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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 does investor sentiment impact stock volatility? New evidence from Shanghai A-shares market
Dejun Xie, Yu Cui, Yujian Liu
China Finance Review International (2021) Vol. 13, Iss. 1, pp. 102-120
Closed Access | Times Cited: 25

Showing 25 citing articles:

Does climate policy uncertainty affect Chinese stock market volatility?
Zhonglu Chen, Li Zhang, Chen Weng
International Review of Economics & Finance (2022) Vol. 84, pp. 369-381
Closed Access | Times Cited: 71
Investor attention on the Russia-Ukraine conflict and stock market volatility: Evidence from China
Haonan Zhou, Xinjie Lu
Finance research letters (2022) Vol. 52, pp. 103526-103526
Closed Access | Times Cited: 41
Don't miss out on NFTs?! A sentiment-based analysis of the early NFT market
Florian Horky, Lili Dubbick, Franziska Rhein, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 799-814
Closed Access | Times Cited: 21
COVID-19 and stock market performance: Evidence from the RCEP countries
Wenwen Zhang, Shuo Cao, Xuan Zhang, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 717-735
Open Access | Times Cited: 23
Investor attention and corporate leverage manipulation
Huitao Guo, Binghui Ye, Yuxuan Chen, et al.
Finance research letters (2023) Vol. 60, pp. 104914-104914
Closed Access | Times Cited: 10
Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies
Aleksander Mercik, Tomasz Słoński, Marta Karaś
International Review of Financial Analysis (2024) Vol. 92, pp. 103070-103070
Closed Access | Times Cited: 3
Binary gravity search algorithm and support vector machine for forecasting and trading stock indices
Haijun Kang, Xiangyu Zong, Jianyong Wang, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 507-526
Closed Access | Times Cited: 15
Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method
Xiaozhu Guo, Dengshi Huang, Xiafei Li, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 672-693
Closed Access | Times Cited: 13
Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA
Rilwan Sakariyahu, Sofia Johan, Rodiat Lawal, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 89, pp. 101866-101866
Open Access | Times Cited: 7
Stock Price Crash Risk Prediction Based on High-Low Frequency Dual-Layer Graph Attention Network
Muye Han, Zhicheng Hao, Yukun Zhao
International Review of Economics & Finance (2024) Vol. 96, pp. 103608-103608
Closed Access | Times Cited: 2
Has the heterogeneity of culture, investor sentiment and uncertainty altered bank stock returns in the MENA region?
Syed Faisal Shah
Journal of Economic Studies (2023) Vol. 51, Iss. 3, pp. 649-666
Closed Access | Times Cited: 3
How do stock prices respond to the leading economic indicators? Analysis of large and small shocks
Jing Liu, Zhonglu Chen
Finance research letters (2022) Vol. 51, pp. 103430-103430
Closed Access | Times Cited: 5
Computing Black Scholes with Uncertain Volatility—A Machine Learning Approach
Kathrin Hellmuth, Christian Klingenberg
Mathematics (2022) Vol. 10, Iss. 3, pp. 489-489
Open Access | Times Cited: 3
Modeling and managing stock market volatility using MRS-MIDAS model
Wang Chen, Xinjie Lu, Jiqian Wang
International Review of Economics & Finance (2022) Vol. 82, pp. 625-635
Closed Access | Times Cited: 3
Investor herding behavior in social media sentiment
Jinjoo Yoon, Gabjin Oh
Frontiers in Physics (2022) Vol. 10
Open Access | Times Cited: 3
Sentiment News in the Nigerian Reit Market: Source and its Dynamic Nature
Tosin B. Fateye, Cyril Ayodele Ajayi, Richard Peiser
Journal of African Real Estate Research (2024) Vol. 9, Iss. 1
Open Access
Evaluating the Efficacy of GARCH Models in Forecasting Volatility Dynamics Across Major Global Financial Indices: A Decade-long Analysis
Nagendra Marisetty
Journal of Economics Management and Trade (2024) Vol. 30, Iss. 9, pp. 16-33
Open Access
Investor Sentiment Analysis of Financial Texts Based on GPT and RoBERTa
Jia Miao, Jianwu Lin, Luo Tong, et al.
2022 International Joint Conference on Neural Networks (IJCNN) (2024) Vol. 9, pp. 1-8
Closed Access
Futures Price Prediction Based on Multi-Feature Fusion Model
Shuang Wu, Qi Lang, Xiaodong Liu
(2024), pp. 62-69
Closed Access
Public attention, investor sentiment and stock markets: Evidence from Chinese listed firms
Renbo Shi, Wei Shan, Junguang Gao, et al.
Investment Analysts Journal (2024), pp. 1-22
Closed Access
Statistical Modeling of Opening Price Gaps in the Shanghai Stock Exchange Composite Index Using Linear Methods
Yuancheng Si, Saralees Nadarajah, Zhang Zong-xin
Computational Economics (2024)
Closed Access
Forecasting European stock volatility: The role of the UK
Jun Gao, Xiang Gao, Chen Gu
International Review of Financial Analysis (2023) Vol. 89, pp. 102728-102728
Closed Access | Times Cited: 1
The impact of carbon transition risk concerns on stock market cycles: Evidence from China
Qin Luo, Xinjie Lu, Dengshi Huang, et al.
Technological Forecasting and Social Change (2024) Vol. 209, pp. 123827-123827
Closed Access
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
C. Matthew Shi, Yu Wei, Xiafei Li, et al.
Energy Economics (2023) Vol. 126, pp. 107037-107037
Closed Access
INVESTORS’ SENTIMENT AND EQUITY MARKETS DURING COVID-19 PERIOD: A QUANTILE REGRESSION APPROACH AND WAVELET ANALYSIS
Ștefan Cristian Gherghina, Seyed Mehdian, Ovidiu Stoica
Journal of Business Economics and Management (2023) Vol. 24, Iss. 3, pp. 551-575
Open Access
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