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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:

Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 34

Showing 1-25 of 34 citing articles:

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
Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou
Research in International Business and Finance (2023) Vol. 65, pp. 101944-101944
Closed Access | Times Cited: 28
Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Zisheng Ouyang, Xuewei Zhou, Yongzeng Lai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101973-101973
Closed Access | Times Cited: 25
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
Muhammad Abubakr Naeem, Arunachalam Senthilkumar, Nadia Arfaoui, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102368-102368
Closed Access | Times Cited: 13
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: 9
Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors
Yang Gao, Chengjie Zhao
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101954-101954
Closed 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
Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
Zhongzhe Ouyang, Xuewei Zhou, Zisheng Ouyang
Communication in Statistics- Theory and Methods (2025), pp. 1-29
Closed Access
Does the efficiency of capital allocation have spatial carbon emission spillover effects?
Ruifeng Zhang, Song Shu-hong, Weiya Xiu
International Review of Financial Analysis (2025), pp. 103938-103938
Closed Access
Knowledge-based multiplex network reconstruction and influential substructure identification of stock time series: An application to the Chinese A-share market
Xiaoqi Zhang, Peilin Du, Yanqiao Zheng, et al.
Finance research letters (2025), pp. 106821-106821
Closed Access
Contagion of commodity futures price bubbles: perspectives from futures-level sentiment contagion
Liyun Zhou, J Li
Journal of Economic Interaction and Coordination (2025)
Closed Access
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
Jianmin Liu, Zeguang Li, Bluford H. Putnam, et al.
Journal of Futures Markets (2025)
Closed Access
Intermediary Roles of Box Office Earnings and Leading Actor Influences on the Relationship between Box Office Buzz and Stock Price Fluctuations: An Empirical Analysis
Lingjuan Liu, Weina Qin, Huangang Zheng, et al.
Finance research letters (2025), pp. 107305-107305
Closed Access
The performance of industry risk spillover under extreme events: Evidence from the Chinese stock market
Haixiang Yao, Xiaoqing Jiang
Pacific-Basin Finance Journal (2025) Vol. 91, pp. 102719-102719
Closed Access
Too Sensitive to Fail: The Impact of Sentiment Connectedness on Stock Price Crash Risk
Jie Cao, Guoqing He, Ying Jiao
Entropy (2025) Vol. 27, Iss. 4, pp. 345-345
Open Access
How does social media shape stock liquidity? The role of investor online communication networks
Jie Cao, Zhiyong Zou, Xin Yang, et al.
International Review of Financial Analysis (2025), pp. 104236-104236
Closed Access
Investor Network Density and Stock Crash Risk
Xiaoying Zhai, Huiping Ma, Yongmin Zhang, et al.
Economics and Politics (2025)
Closed Access
Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*
Yuanyue Deng, Ying Wu
Asia-Pacific Journal of Financial Studies (2024) Vol. 53, Iss. 5, pp. 555-595
Closed Access | Times Cited: 3
Financial risk contagion based on dynamic multi-layer network between banks and firms
Qichao Jin, Lei Sun, Yanyu Chen, et al.
Physica A Statistical Mechanics and its Applications (2024) Vol. 638, pp. 129624-129624
Closed Access | Times Cited: 2
Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts' follow-up behavior
Yuan Chen, Dongmei Han, Xiaofeng Zhou
International Review of Financial Analysis (2023) Vol. 88, pp. 102704-102704
Closed Access | Times Cited: 4
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
Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis
Jing Deng, Zihan Xu, Xiaoyun Xing
Energy (2024) Vol. 306, pp. 132345-132345
Closed Access | Times Cited: 1
Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices
Junbo Huang, Huiting Tian, Weibing Shen
International Review of Financial Analysis (2023) Vol. 87, pp. 102644-102644
Closed Access | Times Cited: 2
Global Financial Contagion Amidst the Fed's Monetary Policy Impacts: Evidence from a New Multi-Layered Network Analysis
Yuchi Wan, Peiwan Wang, Yong Li, et al.
(2024)
Closed Access
Finansal Türbülans Dönemlerinde Gelişmekte Olan Hisse Senedi Piyasaları Arasında Dinamik Getiri Bağlantılılığı
Ercüment DOĞRU
Alanya Akademik Bakış (2024) Vol. 8, Iss. 2, pp. 441-457
Open Access
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