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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:

News and narratives in financial systems: Exploiting big data for systemic risk assessment
Rickard Nyman, Sujit Kapadia, David Tuckett
Journal of Economic Dynamics and Control (2021) Vol. 127, pp. 104119-104119
Open Access | Times Cited: 98

Showing 1-25 of 98 citing articles:

A critical review on deployment planning and risk analysis of carbon capture, utilization, and storage (CCUS) toward carbon neutrality
Siyuan Chen, Jiangfeng Liu, Qi Zhang, et al.
Renewable and Sustainable Energy Reviews (2022) Vol. 167, pp. 112537-112537
Closed Access | Times Cited: 402
Conviction Narrative Theory: A theory of choice under radical uncertainty
Samuel G. B. Johnson, Avri Bilovich, David Tuckett
Behavioral and Brain Sciences (2022) Vol. 46
Open Access | Times Cited: 87
Federal Reserve Communication and the COVID‐19 Pandemic
Jonathan Benchimol, Sophia Kazinnik, Yossi Saadon
Manchester School (2025)
Closed Access | Times Cited: 11
Measuring News Sentiment
Adam Hale Shapiro, Moritz Sudhof, Daniel J. Wilson
Federal Reserve Bank of San Francisco, Working Paper Series (2017), pp. 01-49
Open Access | Times Cited: 92
Combating emerging financial risks in the big data era: A perspective review
Xueqi Cheng, Shenghua Liu, Xiaoqian Sun, et al.
Fundamental Research (2021) Vol. 1, Iss. 5, pp. 595-606
Open Access | Times Cited: 71
Bank failure prediction models: Review and outlook
Alberto Citterio
Socio-Economic Planning Sciences (2024) Vol. 92, pp. 101818-101818
Open Access | Times Cited: 12
Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings
Rui Li, Jianping Li, Xiaoqian Zhu
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102118-102118
Closed Access | Times Cited: 1
Bank distress in the news: Describing events through deep learning
Samuel Rönnqvist, Peter Sarlin
Neurocomputing (2017) Vol. 264, pp. 57-70
Open Access | Times Cited: 66
Measuring news media sentiment using big data for Chinese stock markets
Shulin Shen, Le Xia, Yulin Shuai, et al.
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101810-101810
Closed Access | Times Cited: 31
Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets
Jianyu Chen, Jianshun Zhang
Resources Policy (2023) Vol. 85, pp. 103875-103875
Closed Access | Times Cited: 21
The impact of climate change news on the US stock market
Елена Федорова, Polina Iasakova
The Journal of Risk Finance (2024) Vol. 25, Iss. 2, pp. 293-320
Closed Access | Times Cited: 8
Implications of Big Data in Accounting: Challenges and Opportunities
Leonidas Theodorakopoulos, Georgios L. Thanasas, Constantinos Halkiopoulos
Emerging Science Journal (2024) Vol. 8, Iss. 3, pp. 1201-1214
Open Access | Times Cited: 8
Media sentiment, deposit stability and bank systemic risk: Evidence from China
Yi Fang, Qi Wang, Yanru Wang, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 1150-1172
Closed Access | Times Cited: 7
Systemic risk prediction using machine learning: Does network connectedness help prediction?
Gang‐Jin Wang, Yan Chen, You Zhu, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103147-103147
Closed Access | Times Cited: 7
Marketing and Management of Innovations

Marketing and Management of Innovations (2019)
Open Access | Times Cited: 51
Network connectedness and China's systemic financial risk contagion——An analysis based on big data
Xiaoyun Fan, Yedong Wang, Daoping Wang
Pacific-Basin Finance Journal (2020) Vol. 68, pp. 101322-101322
Closed Access | Times Cited: 43
A Sentiment-Based Financial Stress Index for Russia
Mikhail Stolbov, Maria Shchepeleva
Borsa Istanbul Review (2025)
Open Access
An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework
Xiao Jin, Shu-Ling Lin
The North American Journal of Economics and Finance (2025), pp. 102361-102361
Closed Access
Annual report tone and bank risk-taking behavior: Evidence from China
Lu Wei, Mingye Wei, Haozhe Jing, et al.
Research in International Business and Finance (2025), pp. 102881-102881
Closed Access
Measuring consensus in risk narratives of financial systems
Rui Li, Jianping Li, Yi Hu, et al.
Applied Economics (2025), pp. 1-16
Closed Access
MFA RPC news sentiment and stock returns
Cheng Zhang, Bin Gao, Xiangrong Xu, et al.
Pacific-Basin Finance Journal (2025), pp. 102779-102779
Closed Access
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model
David Kohns, Arnab Bhattacharjee
International Journal of Forecasting (2022) Vol. 39, Iss. 3, pp. 1384-1412
Open Access | Times Cited: 17
Application and Innovation in Financial Market Risk Management Based on Big Data and Artificial Intelligence
Ruimei Wang
Applied Mathematics and Nonlinear Sciences (2025) Vol. 10, Iss. 1
Open Access
Artificial Intelligence in Economics Research: What Have We Learned? What Do We Need to Learn?
Salman Bahoo, John W. Goodell, Rachid Rhattat, et al.
Journal of Economic Surveys (2025)
Closed Access
Do people express and pay more attention to positive or negative information in stock forums? A big data analysis
Li Yajing, Peipei An, Jibo He
Social Influence (2025) Vol. 20, Iss. 1
Open Access
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