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:

Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
Shaen Corbet, Yang Hou, Yang Hu, et al.
International Review of Economics & Finance (2020) Vol. 71, pp. 55-81
Open Access | Times Cited: 210

Showing 1-25 of 210 citing articles:

Co-movement of energy prices and stock market return: environmental wavelet nexus of COVID-19 pandemic from the USA, Europe, and China
Fengsheng Chien, Muhammad Sadiq, Hafiz Waqas Kamran, et al.
Environmental Science and Pollution Research (2021) Vol. 28, Iss. 25, pp. 32359-32373
Open Access | Times Cited: 219

Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
Shaen Corbet, Yang Hou, Yang Hu, et al.
Economics Letters (2020) Vol. 194, pp. 109377-109377
Open Access | Times Cited: 211

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Walid Mensi, Abdel Razzaq Al Rababa’a, Xuan Vinh Vo, et al.
Energy Economics (2021) Vol. 98, pp. 105262-105262
Closed Access | Times Cited: 187

Feverish sentiment and global equity markets during the COVID-19 pandemic
Toan Luu Duc Huynh, Matteo Foglia, Muhammad Ali Nasir, et al.
Journal of Economic Behavior & Organization (2021) Vol. 188, pp. 1088-1108
Open Access | Times Cited: 139

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 76

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

Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
Shaen Corbet, Yang Hou, Yang Hu, et al.
Finance research letters (2021) Vol. 45, pp. 102137-102137
Open Access | Times Cited: 84

The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry
Shaen Corbet, Yang Hou, Yang Hu, et al.
International Review of Financial Analysis (2020) Vol. 72, pp. 101560-101560
Open Access | Times Cited: 79

Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
Dong Wang, Ping Li, Lixin Huang
Finance research letters (2021) Vol. 46, pp. 102244-102244
Open Access | Times Cited: 78

Intraday Volatility Spillovers among European Financial Markets during COVID-19
Faheem Aslam, Paulo Ferreira, Khurrum S. Mughal, et al.
International Journal of Financial Studies (2021) Vol. 9, Iss. 1, pp. 5-5
Open Access | Times Cited: 68

Countering money laundering and terrorist financing: A case for bitcoin regulation
Emily Fletcher, Charles Larkin, Shaen Corbet
Research in International Business and Finance (2021) Vol. 56, pp. 101387-101387
Open Access | Times Cited: 68

Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
Adam Zaremba, Renatas Kizys, David Y. Aharon
Finance research letters (2021) Vol. 43, pp. 102011-102011
Open Access | Times Cited: 64

Forecasting mid-price movement of Bitcoin futures using machine learning
Erdinc Akyildirim, Oğuzhan Çepni, Shaen Corbet, et al.
Annals of Operations Research (2021) Vol. 330, Iss. 1-2, pp. 553-584
Open Access | Times Cited: 63

IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL
Nadia Arfaoui, Imran Yousaf
Annals of Financial Economics (2022) Vol. 17, Iss. 01
Closed Access | Times Cited: 63

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

Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation
Muhammad Rizwan, Ghufran Ahmad, Dawood Ashraf
Emerging Markets Review (2022) Vol. 51, pp. 100890-100890
Open Access | Times Cited: 47

COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models
Maaz Khan, Umar Nawaz Kayani, Mrestyal Khan, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 1, pp. 50-50
Open Access | Times Cited: 40

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

Demystifying the Effect of the News (Shocks) on Crypto Market Volatility
Mukul Bhatnagar, Sanjay Taneja, Ramona Rupeika-Apoga
Journal of risk and financial management (2023) Vol. 16, Iss. 2, pp. 136-136
Open Access | Times Cited: 35

COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Muhammad Abubakr Naeem, Sitara Karim, Larisa Yarovaya, et al.
Energy Economics (2023) Vol. 122, pp. 106677-106677
Open Access | Times Cited: 30

Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 557-575
Closed Access | Times Cited: 24

Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX
Thomas Conlon, Shaen Corbet, Yang Hou
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101940-101940
Open Access | Times Cited: 10

The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war
Hongjun Zeng, Abdullahi D. Ahmed, Ran Lu
Australian Journal of Agricultural and Resource Economics (2024) Vol. 68, Iss. 3, pp. 653-677
Open Access | Times Cited: 9

Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
Mabruk Billah, Sinda Hadhri, Faruk Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 350-371
Open Access | Times Cited: 8

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