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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:

Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks
Gang‐Jin Wang, Chi Xie, H. Eugene Stanley
Computational Economics (2016) Vol. 51, Iss. 3, pp. 607-635
Closed Access | Times Cited: 200

Showing 1-25 of 200 citing articles:

Interconnectedness and systemic risk of China's financial institutions
Gang‐Jin Wang, Zhi‐Qiang Jiang, Min Lin, et al.
Emerging Markets Review (2017) Vol. 35, pp. 1-18
Open Access | Times Cited: 198
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 70
Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak
Faheem Aslam, Yasir Tariq Mohmand, Paulo Ferreira, et al.
Borsa Istanbul Review (2020) Vol. 20, pp. S49-S61
Open Access | Times Cited: 123
Connectedness and risk spillovers in China’s stock market: A sectoral analysis
Fei Wu, Dayong Zhang, Zhiwei Zhang
Economic Systems (2019) Vol. 43, Iss. 3-4, pp. 100718-100718
Closed Access | Times Cited: 109
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Weiping Zhang, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101248-101248
Closed Access | Times Cited: 100
Collective behavior of cryptocurrency price changes
Darko Stošić, Dusan Stošić, Teresa B. Ludermir, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 507, pp. 499-509
Open Access | Times Cited: 97
Combining conflicting evidence based on Pearson correlation coefficient and weighted graph
Jixiang Deng, Yong Deng, Kang Hao Cheong
International Journal of Intelligent Systems (2021) Vol. 36, Iss. 12, pp. 7443-7460
Open Access | Times Cited: 88
Relation-aware dynamic attributed graph attention network for stocks recommendation
Shibo Feng, Xu Chen, Yu Zuo, et al.
Pattern Recognition (2021) Vol. 121, pp. 108119-108119
Closed Access | Times Cited: 64
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 23
Tail dependence networks of global stock markets
Fenghua Wen, Xin Yang, Wei‐Xing Zhou
International Journal of Finance & Economics (2018) Vol. 24, Iss. 1, pp. 558-567
Open Access | Times Cited: 80
Portfolio optimization based on network topology
Yan Li, Xiong-Fei Jiang, Yue Tian, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 515, pp. 671-681
Closed Access | Times Cited: 67
The changing network of financial market linkages: The Asian experience
Biplob Chowdhury, Mardi Dungey, Moses Kangogo, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 71-92
Open Access | Times Cited: 64
Quantile coherency networks of international stock markets
Eduard Baumöhl, Syed Jawad Hussain Shahzad
Finance research letters (2019) Vol. 31, pp. 119-129
Open Access | Times Cited: 60
YOLO trading: Riding with the herd during the GameStop episode
Štefan Lyócsa, Eduard Baumöhl, Tomáš Výrost
Finance research letters (2021) Vol. 46, pp. 102359-102359
Open Access | Times Cited: 55
Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 35
Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks
Kashif Zaheer, Faheem Aslam, Yasir Tariq Mohmand, et al.
China Finance Review International (2022) Vol. 13, Iss. 1, pp. 23-45
Closed Access | Times Cited: 29
Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price
Muzi Chen, Nan Li, Lifen Zheng, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 587, pp. 126506-126506
Open Access | Times Cited: 40
Dynamic analysis and community recognition of stock price based on a complex network perspective
Yingrui Zhou, Zengqiang Chen, Zhongxin Liu
Expert Systems with Applications (2022) Vol. 213, pp. 118944-118944
Closed Access | Times Cited: 24
New evidence of interdependence in forex markets: A connection of connection analysis
Tao Wu, Xiaotong Sun, Xin Xu, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103343-103343
Closed Access | Times Cited: 5
Multiscale network for 20 stock markets using DCCA
Éder Johnson de Area Leão Pereira, Paulo Ferreira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 529, pp. 121542-121542
Closed Access | Times Cited: 40
Dynamic network topology and market performance: A case of the Chinese stock market
Chuangxia Huang, Xian Zhao, Renli Su, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 1962-1978
Closed Access | Times Cited: 36
Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading
Ramit Sawhney, Shivam Agarwal, Arnav Wadhwa, et al.
(2021), pp. 11-22
Closed Access | Times Cited: 28
GPM: A graph convolutional network based reinforcement learning framework for portfolio management
Si Shi, Jianjun Li, Guohui Li, et al.
Neurocomputing (2022) Vol. 498, pp. 14-27
Closed Access | Times Cited: 22
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective
Yu-Xiu Ling, Chi Xie, Gang‐Jin Wang
Emerging Markets Review (2022) Vol. 52, pp. 100912-100912
Closed Access | Times Cited: 22
Investigation of Indian stock markets using topological data analysis and geometry-inspired network measures
Saumitra Kulkarni, Hirdesh K. Pharasi, Sudharsan Vijayaraghavan, et al.
Physica A Statistical Mechanics and its Applications (2024) Vol. 643, pp. 129785-129785
Open Access | Times Cited: 4
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