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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:

Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis
Salim Lahmiri, Stelios Bekiros, Frank Bezzina
Chaos Solitons & Fractals (2022) Vol. 165, pp. 112813-112813
Closed Access | Times Cited: 12

Showing 12 citing articles:

Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic
Parisa Foroutan, Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 6
Multifractals and multiscale entropy patterns in energy markets under the effect of the COVID-19 pandemic
Salim Lahmiri
Decision Analytics Journal (2023) Vol. 7, pp. 100247-100247
Open Access | Times Cited: 14
The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies
Salim Lahmiri
Decision Analytics Journal (2023) Vol. 6, pp. 100173-100173
Open Access | Times Cited: 7
Wavelets and stochastic theory: Past and future
Miloš Milovanović, Bojan Tomić, Nicoletta Saulig
Chaos Solitons & Fractals (2023) Vol. 173, pp. 113724-113724
Closed Access | Times Cited: 5
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis
P. S. Niveditha
Computational Economics (2024)
Closed Access | Times Cited: 1
Decoding Compositional Complexity: Identifying Composers Using a Model Fusion-Based Approach with Nonlinear Signal Processing and Chaotic Dynamics
Fuat Kaan Mirza, Tunçer Baykaş, Mustafa Hekimoğlu, et al.
(2024)
Closed Access
Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops
Xing-Lu Gao, Zhi‐Qiang Jiang, Wei‐Xing Zhou
Journal of Management Science and Engineering (2024) Vol. 9, Iss. 4, pp. 510-521
Open Access
Decoding compositional complexity: Identifying composers using a model fusion-based approach with nonlinear signal processing and chaotic dynamics
Fuat Kaan Mirza, Tunçer Baykaş, Mustafa Hekimoğlu, et al.
Chaos Solitons & Fractals (2024) Vol. 187, pp. 115450-115450
Closed Access
Forecasting financial time series using singular spectrum analysis
Anna Zinenko
Business Informatics (2023) Vol. 17, Iss. 3, pp. 87-100
Open Access | Times Cited: 1
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA
Salim Lahmiri, Ahmet Şensoy, Erdinç Akyıldırım, et al.
Fractals (2023) Vol. 32, Iss. 01
Closed Access | Times Cited: 1


Business Informatics (2023) Vol. 17, Iss. 3
Open Access
Impact of the Covid-19 Pandemic on the Intermittent Behavior of the Global Spot Markets of Staple Food Crops
Xing-Lu Gao, Ying-Hui Shao, Wei‐Xing Zhou
(2023)
Closed Access
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