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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:

Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
Sun‐Yong Choi
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125988-125988
Closed Access | Times Cited: 101

Showing 26-50 of 101 citing articles:

Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches
Sun‐Yong Choi
Journal of International Financial Markets Institutions and Money (2022) Vol. 80, pp. 101636-101636
Closed Access | Times Cited: 12
Market efficiency assessment for multiple exchanges of cryptocurrencies
Orlando Telles Souza, João Vinícius de França Carvalho
Revista de Gestão (2023) Vol. 31, Iss. 2, pp. 137-151
Open Access | Times Cited: 7
Uncovering Information Linkages between Bitcoin, Sustainable Finance and the Impact of COVID-19: Fractal and Entropy Analysis
Kuo-Chen Lu, Kuo‐Shing Chen
Fractal and Fractional (2023) Vol. 7, Iss. 6, pp. 424-424
Open Access | Times Cited: 7
The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
Sun‐Yong Choi
Heliyon (2023) Vol. 9, Iss. 9, pp. e19726-e19726
Open Access | Times Cited: 7
A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
Julián Andrada Félix, Fernando Fernández Rodríguez, Simón Sosvilla‐Rivero
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102194-102194
Open Access | Times Cited: 2
Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises
Mohamed Malek Belhoula, Walid Mensi, Khamis Hamed Al‐Yahyaee
Resources Policy (2024) Vol. 98, pp. 105362-105362
Closed Access | Times Cited: 2
Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies
Guannan Wang, Juan Meng, Bin Mo
Mathematics (2023) Vol. 11, Iss. 4, pp. 910-910
Open Access | Times Cited: 6
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality
Eduardo Amorim Vilela de Salis, Leandro Maciel
Quantitative Finance (2023) Vol. 23, Iss. 11, pp. 1637-1658
Closed Access | Times Cited: 6
The interconnectedness of stock indices and cryptocurrencies during the Russia-Ukraine war
Nidhal Mgadmi, Tarek Sadraoui, Waleed Alkaabi, et al.
Journal of Economic Criminology (2023) Vol. 2, pp. 100039-100039
Open Access | Times Cited: 6
On equity market inefficiency during the COVID-19 pandemic
Robert Navratil, Stephen Taylor, Jan Večeř
International Review of Financial Analysis (2021) Vol. 77, pp. 101820-101820
Open Access | Times Cited: 15
Nexus of COVID-19 and carbon prices in the EU emission trading system: evidence from multifractal and the wavelet coherence approaches
Majid Mirzaee Ghazani, Reza Khosravi, Sasan Barak
Environmental Science and Pollution Research (2022) Vol. 29, Iss. 27, pp. 41293-41308
Open Access | Times Cited: 10
Empirical study and model simulation of global stock market dynamics during COVID-19
Lifu Jin, Bo Zheng, Jiahao Ma, et al.
Chaos Solitons & Fractals (2022) Vol. 159, pp. 112138-112138
Open Access | Times Cited: 10
Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents
Poongjin Cho, Minhyuk Lee
Fractal and Fractional (2022) Vol. 6, Iss. 7, pp. 394-394
Open Access | Times Cited: 10
The nexus between oil and airline stock returns: Does time frequency matter?
Mehrad Asadi, Son Duy Pham, Thao T.T. Nguyen, et al.
Energy Economics (2022) Vol. 117, pp. 106444-106444
Closed Access | Times Cited: 10
Analysis of the Czech Intraday Electricity Market During COVID-19 Pandemic from the Multifractal Perspective
Juraj Čurpek
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access | Times Cited: 5
Multifractal cross-correlation analysis between crude oil and agricultural futures markets: evidence from Russia–Ukraine conflict
Luiz Eduardo Gaio, Daniel Henrique Dario Capitani
Journal of Agribusiness in Developing and Emerging Economies (2023)
Closed Access | Times Cited: 5
Impacts of investor's sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets
Mohamed Malek Belhoula, Walid Mensi, Kamel Naoui
Quality & Quantity (2023) Vol. 58, Iss. 3, pp. 2855-2886
Closed Access | Times Cited: 5
Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations
Bilal Ahmed Memon, Faheem Aslam, Hafiz Muhammad Naveed, et al.
Economies (2024) Vol. 12, Iss. 5, pp. 106-106
Open Access | Times Cited: 1
The Application of Machine Learning Techniques to Predict Stock Market Crises in Africa
Muhammad Waqar Naeem, Hothefa Shaker Jassim, David Korsah
Journal of risk and financial management (2024) Vol. 17, Iss. 12, pp. 554-554
Open Access | Times Cited: 1
Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic
Muhammad Rehan, Mustafa Gül
The Journal of Risk Finance (2023) Vol. 24, Iss. 5, pp. 657-683
Closed Access | Times Cited: 4
Analysis of the impact of COVID-19 on the dynamic volatility spillover network in the Saudi stock market
Nadia Belkhir, Mouna Boujelbène-Abbes
International Journal of Asian Social Science (2024) Vol. 14, Iss. 1, pp. 26-49
Open Access | Times Cited: 1
Day of the Week Effect on the World Exchange Rates through Fractal Analysis
Werner Kristjanpoller, Benjamin Miranda Tabak
Fractal and Fractional (2024) Vol. 8, Iss. 6, pp. 340-340
Open Access | Times Cited: 1
Evolution of neural architectures for financial forecasting: a note on data incompatibility during crisis periods
Faizal Hafiz, Jan Broekaert, Akshya Swain
Annals of Operations Research (2024)
Closed Access | Times Cited: 1
Global Collective Dynamics of Financial Market Efficiency Using Attention Entropy with Hierarchical Clustering
Poongjin Cho, Kyungwon Kim
Fractal and Fractional (2022) Vol. 6, Iss. 10, pp. 562-562
Open Access | Times Cited: 7
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis
Dohyun Pak, Sun‐Yong Choi
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 6

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