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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:

INVESTIGATING ABNORMAL VOLATILITY TRANSMISSION PATTERNS BETWEEN EMERGING AND DEVELOPED STOCK MARKETS: A CASE STUDY
Cristi Spulbăr, Jatin Trivedi, Ramona Birău
Journal of Business Economics and Management (2020) Vol. 21, Iss. 6, pp. 1561-1592
Open Access | Times Cited: 36

Showing 1-25 of 36 citing articles:

The impact of online reviews on e-commerce sales in India: a case study
Mithun S. Ullal, Cristi Spulbăr, Iqbal Thonse Hawaldar, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 34, Iss. 1, pp. 2408-2422
Open Access | Times Cited: 60
An Investigation of the Link between Major Shareholders’ Behavior and Corporate Governance Performance before and after the COVID-19 Pandemic: A Case Study of the Companies Listed on the Iranian Stock Market
Rezvan Pourmansouri, Amir Mehdiabadi, Vahid Shahabi, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 5, pp. 208-208
Open Access | Times Cited: 34
Stock market reaction to the COVID-19 pandemic: an event study
Xiuping Ji, Naipeng Bu, Zheng Chen, et al.
Portuguese Economic Journal (2022) Vol. 23, Iss. 1, pp. 167-186
Closed Access | Times Cited: 27
Connectedness between Sectors: The Case of the Polish Stock Market before and during COVID-19
Viorica Chirilă
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 322-322
Open Access | Times Cited: 17
Asymmetric Volatility in Stock Market: Evidence from Selected Export-based Countries
Himani Gupta
The Indian Economic Journal (2024)
Closed Access | Times Cited: 3
MODELLING VOLATILITY SPILLOVERS, CROSS-MARKET CORRELATION AND CO-MOVEMENTS BETWEEN STOCK MARKETS IN EUROPEAN UNION: AN EMPIRICAL CASE STUDY
Jatin Trivedi, Cristi Spulbăr, Ramona Birău, et al.
Business Management and Economics Engineering (2021) Vol. 19, Iss. 01, pp. 70-90
Open Access | Times Cited: 23
Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns
Shoirahon Odilova, Zebo Sharipova, Sardor Azam
International Journal of Energy Economics and Policy (2023) Vol. 13, Iss. 4, pp. 329-337
Open Access | Times Cited: 6
COVID-19 Media Chatter and Macroeconomic Reflectors on Black Swan: A Spanish and Indian Stock Markets Comparison
Indranil Ghosh, Esteban Alfaro, Matías Gámez, et al.
Risks (2023) Vol. 11, Iss. 5, pp. 94-94
Open Access | Times Cited: 5
Analysing volatility patterns in emerging markets: symmetric or asymmetric models?
Himani Gupta
Journal of economic and administrative sciences. (2023)
Closed Access | Times Cited: 5
Smart beta portfolio investment strategy during the COVID-19 pandemic in Indonesia
Dwi Fitrizal Salim, Aldilla Iradianty, Farida Titik Kristanti, et al.
Investment Management and Financial Innovations (2022) Vol. 19, Iss. 3, pp. 302-311
Open Access | Times Cited: 8
Testing volatility spillovers using GARCH models in the Japanese stock market during COVID-19
Cristi Spulbăr, Ramona Birău, Jatin Trivedi, et al.
Investment Management and Financial Innovations (2022) Vol. 19, Iss. 1, pp. 262-273
Open Access | Times Cited: 8
Chinese stock market integration with developed world: A portfolio diversification analysis
Azmat Sher, Haizhong An, Muhammad Kaleem Khan, et al.
Heliyon (2024) Vol. 10, Iss. 9, pp. e29413-e29413
Open Access | Times Cited: 1
Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II Extreme Value Distribution
Hang Lin, Lixin Liu, Zhengjun Zhang
Symmetry (2021) Vol. 13, Iss. 9, pp. 1630-1630
Open Access | Times Cited: 7
Financial Contagion Patterns in Individual Economic Sectors. The Day-of-the-Week Effect from the Polish, Russian and Romanian Markets
Elena Valentina Țilică
Journal of risk and financial management (2021) Vol. 14, Iss. 9, pp. 442-442
Open Access | Times Cited: 6
Predicting financial distress in the Indian textile sector
Rashmi Soni, Iqbal Thonse Hawaldar, ANJU SUNNY VASWANI, et al.
Industria Textila (2021) Vol. 72, Iss. 05, pp. 503-508
Open Access | Times Cited: 6
Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity
Francisca Mendonça Souza, Cláudia Aline de Souza Ramser, Adriano Mendonça Souza, et al.
Annals of Financial Economics (2023) Vol. 18, Iss. 02
Open Access | Times Cited: 2
Volatility Spillovers Across CBDC Attention and Stock Market Volatility
Polina Kuznichenko
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Advanced empirical research based on structural equation modeling (SEM) regarding the impact of tax revenue on GDP dynamics at EU-28 level
Cristi Spulbăr, Mohammad Ehsanifar, Ramona Birău, et al.
Scientific Annals of Economics and Business (2021) Vol. 68, Iss. 3, pp. 285-307
Open Access | Times Cited: 5
A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior
Cristi Spulbăr, Ramona Birău, Lucian Florin Spulbar
Ovidius University Annals Economic Sciences Series (2022) Vol. 21, Iss. 2, pp. 1161-1165
Open Access | Times Cited: 3
Volatility Linkage Between the Stock Exchange of Thailand and Major Stock Markets
Budsabawan Maharakkhaka, Boonyachote Suteerawattananon, Sutatt Ramasoot
Springer proceedings in business and economics (2024), pp. 569-585
Closed Access
Beyond the Silicon Valley of the East: Exploring Portfolio Diversification with India and MINT Economies
Caner Özdurak, Derya Yılmaz
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 269-269
Open Access
Sectoral Volatility in Borsa Istanbul: A GARCH-based Comparative Analysis
Emre Bulut
Ahi Evran Üniversitesi Sosyal Bilimler Enstitüsü Dergisi (2024)
Open Access
Accounting conservatism, timeliness and interactions in the Scandinavian stock markets
Maria I. Kyriakou, Athanasios Koulakiotis, Vassilios Babalos
EuroMed Journal of Business (2023)
Closed Access | Times Cited: 1
VOLATILITY REGIMES OF SELECTED CENTRAL EUROPEAN STOCK RETURNS: A MARKOV SWITCHING GARCH APPROACH
Michaela Chocholatá
Journal of Business Economics and Management (2022) Vol. 23, Iss. 4, pp. 876-894
Open Access | Times Cited: 2
Financial Market Interconnections Analyzed Using GARCH Univariate and Multivariate Models
Lucian Claudiu Anghel, Maria-Cristina Zwak-Cantoriu, MENDON SUHAN, et al.
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2022) Vol. 56, Iss. 3/2022, pp. 101-118
Open Access | Times Cited: 2
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