Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
Guangxi Cao, Jie Cao, Longbing Xu
Physica A Statistical Mechanics and its Applications (2012) Vol. 392, Iss. 4, pp. 797-807
Closed Access | Times Cited: 129

Showing 1-25 of 129 citing articles:

Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
Muhammad Abubakr Naeem, Saqib Farid, Román Ferrer, et al.
Energy Policy (2021) Vol. 153, pp. 112285-112285
Closed Access | Times Cited: 175
Asymmetric efficiency of cryptocurrencies during COVID19
Muhammad Abubakr Naeem, Elie Bouri, Zhe Peng, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 565, pp. 125562-125562
Open Access | Times Cited: 149
Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?
Gabriel Gajardo, Werner Kristjanpoller, Marcel C. Minutolo
Chaos Solitons & Fractals (2018) Vol. 109, pp. 195-205
Closed Access | Times Cited: 149
Multifractal analysis of financial markets: a review
Zhi‐Qiang Jiang, Wen-Jie Xie, Wei‐Xing Zhou, et al.
Reports on Progress in Physics (2019) Vol. 82, Iss. 12, pp. 125901-125901
Open Access | Times Cited: 139
Complexity testing techniques for time series data: A comprehensive literature review
Ling Tang, Huiling Lv, Fengmei Yang, et al.
Chaos Solitons & Fractals (2015) Vol. 81, pp. 117-135
Closed Access | Times Cited: 120
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
Walid Mensi, Yun-Jung Lee, Khamis Hamed Al‐Yahyaee, et al.
Finance research letters (2019) Vol. 31, pp. 19-25
Open Access | Times Cited: 106
Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2015) Vol. 437, pp. 130-138
Closed Access | Times Cited: 103
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: 102
Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach
Shinji Kakinaka, Ken Umeno
Finance research letters (2021) Vol. 46, pp. 102319-102319
Open Access | Times Cited: 86
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
Jingyu Jin, Yu Jiang, Yang Hu, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121121-121121
Closed Access | Times Cited: 84
Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis
Werner Kristjanpoller, Elie Bouri, Tetsuya Takaishi
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123711-123711
Closed Access | Times Cited: 83
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
Muhammad Abubakr Naeem, Imran Yousaf, Sitara Karim, et al.
Economic Modelling (2022) Vol. 118, pp. 106095-106095
Open Access | Times Cited: 65
Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
Muhammad Abubakr Naeem, Sitara Karim, Saqib Farid, et al.
Economic Analysis and Policy (2022) Vol. 75, pp. 548-562
Open Access | Times Cited: 47
Disentangling Sources of Multifractality in Time Series
Robert Kluszczyński, Stanisław Drożdż, Jarosław Kwapień, et al.
Mathematics (2025) Vol. 13, Iss. 2, pp. 205-205
Open Access | Times Cited: 1
Punctuation Patterns in Finnegans Wake by James Joyce Are Largely Translation-Invariant
Krzysztof Bartnicki, Stanisław Drożdż, Jarosław Kwapień, et al.
Entropy (2025) Vol. 27, Iss. 2, pp. 177-177
Open Access | Times Cited: 1
Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market
Guangxi Cao, Jie Cao, Longbing Xu, et al.
Physica A Statistical Mechanics and its Applications (2013) Vol. 393, pp. 460-469
Closed Access | Times Cited: 98
Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
Syed Jawad Hussain Shahzad, Elie Bouri, Ghulam Mujtaba, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124519-124519
Closed Access | Times Cited: 64
Multifractal analysis of the WTI crude oil market, US stock market and EPU
Can-Zhong Yao, Cheng Liu, Weijia Ju
Physica A Statistical Mechanics and its Applications (2020) Vol. 550, pp. 124096-124096
Closed Access | Times Cited: 60
Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics
Ayoub Ammy-Driss, Matthieu Garcin
Physica A Statistical Mechanics and its Applications (2022) Vol. 609, pp. 128335-128335
Open Access | Times Cited: 35
Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model
Xiaoyang Zhuang, Wei Dan
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127949-127949
Closed Access | Times Cited: 35
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Walid Mensi, Ahmet Şensoy, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101773-101773
Closed Access | Times Cited: 33
Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets
Foued Saâdaoui
Chaos Solitons & Fractals (2024) Vol. 181, pp. 114652-114652
Closed Access | Times Cited: 7
Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash
Chenyu Han, Wang Yi-ming, Yingying Xu
Sustainability (2019) Vol. 11, Iss. 6, pp. 1699-1699
Open Access | Times Cited: 50
Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Finance research letters (2021) Vol. 43, pp. 101995-101995
Closed Access | Times Cited: 40
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101446-101446
Closed Access | Times Cited: 39
Page 1 - Next Page

Scroll to top