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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:

Tail dependence structure of the foreign exchange market: A network view
Gang‐Jin Wang, Chi Xie
Expert Systems with Applications (2015) Vol. 46, pp. 164-179
Closed Access | Times Cited: 67

Showing 1-25 of 67 citing articles:

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
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions
Gang‐Jin Wang, Yangyang Chen, Hui-Bin Si, et al.
International Review of Economics & Finance (2021) Vol. 73, pp. 325-347
Closed Access | Times Cited: 104
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
Multiscale correlation networks analysis of the US stock market: a wavelet analysis
Gang‐Jin Wang, Chi Xie, Shou Chen
Journal of Economic Interaction and Coordination (2016) Vol. 12, Iss. 3, pp. 561-594
Closed Access | Times Cited: 87
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
Stock market as temporal network
Longfeng Zhao, Gang‐Jin Wang, Mingang Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 506, pp. 1104-1112
Open Access | Times Cited: 78
Dynamic Properties of Foreign Exchange Complex Network
Xin Yang, Shigang Wen, Zhifeng Liu, et al.
Mathematics (2019) Vol. 7, Iss. 9, pp. 832-832
Open Access | Times Cited: 61
Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application
Mobeen Ur Rehman, Nadia Asghar, Sang Hoon Kang
Pacific-Basin Finance Journal (2020) Vol. 61, pp. 101326-101326
Open Access | Times Cited: 56
A survey of the application of graph-based approaches in stock market analysis and prediction
Suman Saha, Junbin Gao, Richard Gerlach
International Journal of Data Science and Analytics (2022) Vol. 14, Iss. 1, pp. 1-15
Open Access | Times Cited: 35
Dynamic exchange rate dependences: The effect of the U.S.-China trade war
Yingying Xu, Donald Lien
Journal of International Financial Markets Institutions and Money (2020) Vol. 68, pp. 101238-101238
Closed Access | Times Cited: 47
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory
Haiying Wang, Ying Yuan, Yiou Li, et al.
Economic Modelling (2020) Vol. 94, pp. 401-414
Open Access | Times Cited: 45
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
State and Network Structures of Stock Markets Around the Global Financial Crisis
Jae Wook Lee, Ashadun Nobi
Computational Economics (2017) Vol. 51, Iss. 2, pp. 195-210
Open Access | Times Cited: 48
Multiplex network analysis of employee performance and employee social relationships
Meng Cai, Wei Wang, Ying Cui, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1-12
Closed Access | Times Cited: 47
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
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
Identifying systemically important financial institutions in complex network: A case study of Chinese stock market
Wei Chen, Xiaoli Hou, Manrui Jiang, et al.
Emerging Markets Review (2021) Vol. 50, pp. 100836-100836
Closed Access | Times Cited: 26
Interconnectedness in the FOREX market during the high inflation regime: A network analysis
Shamima Ahmed, Md Akhtaruzzaman, Van Le, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102467-102467
Closed Access | Times Cited: 3
Causal relationship between the global foreign exchange market based on complex networks and entropy theory
Guangxi Cao, Qi Zhang, Qingchen Li
Chaos Solitons & Fractals (2017) Vol. 99, pp. 36-44
Closed Access | Times Cited: 30
Towards an Understanding of Cryptocurrency: A Comparative Analysis of Cryptocurrency, Foreign Exchange, and Stock
Jiaqi Liang, Linjing Li, Weiyun Chen, et al.
(2019)
Closed Access | Times Cited: 28
Information Flow Networks of Chinese Stock Market Sectors
Yue Peng, Qing Cai, Wanfeng Yan, et al.
IEEE Access (2020) Vol. 8, pp. 13066-13077
Open Access | Times Cited: 25
Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach
Mohd Ziaur Rehman, Aviral Kumar Tiwari, Durga Prasad Samontaray
Borsa Istanbul Review (2021) Vol. 22, Iss. 1, pp. 145-155
Open Access | Times Cited: 18
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Yuting Gong, Qiang Chen, Jufang Liang
Economic Modelling (2017) Vol. 68, pp. 586-598
Open Access | Times Cited: 24
Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets
Huai-Long Shi, Wei‐Xing Zhou
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 397-407
Open Access | Times Cited: 24
Early warning model based on correlated networks in global crude oil markets
Jia-Wei Yu, Wen-Jie Xie, Zhi‐Qiang Jiang
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1335-1343
Closed Access | Times Cited: 24
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