
Marinela Adriana Finta, Sofiane Aboura
Journal of Financial Markets (2020) Vol. 49, pp. 100533-100533
Open Access | Times Cited: 47

Showing 26-50 of 47 citing articles:

A note on the Bitcoin and Fed Funds rate
Sofiane Aboura
Empirical Economics (2022) Vol. 63, Iss. 5, pp. 2577-2603
Open Access | Times Cited: 12
Trading commodity ETFs: Price behavior, investment insights, and performance analysis
Elroi Hadad, D.K. Malhotra, Srinivas Nippani
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1257-1276
Open Access | Times Cited: 2
Which proxy: Capturing lottery feature through aggregation
Lei Jiang, Guofu Zhou, Yifeng Zhu
Financial Management (2024)
Closed Access | Times Cited: 2
Skewness-based market integration: A systemic risk measure across international equity markets
Zhihong Jian, Xupei Li
International Review of Financial Analysis (2021) Vol. 74, pp. 101664-101664
Closed Access | Times Cited: 13
Developing a crisis model based on higher-order moments
Vera Ivanyuk
Heliyon (2022) Vol. 8, Iss. 2, pp. e08896-e08896
Open Access | Times Cited: 8
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks
Matteo Foglia, Vasilios Plakandaras, Rangan Gupta, et al.
Research in International Business and Finance (2024), pp. 102667-102667
Closed Access | Times Cited: 1
Lottery Preference and Anomalies
Lei Jiang, Quan Wen, Guofu Zhou, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 11
Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic
Walid M.A. Ahmed, Mohamed A.E. Sleem
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 7
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Pierpaolo Uberti
Quantitative Finance (2023) Vol. 23, Iss. 5, pp. 877-886
Closed Access | Times Cited: 3
Time dynamics of connectedness between commodity convenience yields and zero-coupon inflation swap rates
Okan Aybar, Mehmet Hüseyin Bilgin, Serda Selin Öztürk
Investment Analysts Journal (2020) Vol. 49, Iss. 4, pp. 289-302
Closed Access | Times Cited: 6
The predictability of skewness risk premium on stock returns: Evidence from Chinese market
Zhongxin Ni, Linyu Wang
International Review of Economics & Finance (2023) Vol. 87, pp. 576-594
Closed Access | Times Cited: 2
Contagion among European financial indices, evidence from a quantile VAR approach
Giulio Palomba, Marco Tedeschi
Economic Systems (2024) Vol. 48, Iss. 2, pp. 101183-101183
Closed Access
Information Flow between Stock Returns of Advanced Markets and Emerging/Frontier African Economies
Umar‐Farouk Atipaga, Paul Alagidede, George Tweneboah
(2024)
Closed Access
RETRACTED: The Impact of FOMC Announcements on Cryptocurrency Risk Spillover in Different Market Conditions
Haifeng Wu
Research Square (Research Square) (2024)
Closed Access
RETRACTED: The Impact of FOMC Announcements on Cryptocurrency Risk Spillover in Different Market Conditions
Haifeng Wu
Research Square (Research Square) (2024)
Closed Access
Information Flow between Stock Returns of Advanced Markets and Emerging African Economies.
Umar‐Farouk Atipaga, Paul Alagidede, George Tweneboah
Research in International Business and Finance (2024) Vol. 73, pp. 102603-102603
Open Access
Asymmetric Higher-Moment spillovers between sustainable and traditional investments
Xie He, Shigeyuki Hamori
Journal of International Financial Markets Institutions and Money (2024) Vol. 97, pp. 102078-102078
Closed Access
The international linkages of market risk perception
Pedro Serrano, Antoni Vaello‐Sebastià, M. Magdalena Vich-Llompart
Journal of Multinational Financial Management (2023) Vol. 72, pp. 100826-100826
Open Access | Times Cited: 1
Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets
Tihana Škrinjarić
Mathematics (2022) Vol. 10, Iss. 24, pp. 4811-4811
Open Access | Times Cited: 2
N Moments Optimal Portfolio
Pierpaolo Uberti
(2023)
Closed Access
The International Linkages of Market Risk Perception
Antoni Vaello‐Sebastià, Pedro Serrano, M. Magdalena Vich-Llompart
(2023)
Closed Access
Measurement of Market Risk Premiums: A Sectoral Analysis on BORSA Istanbul
Suat Teker, Dilek Teker, Esin Demirel Gumustepe
International Journal of Business & Management Studies (2023) Vol. 04, Iss. 12, pp. 63-71
Open Access
Quantile Regression Analysis of the Relation between Returns and Implied Moments: Evidence from Precious Metals
Xinxin Zhang, Elie Bouri, Yahua Xu, et al.
SSRN Electronic Journal (2021)
Closed Access
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