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 of major financial markets in China and America
Sihan Lin, Shoudong Chen
International Review of Economics & Finance (2021) Vol. 75, pp. 646-656
Closed Access | Times Cited: 23

Showing 23 citing articles:

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

Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
Journal of commodity markets (2024) Vol. 33, pp. 100385-100385
Open Access | Times Cited: 7

Are European natural gas markets connected? A time-varying spillovers analysis
Monika Papież, Michał Rubaszek, Karol Szafranek, et al.
Resources Policy (2022) Vol. 79, pp. 103029-103029
Open Access | Times Cited: 23

Measuring the Dynamics of North American Business Cycle Connectedness
Muhammad Rizwan, Mumtaz Ahmed
SSRN Electronic Journal (2025)
Closed Access

Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China
Huai-Long Shi, Huayi Chen
Global Finance Journal (2025), pp. 101079-101079
Closed Access

Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak
Fei Su, Wang Feifan, Yahua Xu
Asia-Pacific Financial Markets (2024)
Closed Access | Times Cited: 3

European stock market volatility connectedness: The role of country and sector membership
Xenxo Vidal-Llana, Jorge M. Uribe, Montserrat Guillén
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101696-101696
Open Access | Times Cited: 13

Asymmetric TVP-VAR connectedness between highly traded commodities and hedging strategies: Evidence from major contagions
Kamesh Anand K, Aswini Kumar Mishra
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1248-1262
Open Access | Times Cited: 2

Time-Frequency connectedness between developing countries in the COVID-19 pandemic: The case of East Africa
Lorna Katusiime
Quantitative Finance and Economics (2022) Vol. 6, Iss. 4, pp. 722-748
Open Access | Times Cited: 9

Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period
Sanjay Kumar Rout, Hrushikesh Mallick
Asia-Pacific Financial Markets (2022) Vol. 29, Iss. 4, pp. 697-734
Open Access | Times Cited: 8

Oil crisis vs pandemic: a broader outlook of time-frequency volatility transmission between Islamic and conventional stock markets
Moghis Ur Rehman, Adil Saleem, Judit Sági
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 1

Stock market connectedness during an energy crisis: Evidence from South Africa
Babatunde Lawrence, Adefemi A. Obalade, Anthanasius Fomum Tita, et al.
Emerging Markets Review (2024) Vol. 63, pp. 101194-101194
Closed Access | Times Cited: 1

Probability rough set and portfolio optimization integrated three-way predication decisions approach to stock price
Juncheng Bai, Jianfeng Guo, Bingzhen Sun, et al.
Applied Intelligence (2023) Vol. 53, Iss. 24, pp. 29918-29942
Closed Access | Times Cited: 3

Over-expected shocks and financial market security: Evidence from China's markets
Yueshan Li, Shoudong Chen, Ahmet Şensoy, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102194-102194
Open Access | Times Cited: 3

Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
(2023)
Closed Access | Times Cited: 2

DYNAMIC LINKAGES BETWEEN ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET INTEGRATION: EMPIRICAL EVIDENCE FROM SAARC REGION
Muhammad Ramzan Kalhoro, Suresh Kumar, Khalid Ahmed, et al.
The Singapore Economic Review (2024), pp. 1-27
Closed Access

Inter-dependencies among BRICS countries: the perspective of sovereign bonds
Zhenxi Chen, Anna Machneva, Donald Lien
Applied Economics (2024), pp. 1-18
Closed Access

Coordination of monetary and macroprudential policies, land finance behavior and risk prevention in the real estate market
Yue Song, Yu Zhang
New Zealand Economic Papers (2024) Vol. 58, Iss. 3, pp. 216-242
Closed Access

Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, et al.
(2023)
Closed Access | Times Cited: 1

Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis
Monika Papież, Michał Rubaszek, Karol Szafranek, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1

Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis
Monika Papież, Michał Rubaszek, Karol Szafranek, et al.
SSRN Electronic Journal (2022)
Closed Access

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