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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:

Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index
Imran Yousaf, Manel Youssef, John W. Goodell
International Review of Financial Analysis (2022) Vol. 83, pp. 102322-102322
Closed Access | Times Cited: 61

Showing 1-25 of 61 citing articles:

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict
Ahmed Bossman, Mariya Gubareva
Heliyon (2023) Vol. 9, Iss. 2, pp. e13626-e13626
Open Access | Times Cited: 74
Forecasting bitcoin: Decomposition aided long short-term memory based time series modeling and its explanation with Shapley values
Vule Mizdraković, Maja Kljajić, Miodrag Živković, et al.
Knowledge-Based Systems (2024) Vol. 299, pp. 112026-112026
Open Access | Times Cited: 17
Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets
Hongwei Zhang, Yubo Zhang, Wang Gao, et al.
International Review of Financial Analysis (2022) Vol. 86, pp. 102474-102474
Closed Access | Times Cited: 50
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks
Emmanuel Joel Aikins Abakah, David Adeabah, Aviral Kumar Tiwari, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102948-102948
Closed Access | Times Cited: 41
Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment
Samet Günay, John W. Goodell, Shahnawaz Muhammed, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102925-102925
Closed Access | Times Cited: 31
Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector
Zisheng Ouyang, Xuewei Zhou
International Review of Financial Analysis (2023) Vol. 90, pp. 102892-102892
Closed Access | Times Cited: 29
Quantile and asymmetric return connectedness among BRICS stock markets
Kingstone Nyakurukwa, Yudhvir Seetharam
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00303-e00303
Closed Access | Times Cited: 23
Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
Imran Yousaf, Saba Qureshi, Fiza Qureshi, et al.
Annals of Operations Research (2023)
Open Access | Times Cited: 22
Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach
Imran Yousaf, Ata Assaf, Ender Demir
Research in International Business and Finance (2024) Vol. 69, pp. 102238-102238
Closed Access | Times Cited: 12
Carbon reduction attention and financial market stress: A network spillover analysis based on quantile VAR modeling
Qingjun Zhang, Renyi Wei
Journal of Environmental Management (2024) Vol. 356, pp. 120640-120640
Closed Access | Times Cited: 11
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 9
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets
Emmanuel Joel Aikins Abakah, Mohammad Abdullah, Aviral Kumar Tiwari, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102273-102273
Closed Access | Times Cited: 8
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 8
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU
Jin Shang, Shigeyuki Hamori
Energy Economics (2024) Vol. 132, pp. 107473-107473
Closed Access | Times Cited: 8
Decoding mood of the Twitterverse on ESG investing: opinion mining and key themes using machine learning
Rachana Jaiswal, Shashank Gupta, Aviral Kumar Tiwari
Management Research Review (2024) Vol. 47, Iss. 8, pp. 1221-1252
Closed Access | Times Cited: 8
Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis
Emre Bulut, Cumali Marangoz
International Review of Financial Analysis (2025), pp. 103966-103966
Closed Access | Times Cited: 1
Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries
Huiming Zhu, Shuang Li, Zishan Huang
The Quarterly Review of Economics and Finance (2023) Vol. 90, pp. 1-30
Closed Access | Times Cited: 19
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Imran Yousaf, Ahmed Imran Hunjra, Muneer M. Alshater, et al.
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102163-102163
Closed Access | Times Cited: 19
Energy transition metals and global sentiment: Evidence from extreme quantiles
Bikramaditya Ghosh, Linh Pham, Mariya Gubareva, et al.
Resources Policy (2023) Vol. 86, pp. 104170-104170
Open Access | Times Cited: 17
Asymmetric effects of market uncertainties on agricultural commodities
Ahmed Bossman, Mariya Gubareva, Тамара Теплова
Energy Economics (2023) Vol. 127, pp. 107080-107080
Open Access | Times Cited: 17
Quantile connectedness between Chinese stock and commodity futures markets
Mobeen Ur Rehman, Xuan Vinh Vo, Hee-Un Ko, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101810-101810
Closed Access | Times Cited: 23
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology
Zezheng Tong, John W. Goodell, Dehua Shen
Finance research letters (2022) Vol. 50, pp. 103351-103351
Closed Access | Times Cited: 19
Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology
Mehrad Asadi, Aviral Kumar Tiwari, Samad Gholami, et al.
International Review of Financial Analysis (2023) Vol. 89, pp. 102789-102789
Closed Access | Times Cited: 12
Effects of information related to the Russia-Ukraine conflict on stock volatility: An EGARCH approach
Cătălin Gheorghe, Oana Panazan
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 12
Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103339-103339
Closed Access | Times Cited: 4
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