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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:

Disentangling the relationship between Bitcoin and market attention measures
Gianna Figà‐Talamanca, Marco Patacca
Journal of Industrial and Business Economics (2019) Vol. 47, Iss. 1, pp. 71-91
Open Access | Times Cited: 23

Showing 23 citing articles:

Cryptocurrencies: market analysis and perspectives
Giancarlo Giudici, Alistair Milne, Dmitri Vinogradov
Journal of Industrial and Business Economics (2019) Vol. 47, Iss. 1, pp. 1-18
Open Access | Times Cited: 202
Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market
Arianna Agosto, Alessia Cafferata
Risks (2020) Vol. 8, Iss. 2, pp. 34-34
Open Access | Times Cited: 66
On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach
Syed Ali Raza, Maiyra Ahmed, Chaker Aloui
Research in International Business and Finance (2022) Vol. 61, pp. 101627-101627
Closed Access | Times Cited: 36
On the predictive power of tweet sentiments and attention on bitcoin
Sandy Suardi, Atiqur Rahman Rasel, Bin Liu
International Review of Economics & Finance (2022) Vol. 79, pp. 289-301
Closed Access | Times Cited: 29
Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification
Larisa Yarovaya, Damian Zięba
Research in International Business and Finance (2021) Vol. 60, pp. 101592-101592
Open Access | Times Cited: 39
Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality
Ștefan Cristian Gherghina, Liliana Nicoleta Simionescu
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 16
The time-varying causal relationship between the Bitcoin market and internet attention
Xun Zhang, Fengbin Lu, Rui Tao, et al.
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 28
IMPACT OF OPTIMISTIC BITCOIN SENTIMENTS INDEX ON US ISLAMIC AND CONVENTIONAL INDICES
Najma Ali Soomro, Suresh Kumar Oad Rajput, Ishfaque Ahmed Soomro
(2025)
Closed Access
Exploring Crypto & Blockchain in Finance: Present & Future
Giuseppe Orlando
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2
A systematic literature review on the determinants of cryptocurrency pricing
sanshao peng, Catherine Prentice, Syed Shams, et al.
China Accounting and Finance Review (2023) Vol. 26, Iss. 1, pp. 1-30
Open Access | Times Cited: 6
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Gianna Figà‐Talamanca, Sergio M. Focardi, Marco Patacca
Decisions in Economics and Finance (2021) Vol. 44, Iss. 2, pp. 863-882
Open Access | Times Cited: 13
Regime switches and commonalities of the cryptocurrencies asset class
Gianna Figà‐Talamanca, Sergio M. Focardi, Marco Patacca
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101425-101425
Closed Access | Times Cited: 11
Blockchain and cryptocurrencies: economic and financial research
Alessandra Cretarola, Gianna Figà‐Talamanca, Cyril Grunspan
Decisions in Economics and Finance (2021) Vol. 44, Iss. 2, pp. 781-787
Open Access | Times Cited: 11
Bitcoin Sentiment Index and Asset Classes Connectedness: An International Evidence
Najma Ali Soomro, Niaz Hussain Ghumro
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
The reversal in the cryptocurrency market before and during the Covid-19 pandemic: Does investor attention matter?
Huy Pham, Trang Ngoc Doan Tran, Ngoc Thi Thanh Nguyen, et al.
PLoS ONE (2024) Vol. 19, Iss. 11, pp. e0304377-e0304377
Open Access | Times Cited: 1
An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk
Gianna Figà‐Talamanca, Marco Patacca
Annals of Operations Research (2022) Vol. 342, Iss. 3, pp. 2095-2117
Closed Access | Times Cited: 6
Intraday Volume-Return Nexus in Cryptocurrency Markets: A Novel Evidence From Cryptocurrency Classification
Larisa Yarovaya, Damian Zięba
SSRN Electronic Journal (2020)
Open Access | Times Cited: 8
Pandemic Versus Financial Shocks: Comparison of Two Episodes on the Bitcoin Market
Florian Horky, Mihai Mutaşcu, Jarko Fidrmuc
Applied Economics Quarterly (2021) Vol. 67, Iss. 2, pp. 113-141
Closed Access | Times Cited: 6
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps
Alessandra Cretarola, Gianna Figà‐Talamanca, Marco Patacca
Applied Stochastic Models in Business and Industry (2023)
Open Access | Times Cited: 2
Can topological transitions in cryptocurrency systems serve as early warning signals for extreme fluctuations in traditional markets?
Shijia Song, Handong Li
Physica A Statistical Mechanics and its Applications (2024), pp. 130194-130194
Closed Access
The Quantitative Easing Bursts Bitcoin Price
Marco Patacca, Sergio M. Focardi
Accounting and Finance Research (2021) Vol. 10, Iss. 3, pp. 65-65
Open Access | Times Cited: 2
News flow and trading activity: A study of investor attention and market predictability
Denis-Emanuel Stan
(2020)
Open Access
Processing social media text for the quantamental analyses of cryptoasset time series
Andrew Burnie
Doctoral thesis, UCL (University College London). (2020)
Closed Access
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