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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:

Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era
Ahmed Bossman, Peterson Owusu, Aviral Kumar Tiwari
Heliyon (2022) Vol. 8, Iss. 4, pp. e09215-e09215
Open Access | Times Cited: 81

Showing 1-25 of 81 citing articles:

Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era
Samuel Kwaku Agyei
Heliyon (2023) Vol. 9, Iss. 2, pp. e13319-e13319
Open Access | Times Cited: 43
Connectedness across meme assets and sectoral markets: Determinants and portfolio management
Ahmed H. Elsayed, Mohammad Enamul Hoque, Mabruk Billah, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103177-103177
Closed Access | Times Cited: 17
Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis
Ahmed Bossman, Zaghum Umar, Тамара Теплова
The Journal of Economic Asymmetries (2022) Vol. 26, pp. e00257-e00257
Open Access | Times Cited: 63
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
Samuel Kwaku Agyei, Peterson Owusu, Ahmed Bossman, et al.
PLoS ONE (2022) Vol. 17, Iss. 7, pp. e0271088-e0271088
Open Access | Times Cited: 46
Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets
Mustafa Raza Rabbani, Mabruk Billah, Muneer Shaik, et al.
Global Finance Journal (2023) Vol. 58, pp. 100901-100901
Closed Access | Times Cited: 39
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications
Masud Alam, Mohammad Ashraful Ferdous Chowdhury, Mohammad Abdullah, et al.
Investment Analysts Journal (2023) Vol. 52, Iss. 2, pp. 83-105
Closed Access | Times Cited: 36
Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors
Walid Mensi, Mariya Gubareva, Тамара Теплова, et al.
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101919-101919
Closed Access | Times Cited: 27
Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash
Kamel Si Mohammed, Marco Tedeschi, Sabrine Mallek, et al.
Resources Policy (2023) Vol. 85, pp. 103798-103798
Closed Access | Times Cited: 27
Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors
Ahmed Bossman, Mariya Gubareva, Тамара Теплова
Eurasian economic review (2023) Vol. 13, Iss. 3-4, pp. 321-372
Open Access | Times Cited: 27
Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market
Mohammad Enamul Hoque, Low Soo-Wah, Aviral Kumar Tiwari, et al.
Resources Policy (2023) Vol. 85, pp. 103786-103786
Closed Access | Times Cited: 24
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102986-102986
Closed Access | Times Cited: 24
Quantile connectedness between oil price shocks and exchange rates
Zaghum Umar, Ahmed Bossman
Resources Policy (2023) Vol. 83, pp. 103658-103658
Closed Access | Times Cited: 23
The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war
Muneer Shaik, Mustafa Raza Rabbani, Mohd Atif, et al.
PLoS ONE (2024) Vol. 19, Iss. 2, pp. e0286963-e0286963
Open Access | Times Cited: 14
Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic: a quantile regression analysis
Emmanuel Assifuah-Nunoo, Peterson Owusu, Anokye M. Adam, et al.
Quantitative Finance and Economics (2022) Vol. 6, Iss. 2, pp. 244-269
Open Access | Times Cited: 35
Assessing interdependence and contagion effects on the bond yield and stock returns nexus in Sub-Saharan Africa: Evidence from wavelet analysis
Ahmed Bossman, Anokye M. Adam, Peterson Owusu, et al.
Scientific African (2022) Vol. 16, pp. e01232-e01232
Open Access | Times Cited: 34
Exchange Rate, COVID‐19, and Stock Returns in Africa: Insights from Time‐Frequency Domain
Samuel Kwaku Agyei, Ahmed Bossman, Emmanuel Asafo‐Adjei, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 30
Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
Mariya Gubareva, Ahmed Bossman, Тамара Теплова
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101979-101979
Open Access | Times Cited: 22
Volatility Spillover Effects between Indian Stock Market and Global Stock Markets: A DCC-GARCH Model
Nikhil Yadav, Anurag Bhadur Singh, Priyanka Tandon
FIIB Business Review (2023), pp. 231971452211411-231971452211411
Closed Access | Times Cited: 19
Riding the waves: A study of return spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic
Umar Nawaz Kayani, Ahmet Faruk Aysan, Mrestyal Khan, et al.
Heliyon (2024) Vol. 10, Iss. 4, pp. e25203-e25203
Open Access | Times Cited: 7
Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict
Fahmi Ghallabi, Imran Yousaf, Ahmed Ghorbel, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102345-102345
Closed Access | Times Cited: 7
Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches
Mohammed Armah, Godfred Amewu, Ahmed Bossman
Cogent Economics & Finance (2022) Vol. 10, Iss. 1
Open Access | Times Cited: 27
Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach
Shafi Madhkar Alsubaie, Khaled H. Mahmoud, Ahmed Bossman, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 25
ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities
Ahmed Bossman, Samuel Kwaku Agyei
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-28
Open Access | Times Cited: 23
Exploring the dynamic connectedness between commodities and African equities
Samuel Kwaku Agyei, Ahmed Bossman
Cogent Economics & Finance (2023) Vol. 11, Iss. 1
Open Access | Times Cited: 14
Stock market volatility from the Covid-19 pandemic: New evidence from the Asia-Pacific region
Duc Hong Vo, Chí Minh Hồ, Tam Hoang‐Nhat Dang
Heliyon (2022) Vol. 8, Iss. 9, pp. e10763-e10763
Open Access | Times Cited: 22
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