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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:

Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
Donghai Zhou, Xiaoxing Liu
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101843-101843
Closed Access | Times Cited: 16

Showing 16 citing articles:

The Quantile Connectedness of the International Housing Market
Xichen Wang
Journal of International Money and Finance (2025) Vol. 152, pp. 103266-103266
Closed Access
Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?
Xianfang Su, Yachao Zhao
Global Finance Journal (2025) Vol. 64, pp. 101076-101076
Closed Access
How Climate Shocks Affect Stock Market Risk Spillovers: Evidence from Causal Forest Algorithm
Mingyu Shu, Baoliu Liu, Jieli Wang, et al.
Computational Economics (2025)
Closed Access
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
The Quarterly Review of Economics and Finance (2025) Vol. 100, pp. 101974-101974
Closed Access
Multiscale risk spillover analysis of China’s stock market industry: evidence supported by a novel hybrid model based on signal decomposition technology
Linjie Zhan, Zhenpeng Tang
Soft Computing (2025)
Closed Access
Market Downturns and Asymmetric Tail Risk Transmission Speed in the US: Evaluating Macroeconomic Policy Effectiveness during and after the COVID-19 Pandemic
Zinan Hu, Sumuya Borjigin
The Quarterly Review of Economics and Finance (2025), pp. 101993-101993
Closed Access
Forecasting Chinese stock market volatility: the role of rare event shocks from US stock market
Xinyu Wu, Anna Li
Applied Economics Letters (2025), pp. 1-5
Closed Access
Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks
Bin-xia Chen, Yan-Lin Sun
Journal of International Financial Markets Institutions and Money (2023) Vol. 90, pp. 101886-101886
Closed Access | Times Cited: 9
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed Access | Times Cited: 3
Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102036-102036
Closed Access | Times Cited: 8
Extreme risk contagion between international crude oil and China's energy-intensive sectors: New evidence from quantile Granger causality and spillover methods
Bin-xia Chen, Yan-Lin Sun
Energy (2023) Vol. 285, pp. 129468-129468
Closed Access | Times Cited: 7
Does systemic risk in the fund markets predict future economic downturns?
Donghai Zhou, Xiaoxing Liu
International Review of Financial Analysis (2024) Vol. 92, pp. 103089-103089
Closed Access | Times Cited: 1
Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1
Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship
Youtao Xiang, Sumuya Borjigin
Global Finance Journal (2024) Vol. 62, pp. 101006-101006
Closed Access | Times Cited: 1
The risk spillover between geopolitical risk and China’s 5G, semiconductor and rare earth industries
Qingqiao Huang, Bin Wang, Jing Lin
Heliyon (2024) Vol. 10, Iss. 22, pp. e40048-e40048
Open Access
Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification
Hongbo He, Yiqing Chen, Jinghua Ou, et al.
Pacific-Basin Finance Journal (2024) Vol. 89, pp. 102588-102588
Closed Access
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