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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:

Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets
Yong Tang, Jason Xiong, Ziyang Jia, et al.
Complexity (2018) Vol. 2018, Iss. 1
Open Access | Times Cited: 31

Showing 1-25 of 31 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
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
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
The impact of COVID-19 on cryptocurrency markets: A network analysis based on mutual information
Mi Yeon Hong, Ji Won Yoon
PLoS ONE (2022) Vol. 17, Iss. 2, pp. e0259869-e0259869
Open Access | Times Cited: 20
Network structure shifts in frontier markets during crises: insights from the Ghana Stock Exchange amid COVID-19
Raphael Kuranchie-Pong, Joseph Ato Forson
African Journal of Economic and Management Studies (2025)
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
NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2022) Vol. 28, Iss. 2, pp. 531-558
Open Access | Times Cited: 16
Financial Complexity: A Comparison Study of Türkiye, Iran, Saudi Arabia and the UAE
Fatemah Pourabdollah, Seyed-nezamuddin MAKİYAN, Mehdi Hajamini, et al.
Sosyoekonomi (2025) Vol. 33, Iss. 64, pp. 61-76
Open Access
An analysis of network filtering methods to sovereign bond yields during COVID-19
Raymond Ka-Kay Pang, Oscar M. Granados, Harsh Chhajer, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125995-125995
Open Access | Times Cited: 17
Stock price network autoregressive model with application to stock market turbulence
Arash Sioofy Khoojine, Dong Han
The European Physical Journal B (2020) Vol. 93, Iss. 7
Closed Access | Times Cited: 13
Economic Policy Uncertainty Shocks and Chinese Stock Market Volatility: An Empirical Analysis with SVAR
Dongliang Cai, Tong Zhang, Kefei Han, et al.
Complexity (2022) Vol. 2022, pp. 1-22
Open Access | Times Cited: 7
The effect of self-organizing map architecture based on the value migration network centrality measures on stock return. Evidence from the US market
Dariusz Siudak
PLoS ONE (2022) Vol. 17, Iss. 11, pp. e0276567-e0276567
Open Access | Times Cited: 6
Dynamics of the Global Stock Market Networks Generated by DCCA Methodology
Ki-Hong Shin, Gyuchang Lim, Seungsik Min
Applied Sciences (2020) Vol. 10, Iss. 6, pp. 2171-2171
Open Access | Times Cited: 8
A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector
Anna Denkowska, Stanisław Wanat
Risks (2020) Vol. 8, Iss. 2, pp. 39-39
Open Access | Times Cited: 8
EXAMINING NETWORK STRUCTURES AND DYNAMICS OF WORLD ENERGY COMPANIES IN STOCK MARKETS: A COMPLEX NETWORK APPROACH
Bilal Ahmed Memon, Rabia Tahir
International Journal of Energy Economics and Policy (2021), pp. 329-344
Open Access | Times Cited: 7
The Investigation on the Impact of Financial Crisis on Bursa Malaysia Using Minimal Spanning Tree
Hafizah Bahaludin, Mimi Hafizah Abdullah, Lam Weng Siew, et al.
Mathematics and Statistics (2019) Vol. 7, Iss. 4A, pp. 1-8
Open Access | Times Cited: 6
Comparative Analysis of Financial Network Topology for the Russian, Chinese and US Stock Markets
Vladimir Balash, Sergei Sidorov, Alexey Faizliev, et al.
WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS (2020) Vol. 17, pp. 120-132
Open Access | Times Cited: 4
Linkages and systemic risk in the European insurance sector. New evidence based on Minimum Spanning Trees
Anna Denkowska, Stanisław Wanat
Risk Management (2021) Vol. 24, Iss. 2, pp. 123-136
Closed Access | Times Cited: 4
Analysing network structures and dynamics of the Pakistan stock market across the uncertain time of global pandemic (Covid-19)
Bilal Ahmed Memon
Economic Journal of Emerging Markets (2022), pp. 85-100
Open Access | Times Cited: 3
Complex Network View of the Sun’s Magnetic Patches. I. Identification
Zahra Tajik, Nastaran Farhang, Hossein Safari, et al.
The Astrophysical Journal Supplement Series (2024) Vol. 273, Iss. 1, pp. 1-1
Open Access
Integrating Spatio-Temporal Information for Forecasting Financial Indicators of Listed Companies
Yijie Teng, Rongmei Yang, Linyuan Lü
(2024), pp. 34-40
Closed Access
Unsupervised learning modeling of the impact of Black Swan events on financial network reconfiguration: New insights from the COVID-19 outbreak and the Russia-Ukraine war
Dariusz Siudak, Agata Świetlik
Physica A Statistical Mechanics and its Applications (2024) Vol. 658, pp. 130277-130277
Closed Access
Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets
Fang-Yan Ouyang, Wenyan Peng, Tingting Chen
PLoS ONE (2024) Vol. 19, Iss. 12, pp. e0315308-e0315308
Open Access
Understanding How Short‐Termism and a Dynamic Investor Network Affects Investor Returns: An Agent‐Based Perspective
Matthew Oldham
Complexity (2019) Vol. 2019, Iss. 1
Open Access | Times Cited: 3
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis
Peter Sinka, Peter J. Zeitsch
Computational Economics (2021) Vol. 60, Iss. 4, pp. 1375-1412
Closed Access | Times Cited: 2
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