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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:

The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
Xiaolin Li, Tsangyao Chang, Stephen M. Miller, et al.
International Review of Economics & Finance (2015) Vol. 38, pp. 220-233
Closed Access | Times Cited: 97

Showing 1-25 of 97 citing articles:

Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
Şaban Nazlıoğlu, N. Alper Gormus, Uğur Soytaş
Energy Economics (2016) Vol. 60, pp. 168-175
Closed Access | Times Cited: 385
Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas, et al.
International Review of Economics & Finance (2022) Vol. 78, pp. 629-642
Closed Access | Times Cited: 58
Cointegration between housing prices: evidence from one hundred Chinese cities
Xiaojie Xu, Yun Zhang
Journal of Property Research (2022) Vol. 40, Iss. 1, pp. 53-75
Closed Access | Times Cited: 46
Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas, et al.
Finance research letters (2022) Vol. 47, pp. 102657-102657
Closed Access | Times Cited: 43
Dynamics Between Housing and Stock Markets: International Evidence over 1870 to 2015
Pin-te Lin, Ivelin Stankov
Journal of Real Estate Research (2025), pp. 1-17
Open Access | Times Cited: 1
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach
David Gabauer, Rangan Gupta
Structural Change and Economic Dynamics (2019) Vol. 52, pp. 167-173
Open Access | Times Cited: 73
Do oil spot and futures prices move together?
Chun‐Ping Chang, Chien‐Chiang Lee
Energy Economics (2015) Vol. 50, pp. 379-390
Closed Access | Times Cited: 71
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy
Nikolaos Antonakakis, Christophe André, Rangan Gupta
Southern Economic Journal (2016) Vol. 83, Iss. 2, pp. 609-624
Open Access | Times Cited: 66
Revisiting global economic activity and crude oil prices: A wavelet analysis
Minyi Dong, Chun‐Ping Chang, Qiang Gong, et al.
Economic Modelling (2018) Vol. 78, pp. 134-149
Closed Access | Times Cited: 58
Analyzing the nexus between financial risk and economic risk in India: Evidence through the lens of wavelet coherence and non-parametric approaches
Muhammad Ramzan, Tomiwa Sunday Adebayo, Hafiz Arslan Iqbal, et al.
Heliyon (2023) Vol. 9, Iss. 3, pp. e14180-e14180
Open Access | Times Cited: 14
An empirical research of crude oil price changes and stock market in China: evidence from the structural breaks and quantile regression
Huiming Zhu, Yawei Guo, Wanhai You
Applied Economics (2015) Vol. 47, Iss. 56, pp. 6055-6074
Closed Access | Times Cited: 42
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach
Elie Bouri, Rangan Gupta, Shixuan Wang
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 2089-2109
Open Access | Times Cited: 33
Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index
Samah Hazgui, Saber Sebai, Walid Mensi
Studies in Economics and Finance (2021) Vol. 39, Iss. 3, pp. 419-443
Closed Access | Times Cited: 29
How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test
Yanran Hong, Feng Ma, Lu Wang, et al.
Resources Policy (2022) Vol. 78, pp. 102859-102859
Open Access | Times Cited: 20
How do cryptocurrency features determine their dynamic volatility and co-movements with stocks?
Ismail Adelopo, Xiaojun Luo
Cogent Business & Management (2025) Vol. 12, Iss. 1
Open Access
The rise and fall of K-Fashion business: exploring the impact of corporate failure news on stock market indices
Hyojung Kim
Fashion and Textiles (2025) Vol. 12, Iss. 1
Open Access
Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system
Xiangyun Gao, Shupei Huang, Xiaoqi Sun, et al.
Royal Society Open Science (2018) Vol. 5, Iss. 3, pp. 172092-172092
Open Access | Times Cited: 37
Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Mohsen Bahmani‐Óskooee, Tsangyao Chang, Omid Ranjbar
Economic Modelling (2016) Vol. 56, pp. 66-78
Closed Access | Times Cited: 34
Interactions between stock, bond and housing markets
Roberto Dieci, Noemi Schmitt, Frank Westerhoff
Journal of Economic Dynamics and Control (2018) Vol. 91, pp. 43-70
Open Access | Times Cited: 34
Wavelet analysis of the co-movement and lead–lag effect among multi-markets
Qi Sun, Weidong Xu
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 489-499
Closed Access | Times Cited: 34
Time-frequency dependencies of financial and economic risks in South American countries
Mehmet Kondoz, Derviş Kırıkkaleli, Seyed Alireza Athari
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 170-181
Closed Access | Times Cited: 32
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
Massimiliano Caporin, Rangan Gupta, Francesco Ravazzolo
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101347-101347
Open Access | Times Cited: 30
Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach
Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas, et al.
Finance research letters (2021) Vol. 44, pp. 102088-102088
Closed Access | Times Cited: 25
Is there a national housing market bubble brewing in the United States?
Rangan Gupta, Jun Ma, Konstantinos Theodoridis, et al.
Macroeconomic Dynamics (2023) Vol. 27, Iss. 8, pp. 2191-2228
Open Access | Times Cited: 9
Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
Shinhye Chang, Rangan Gupta, Stephen M. Miller
Social Indicators Research (2016) Vol. 135, Iss. 1, pp. 269-289
Closed Access | Times Cited: 31
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