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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:

Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics
Antonio Costa, Paulo Rogério Faustino Matos, Cristiano da Silva
Finance research letters (2021) Vol. 45, pp. 102124-102124
Open Access | Times Cited: 60

Showing 1-25 of 60 citing articles:

An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis
Lê Thanh Hà, Nguyen Thi Hong Nham
Technological Forecasting and Social Change (2022) Vol. 183, pp. 121909-121909
Open Access | Times Cited: 89
Financing constraints and firm-level responses to the COVID-19 pandemic: International evidence
Safi Ullah Khan
Research in International Business and Finance (2021) Vol. 59, pp. 101545-101545
Open Access | Times Cited: 103
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
Noureddine Benlagha, Salaheddine El Omari
Finance research letters (2021) Vol. 46, pp. 102373-102373
Open Access | Times Cited: 90
Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China
Hao Chen, Chao Xu, Yün Peng
Resources Policy (2022) Vol. 78, pp. 102874-102874
Open Access | Times Cited: 40
Environmental transitions effect of renewable energy and fintech markets on Europe's real estate stock market
Waheed Ullah Shah, Ijaz Younis, Ibtissem Missaoui, et al.
Renewable Energy (2025), pp. 122603-122603
Closed Access | Times Cited: 1
Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
Imran Yousaf, Saba Qureshi, Fiza Qureshi, et al.
Annals of Operations Research (2023)
Open Access | Times Cited: 22
Tail risk spillovers among Chinese stock market sectors
Minhua Ouyang, Hailian Xiao
Finance research letters (2024) Vol. 62, pp. 105233-105233
Closed Access | Times Cited: 7
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
Tam Hoang‐Nhat Dang, Faruk Balli, Hatice Ozer Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 121-139
Open Access | Times Cited: 6
Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management
Nassar S. Al-Nassar, Imran Yousaf, Beljid Makram
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102009-102009
Open Access | Times Cited: 15
Volatility spillover among the sectors of emerging and developed markets: a hedging perspective
Satyaban Sahoo, Sanjay Kumar
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 5
The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective
Konstantinos Dimitriadis, Demetris Koursaros, Christos S. Savva
Applied Economics (2024), pp. 1-21
Closed Access | Times Cited: 5
Sectoral spillovers and systemic risks: Evidence from China
Yueshan Li, Shoudong Chen, John W. Goodell, et al.
Finance research letters (2023) Vol. 55, pp. 104018-104018
Closed Access | Times Cited: 11
Risk synchronization in Australia stock market: A sector analysis
Emmanuel Asafo‐Adjei, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 582-610
Closed Access | Times Cited: 4
Macroeconomic determinants of the JSE size-base industries connectedness: evidence from changing market conditions
Babatunde Lawrence, Fabian Moodley, Suné Ferreira-Schenk
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 4
G10 cross-country connectedness over US growth
Paulo Rogério Faustino Matos, D. Vieira, Cristiano da Silva, et al.
Journal of Economic Studies (2025)
Closed Access
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Responses of stock market volatility to COVID-19 government interventions: evidence from Asian emerging stock markets
Noureddine Benlagha, Wael Hemrit
Review of Behavioral Finance (2025)
Closed Access
Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks
Qianqian Feng, Yiran Shen, Jianping Li, et al.
Journal of Behavioral and Experimental Finance (2025) Vol. 46, pp. 101054-101054
Closed Access
Connectedness between Sectors: The Case of the Polish Stock Market before and during COVID-19
Viorica Chirilă
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 322-322
Open Access | Times Cited: 17
Quantile connectedness amongst BRICS equity markets during the COVID-19 pandemic and Russia–Ukraine war
Izunna Anyikwa, Andrew Phiri
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 9
Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses
حسن حیدری, Sami Ben Jabeur
International Review of Financial Analysis (2024) Vol. 95, pp. 103424-103424
Closed Access | Times Cited: 3
Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
Monika W. Koczar, Francisco Jareño, Ana Escribano
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102247-102247
Open Access | Times Cited: 3
Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis
Zhuhua Jiang, Rim El Khoury, Muneer M. Alshater, et al.
Australian Economic Papers (2023)
Closed Access | Times Cited: 7
Spillovers between Twitter Uncertainty Indexes and sector indexes: Evidence from the US
Rim El Khoury, Muneer M. Alshater
Borsa Istanbul Review (2022) Vol. 22, Iss. 5, pp. 961-974
Open Access | Times Cited: 12
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness
Onur Polat
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 2
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