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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:

Topology of the South African stock market network across the 2008 financial crisis
Mohamed Majapa, Sean Joss Gossel
Physica A Statistical Mechanics and its Applications (2015) Vol. 445, pp. 35-47
Closed Access | Times Cited: 74

Showing 1-25 of 74 citing articles:

Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak
Faheem Aslam, Yasir Tariq Mohmand, Paulo Ferreira, et al.
Borsa Istanbul Review (2020) Vol. 20, pp. S49-S61
Open Access | Times Cited: 123
The network connectedness of volatility spillovers across global futures markets
Sang Hoon Kang, Jang Woo Lee
Physica A Statistical Mechanics and its Applications (2019) Vol. 526, pp. 120756-120756
Closed Access | Times Cited: 100
Networks of volatility spillovers among stock markets
Eduard Baumöhl, Evžen Kočenda, Štefan Lyócsa, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1555-1574
Open Access | Times Cited: 76
An empirical evaluation of the influential nodes for stock market network: Chinese A-shares case
Chuangxia Huang, Shigang Wen, Mengge Li, et al.
Finance research letters (2020) Vol. 38, pp. 101517-101517
Closed Access | Times Cited: 59
A network perspective of comovement and structural change: Evidence from the Chinese stock market
Chuangxia Huang, Yunke Deng, Xiaoguang Yang, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101782-101782
Closed Access | Times Cited: 46
Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks
Kashif Zaheer, Faheem Aslam, Yasir Tariq Mohmand, et al.
China Finance Review International (2022) Vol. 13, Iss. 1, pp. 23-45
Closed Access | Times Cited: 29
Cluster analysis on the structure of the cryptocurrency market via Bitcoin–Ethereum filtering
Jung Yoon Song, Woojin Chang, Jae Wook Song
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121339-121339
Closed Access | Times Cited: 49
Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective
Bilal Ahmed Memon, Hongxing Yao
Entropy (2019) Vol. 21, Iss. 3, pp. 248-248
Open Access | Times Cited: 44
Complex networks analysis in Iran stock market: The application of centrality
Hadi Esmaeilpour Moghadam, Teymour Mohammadi, Mohammad Feghhi Kashani, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 531, pp. 121800-121800
Closed Access | Times Cited: 43
Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price
Muzi Chen, Nan Li, Lifen Zheng, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 587, pp. 126506-126506
Open Access | Times Cited: 40
The dynamic network connectedness and hedging strategies across stock markets and commodities: COVID-19 pandemic effect
Taicir Mezghani, Fatma Ben Hamadou, Mouna Boujelbène Abbes
Asia-Pacific Journal of Business Administration (2021) Vol. 13, Iss. 4, pp. 520-552
Closed Access | Times Cited: 33
Sudden shock and stock market network structure characteristics: A comparison of past crisis events
Chengying He, Wen Zhang, Ke Huang, et al.
Technological Forecasting and Social Change (2022) Vol. 180, pp. 121732-121732
Open Access | Times Cited: 24
Dynamic analysis and community recognition of stock price based on a complex network perspective
Yingrui Zhou, Zengqiang Chen, Zhongxin Liu
Expert Systems with Applications (2022) Vol. 213, pp. 118944-118944
Closed Access | Times Cited: 24
Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation
Rocco Caferra, Pasquale Marcello Falcone, Andrea Morone, et al.
Eurasian Economic Review (2022) Vol. 12, Iss. 1, pp. 177-196
Open Access | Times Cited: 23
Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information
Arash Sioofy Khoojine, Dong Han
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1091-1109
Closed Access | Times Cited: 40
Dynamic network topology and market performance: A case of the Chinese stock market
Chuangxia Huang, Xian Zhao, Renli Su, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 1962-1978
Closed Access | Times Cited: 36
A Study on the Topological Insights and Network Visualization Mapping of the Indian Equity Market
Biplab Bhattacharjee, Moinak Maiti
Risks (2025) Vol. 13, Iss. 4, pp. 76-76
Open Access
Comparing minimum spanning trees of the Italian stock market using returns and volumes
Paolo Coletti
Physica A Statistical Mechanics and its Applications (2016) Vol. 463, pp. 246-261
Closed Access | Times Cited: 30
Causal relationship between the global foreign exchange market based on complex networks and entropy theory
Guangxi Cao, Qi Zhang, Qingchen Li
Chaos Solitons & Fractals (2017) Vol. 99, pp. 36-44
Closed Access | Times Cited: 30
TREND ANALYSIS OF GLOBAL STOCK MARKET LINKAGE BASED ON A DYNAMIC CONDITIONAL CORRELATION NETWORK
Kedong Yin, Zhe Liu, Пэйдэ Лю
Journal of Business Economics and Management (2017) Vol. 18, Iss. 4, pp. 779-800
Open Access | Times Cited: 26
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain
Salim Lahmiri, Gazi Salah Uddin, Stelios Bekiros
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 947-955
Closed Access | Times Cited: 23
Network topology of FTSE 100 Index companies: From the perspective of Brexit
Hongxing Yao, Bilal Ahmed Memon
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1248-1262
Closed Access | Times Cited: 22
General election effect on the network topology of Pakistan’s stock market: network-based study of a political event
Bilal Ahmed Memon, Hongxing Yao, Rabia Tahir
Financial Innovation (2020) Vol. 6, Iss. 1
Open Access | Times Cited: 19
Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash
Tsung‐Wen Yen, Kelin Xia, Siew Ann Cheong
Entropy (2021) Vol. 23, Iss. 9, pp. 1211-1211
Open Access | Times Cited: 16
On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War
Kashif Zaheer, Faheem Aslam, Yasir Tariq Mohmand, et al.
Economies (2024) Vol. 12, Iss. 2, pp. 41-41
Open Access | Times Cited: 2
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