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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:

Tests for explosive financial bubbles in the presence of non-stationary volatility
David I. Harvey, Stephen J. Leybourne, Robert Sollis, et al.
Journal of Empirical Finance (2015) Vol. 38, pp. 548-574
Open Access | Times Cited: 147

Showing 1-25 of 147 citing articles:

FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
Peter C.B. Phillips, Shuping Shi
Econometric Theory (2017) Vol. 34, Iss. 4, pp. 705-753
Open Access | Times Cited: 137
The oil price crash in 2014/15: Was there a (negative) financial bubble?
Dean Fantazzini
Energy Policy (2016) Vol. 96, pp. 383-396
Closed Access | Times Cited: 104
Real time monitoring of asset markets: Bubbles and crises
Peter C.B. Phillips, Shuping Shi
Handbook of statistics (2019), pp. 61-80
Closed Access | Times Cited: 80
Corn Cash Price Forecasting
Xiaojie Xu
American Journal of Agricultural Economics (2020) Vol. 102, Iss. 4, pp. 1297-1320
Closed Access | Times Cited: 78
Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach
Cheima Gharib, Salma Mefteh‐Wali, Vanessa Serret, et al.
Resources Policy (2021) Vol. 74, pp. 102392-102392
Open Access | Times Cited: 69
Detecting and date-stamping bubbles in fan tokens
Ata Assaf, Ender Demir, Oğuz Ersan
International Review of Economics & Finance (2024) Vol. 92, pp. 98-113
Closed Access | Times Cited: 9
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility
Christian Hafner
Journal of Financial Econometrics (2018)
Open Access | Times Cited: 80
Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism!
Wei‐Fong Pan
Journal of Behavioral Finance (2019) Vol. 21, Iss. 1, pp. 27-41
Closed Access | Times Cited: 60
exuber: Recursive Right-Tailed Unit Root Testing with R
Kostas Vasilopoulos, Efthymios Pavlidis, Enrique Martínez‐García
Journal of Statistical Software (2022) Vol. 103, Iss. 10
Open Access | Times Cited: 28
Multiple bubbles in the European Union Emission Trading Scheme
Anna Cretì, Marc Joëts
Energy Policy (2017) Vol. 107, pp. 119-130
Closed Access | Times Cited: 54
Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices
Isabel Figuerola‐Ferretti, Christopher L. Gilbert, J. Roderick McCrorie
Journal of Time Series Analysis (2015) Vol. 36, Iss. 5, pp. 763-782
Open Access | Times Cited: 53
Detecting Financial Collapse and Ballooning Sovereign Risk
Peter C.B. Phillips, Shuping Shi
Oxford Bulletin of Economics and Statistics (2019) Vol. 81, Iss. 6, pp. 1336-1361
Open Access | Times Cited: 52
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility
Christian Hafner
SSRN Electronic Journal (2018)
Open Access | Times Cited: 48
The shine of precious metals around the global financial crisis
Isabel Figuerola‐Ferretti, J. Roderick McCrorie
Journal of Empirical Finance (2016) Vol. 38, pp. 717-738
Open Access | Times Cited: 47
Mild explosivity in recent crude oil prices
Isabel Figuerola‐Ferretti, J. Roderick McCrorie, Ioannis Paraskevopoulos
Energy Economics (2019) Vol. 87, pp. 104387-104387
Open Access | Times Cited: 43
U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?
Tobias Basse, Tony Klein, Samuel A. Vigne, et al.
Journal of Corporate Finance (2021) Vol. 67, pp. 101892-101892
Open Access | Times Cited: 34
Can news-based economic sentiment predict bubbles in precious metal markets?
Aktham Maghyereh, Hussein Abdoh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 24
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?
Yongheng Deng, Éric Girardin, Roselyne Joyeux, et al.
Pacific Economic Review (2017) Vol. 22, Iss. 3, pp. 276-292
Closed Access | Times Cited: 47
Diagnosing housing fever with an econometric thermometer
Shuping Shi, Peter C.B. Phillips
Journal of Economic Surveys (2021) Vol. 37, Iss. 1, pp. 159-186
Open Access | Times Cited: 32
Explosiveness in the renewable energy equity sector: International evidence
J.M. Jiménez Ariza, Román Ferrer
The North American Journal of Economics and Finance (2025), pp. 102378-102378
Closed Access
Real-time monitoring procedures for early detection of bubbles
Emily J. Whitehouse, David I. Harvey, Stephen J. Leybourne
International Journal of Forecasting (2025)
Open Access
The role of geopolitical and climate risk in driving uncertainty in European electricity markets
Peter Cincinelli, Elisabetta Pellini
Energy Economics (2025), pp. 108276-108276
Closed Access
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven
Rerotlhe B. Basele, Peter C.B. Phillips, Shuping Shi
Journal of Time Series Analysis (2025)
Closed Access
Uniform Inference with General Autoregressive Processes
Tassos Magdalinos, Kateřina Petrová
(2025)
Closed Access
Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s
Yang Hu, Les Oxley
Journal of the Japanese and International Economies (2018) Vol. 50, pp. 89-95
Open Access | Times Cited: 35
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