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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:

Stock market as temporal network
Longfeng Zhao, Gang‐Jin Wang, Mingang Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 506, pp. 1104-1112
Open Access | Times Cited: 78

Showing 1-25 of 78 citing articles:

A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets
Gautier Marti, Frank Nielsen, Mikołaj Bińkowski, et al.
Signals and communication technology (2021), pp. 245-274
Closed Access | Times Cited: 106
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
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
Portfolio optimization based on network centralities: Which centrality is better for asset selection during global crises?
Gang‐Jin Wang, Huahui Huai, You Zhu, et al.
Journal of Management Science and Engineering (2024) Vol. 9, Iss. 3, pp. 348-375
Open Access | Times Cited: 7
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
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 tensor-based unified approach for clustering coefficients in financial multiplex networks
Paolo Bartesaghi, Gian Paolo Clemente, Rosanna Grassi
Information Sciences (2022) Vol. 601, pp. 268-286
Open Access | Times Cited: 19
Systemic Importance of Chinese Financial Institutions based on the QC-ISAM-ARMA Temporal Network with Coupling
Zhao Xia, Sun Xiao, Jiefei Huang, et al.
The Quarterly Review of Economics and Finance (2025), pp. 101979-101979
Closed Access
Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitz’s theory and correlation network analysis
Afaf El Rhiouane, Hassan Oukhouya, Raby Guerbaz, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130521-130521
Closed Access
The dependency structure of the financial multiplex network model: New evidence from the cross-correlation of idiosyncratic returns, volatility, and trading volume
Dariusz Siudak
PLoS ONE (2025) Vol. 20, Iss. 4, pp. e0320799-e0320799
Open Access
Identifying systemically important financial institutions in complex network: A case study of Chinese stock market
Wei Chen, Xiaoli Hou, Manrui Jiang, et al.
Emerging Markets Review (2021) Vol. 50, pp. 100836-100836
Closed Access | Times Cited: 26
Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market
Yang Gao, Yaojun Wang, Chao Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 510, pp. 802-811
Closed Access | Times Cited: 30
Connectedness of financial institutions in Europe: A network approach across quantiles
Oleg Deev, Štefan Lyócsa
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124035-124035
Closed Access | Times Cited: 27
Analysis of new approaches used in portfolio optimization: a systematic literature review
Danilo Alcântara Milhomem, Maria José Pereira Dantas
Production (2020) Vol. 30
Open Access | Times Cited: 25
Impacts of COVID-19 local spread and Google search trend on the US stock market
Asim Kumer Dey, G.M. Toufiqul Hoque, Kumer Pial Das, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 589, pp. 126423-126423
Open Access | Times Cited: 21
Bell correlations outside physics
Christoph Gallus, Emmanuel M. Pothos, Paweł Błasiak, et al.
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 8
Herding boosts too-connected-to-fail risk in stock market of China
Shan Lu, Jichang Zhao, Huiwen Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 505, pp. 945-964
Open Access | Times Cited: 22
Portfolio optimization based on empirical mode decomposition
Yang Li, Longfeng Zhao, Chao Wang
Physica A Statistical Mechanics and its Applications (2019) Vol. 531, pp. 121813-121813
Open Access | Times Cited: 21
Correlation analysis and systemic risk measurement of regional, financial and global stock indices
Lin Chen, Qian Han, Zhilin Qiao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 542, pp. 122653-122653
Open Access | Times Cited: 20
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
Intelligent risk management system for enhancing performance of stock market applications
Abdelaziz Darwiesh, A. H. El-Baz, Mohamed Elhoseny
Expert Systems with Applications (2024) Vol. 249, pp. 123493-123493
Closed Access | Times Cited: 2
Multinational Firms and the Economic Self-Reliance of North American Cities
Soha Ahmed, Faraz Zaidi, Céline Rozenblat
Research Square (Research Square) (2024)
Open Access | Times Cited: 2
Comparing the Impacts of Past Major Events on the Network Topology Structure of the Malaysian Consumer Products and Services Sector
Alyssa April Dellow, Munira Ismail, Hafizah Bahaludin, et al.
Journal of the Knowledge Economy (2024)
Closed Access | Times Cited: 2
Constructing a multilayer network for stock market
Wei Chen, Manrui Jiang, Cheng Jiang
Soft Computing (2019) Vol. 24, Iss. 9, pp. 6345-6361
Closed Access | Times Cited: 18
The construction of multilayer stock network model
Wei Chen, Shuai Qu, Manrui Jiang, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 565, pp. 125608-125608
Closed Access | Times Cited: 17
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