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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:

How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network
Yong Tang, Jason Xiong, Yong Luo, et al.
International Journal of Electronic Commerce (2019) Vol. 23, Iss. 1, pp. 85-109
Open Access | Times Cited: 62

Showing 1-25 of 62 citing articles:

Current landscape and influence of big data on finance
Morshadul Hasan, József Popp, Judit Oláh
Journal Of Big Data (2020) Vol. 7, Iss. 1
Open Access | Times Cited: 194
Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology
Duc Khuong Nguyen, Georgios Sermpinis, Charalampos Stasinakis
European Financial Management (2022) Vol. 29, Iss. 2, pp. 517-548
Open Access | Times Cited: 79
Empirical investigation of extended TOE model on Corporate Environment Sustainability and dimensions of operating performance of SMEs: A high order PLS-ANN approach
Manish Dadhich, Kamal Kant Hiran
Journal of Cleaner Production (2022) Vol. 363, pp. 132309-132309
Closed Access | Times Cited: 56
Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
Wenyang Huang, Huiwen Wang, Yigang Wei, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 15
Identifying Big Data’s Opportunities, Challenges, and Implications in Finance
Huidong Sun, Mustafa Raza Rabbani, Muhammad Safdar Sial, et al.
Mathematics (2020) Vol. 8, Iss. 10, pp. 1738-1738
Open Access | Times Cited: 51
A Survey on Big Data Technologies and Their Applications to the Metaverse: Past, Current and Future
Haolan Zhang, Sanghyuk Lee, Yifan Lu, et al.
Mathematics (2022) Vol. 11, Iss. 1, pp. 96-96
Open Access | Times Cited: 27
A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain
Xuanru Zhou, Hua Zhang, Shuxian Zheng, et al.
Resources Policy (2023) Vol. 81, pp. 103376-103376
Closed Access | Times Cited: 14
GPM: A graph convolutional network based reinforcement learning framework for portfolio management
Si Shi, Jianjun Li, Guohui Li, et al.
Neurocomputing (2022) Vol. 498, pp. 14-27
Closed Access | Times Cited: 22
A portfolio construction model based on sector analysis using Dempster-Shafer evidence theory and Granger causal network: An application to National stock exchange of India
Kiran Bisht, Arun Kumar
Expert Systems with Applications (2022) Vol. 215, pp. 119434-119434
Closed Access | Times Cited: 20
Dispersion multiple pattern matching for measuring causality in complex system
Yujia Mi, Aijing Lin
Nonlinear Dynamics (2025)
Closed Access
AI-Driven Big Data Transformation And Personally Identifiable Information Security In Financial Data: A Systematic Review
Razia Sultana, Ali M. Emran
SSRN Electronic Journal (2025)
Closed Access
Increasing the Accessibility of Causal Domain Knowledge via Causal Information Extraction Methods: A Case Study in the Semiconductor Manufacturing Industry
Houssam Razouk, Leonie Benischke, Daniel Gärber, et al.
Applied Sciences (2025) Vol. 15, Iss. 5, pp. 2573-2573
Open Access
Sector or factor? Unveiling the winning investment strategy in China
Qīng Wáng
Applied Economics (2025), pp. 1-14
Open Access
Time-varying pattern causality inference in global stock markets
Tao Wu, Xiangyun Gao, Sufang An, et al.
International Review of Financial Analysis (2021) Vol. 77, pp. 101806-101806
Closed Access | Times Cited: 26
Synergistic Information Transfer in the Global System of Financial Markets
Tomas Scagliarini, Luca Faes, Daniele Marinazzo, et al.
Entropy (2020) Vol. 22, Iss. 9, pp. 1000-1000
Open Access | Times Cited: 27
Correlation and spillover effects between the carbon market and China's stock market: Evidence from wavelet and quantile coherency network analysis
Luxi Sun, Zhili Wang, Shuning Kong, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 1175-1196
Closed Access | Times Cited: 2
The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model
Chen Xiu-rong, Aimin Hao, Yali Li
PLoS ONE (2020) Vol. 15, Iss. 3, pp. e0229913-e0229913
Open Access | Times Cited: 16
Analysis of the Global Banking Network by Random Matrix Theory
Ali Namaki, Reza Raei, Jamshid Ardalankia, et al.
Frontiers in Physics (2021) Vol. 8
Open Access | Times Cited: 14
Determinants of green initiatives and operational performance for manufacturing SMEs
Manish Dadhich, Himanshu Purohit, Anand A Bhasker
Materials Today Proceedings (2021) Vol. 46, pp. 10870-10874
Closed Access | Times Cited: 14
Tail dependence network of new energy vehicle industry in mainland China
Qifa Xu, Liukai Wang, Cuixia Jiang, et al.
Annals of Operations Research (2022) Vol. 315, Iss. 1, pp. 565-590
Closed Access | Times Cited: 9
Causal interactions and financial contagion among the BRICS stock markets under rare events: a Liang causality analysis
Xunfa Lu, Jingjing Sun, Wei Guo, et al.
International Journal of Emerging Markets (2023)
Closed Access | Times Cited: 4
Trends and Triggers: Analyzing the Co-Movement of Cryptocurrency and NFT Prices
Yinjie Zhao
Advances in Economics Management and Political Sciences (2024) Vol. 80, Iss. 1, pp. 74-91
Open Access | Times Cited: 1
Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis
Hamza Kadiri, Hassan Oukhouya, Khalid Belkhoutout, et al.
Economics (2024) Vol. 12, Iss. 3, pp. 55-73
Open Access | Times Cited: 1
Construction and robustness of directed-weighted financial stock networks via meso-scales
Qingqing Su, Lilan Tu, Xianjia Wang, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 605, pp. 127955-127955
Closed Access | Times Cited: 7
Risk Transmission of Trade Price Fluctuations from a Nickel Chain Perspective: Based on Systematic Risk Entropy and Granger Causality Networks
Xuanru Zhou, Shuxian Zheng, Hua Zhang, et al.
Entropy (2022) Vol. 24, Iss. 9, pp. 1221-1221
Open Access | Times Cited: 7
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