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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:

Multifractal detrended cross-correlations between the Chinese exchange market and stock market
Guangxi Cao, Longbing Xu, Jie Cao
Physica A Statistical Mechanics and its Applications (2012) Vol. 391, Iss. 20, pp. 4855-4866
Closed Access | Times Cited: 130

Showing 26-50 of 130 citing articles:

Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC
Feng Ma, Yu Wei, Dengshi Huang, et al.
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 21, pp. 5356-5368
Closed Access | Times Cited: 52
Price–volume cross-correlation analysis of CSI300 index futures
Donghua Wang, Yuan-Yuan Suo, Xiaowen Yu, et al.
Physica A Statistical Mechanics and its Applications (2012) Vol. 392, Iss. 5, pp. 1172-1179
Closed Access | Times Cited: 50
Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock markets
Feng Ma, Qian Zhang, Peng Chen, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 410, pp. 154-166
Closed Access | Times Cited: 48
Multifractal analysis of the Chinese stock, bond and fund markets
Hongyong Wang, Tongtong Wang
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 280-292
Closed Access | Times Cited: 45
A Deep Coupled LSTM Approach for USD/CNY Exchange Rate Forecasting
Wei Cao, Weidong Zhu, Wenjun Wang, et al.
IEEE Intelligent Systems (2020) Vol. 35, Iss. 2, pp. 43-53
Open Access | Times Cited: 33
Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility
Feng Ma, Yu Wei, Dengshi Huang, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 405, pp. 171-180
Closed Access | Times Cited: 41
Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data
Guangxi Cao, Han Yan, Weijun Cui, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 414, pp. 308-320
Closed Access | Times Cited: 40
Multifractal cross-correlations between crude oil and tanker freight rate
Feier Chen, Yuqi Miao, Kang Tian, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 474, pp. 344-354
Closed Access | Times Cited: 39
The effectiveness of China’s RMB exchange rate reforms: An insight from multifractal detrended fluctuation analysis
Jing Qin, Xinsheng Lu, Ying Zhou, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 421, pp. 443-454
Closed Access | Times Cited: 38
Cross-correlations and structures of stock markets based on multiscale MF-DXA and PCA
Aijing Lin, Pengjian Shang, Huachun Zhou
Nonlinear Dynamics (2014) Vol. 78, Iss. 1, pp. 485-494
Closed Access | Times Cited: 37
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
Ladislav Krištoufek
Physica A Statistical Mechanics and its Applications (2015) Vol. 431, pp. 124-127
Open Access | Times Cited: 37
How long is the memory of the US stock market?
Paulo Ferreira, Andreia Dionísio
Physica A Statistical Mechanics and its Applications (2016) Vol. 451, pp. 502-506
Open Access | Times Cited: 37
Mixed multifractal analysis of China and US stock index series
Meifeng Dai, Jie Hou, Jianyu Gao, et al.
Chaos Solitons & Fractals (2016) Vol. 87, pp. 268-275
Closed Access | Times Cited: 36
Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective
Srimonti Dutta, Dipak Ghosh, Sucharita Chatterjee
Physica A Statistical Mechanics and its Applications (2016) Vol. 463, pp. 188-201
Closed Access | Times Cited: 36
Multifractal detrended cross-correlation analysis on NO, NO2and O3
Weijia Xu, Chunqiong Liu, Kai Shi, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 502, pp. 605-612
Closed Access | Times Cited: 35
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter
Zuochao Zhang, Yongjie Zhang, Dehua Shen, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 508, pp. 67-75
Closed Access | Times Cited: 34
Multifractal characterization of air polluted time series in China
Qizhen Wang
Physica A Statistical Mechanics and its Applications (2018) Vol. 514, pp. 167-180
Closed Access | Times Cited: 34
The Dynamic Effects of COVID-19 and the March 2020 Crash on the Multifractality of NASDAQ Insurance Stock Markets
Xing Li, Fang Su
Fractal and Fractional (2023) Vol. 7, Iss. 1, pp. 91-91
Open Access | Times Cited: 9
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales
Gang‐Jin Wang, Chi Xie, Ling‐Yun He, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 405, pp. 70-79
Closed Access | Times Cited: 33
Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis
Guangxi Cao, Minjia Zhang
Physica A Statistical Mechanics and its Applications (2015) Vol. 436, pp. 25-35
Closed Access | Times Cited: 33
Multifractal cross-correlation analysis in electricity spot market
Qingju Fan, Dan Li
Physica A Statistical Mechanics and its Applications (2015) Vol. 429, pp. 17-27
Closed Access | Times Cited: 32
Correlation of the holding behaviour of the holding-based network of Chinese fund management companies based on the node topological characteristics
Li Hua-Jiao, Haizhong An, Huang Jia-Chen, et al.
Acta Physica Sinica (2014) Vol. 63, Iss. 4, pp. 048901-048901
Open Access | Times Cited: 32
Causal relationship between the global foreign exchange market based on complex networks and entropy theory
Guangxi Cao, Qi Zhang, Qingchen Li
Chaos Solitons & Fractals (2017) Vol. 99, pp. 36-44
Closed Access | Times Cited: 30
Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India
P. Manimaran, A. C. Narayana
Physica A Statistical Mechanics and its Applications (2018) Vol. 502, pp. 228-235
Closed Access | Times Cited: 30
Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)
Chi Xie, Yingying Zhou, Gang‐Jin Wang, et al.
Fluctuation and Noise Letters (2016) Vol. 16, Iss. 01, pp. 1750004-1750004
Closed Access | Times Cited: 29

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