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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:

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

Showing 1-25 of 98 citing articles:

NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis
Mohammad Ashraful Ferdous Chowdhury, Mohammad Abdullah, Masud Alam, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102642-102642
Open Access | Times Cited: 51
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
Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors
Chen Zhang, Zhiwei Ni, Liping Ni
Physica A Statistical Mechanics and its Applications (2015) Vol. 438, pp. 114-123
Closed Access | Times Cited: 112
Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies
Werner Kristjanpoller, Elie Bouri
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1057-1071
Closed Access | Times Cited: 109
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
Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications
Mohammad Abdullah, Mohammad Ashraful Ferdous Chowdhury, Zunaidah Sulong
Resources Policy (2023) Vol. 81, pp. 103419-103419
Closed Access | Times Cited: 34
Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations
Werner Kristjanpoller, Ramzi Nekhili, Elie Bouri
Physica A Statistical Mechanics and its Applications (2024) Vol. 637, pp. 129589-129589
Closed Access | Times Cited: 12
DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches
Gilney Figueira Zebende, M.F. da Silva, A. Machado Filho
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 8, pp. 1756-1761
Open Access | Times Cited: 101
Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform
Guangxi Cao, Wei Xu
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 505-523
Closed Access | Times Cited: 69
Cryptocurrencies and global sustainability: do blockchained sectors have distinctive effects?
Samet Günay, Mohamed M. Sraieb, Kerem Kaşkaloğlu, et al.
Journal of Cleaner Production (2023) Vol. 425, pp. 138943-138943
Closed Access | Times Cited: 18
Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets
Liansheng Yang, Yingming Zhu, Yudong Wang, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 462, pp. 255-265
Closed Access | Times Cited: 49
Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
Majid Mirzaee Ghazani, Reza Khosravi
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125172-125172
Closed Access | Times Cited: 46
Impact of COVID‐19 pandemic on risk transmission between googling investor’s sentiment, the Chinese stock and bond markets
Taicir Mezghani, Mouna Boujelbène, Mariam Elbayar
China Finance Review International (2021) Vol. 11, Iss. 3, pp. 322-348
Closed Access | Times Cited: 40
Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches
Shuchang Zhang, Yaoqi Guo, Hui Cheng, et al.
Chaos Solitons & Fractals (2021) Vol. 144, pp. 110642-110642
Closed Access | Times Cited: 33
Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets
Zhihui Li, Yun Tian
Applied Energy (2024) Vol. 371, pp. 123716-123716
Closed Access | Times Cited: 5
Ethereum Futures and the Efficiency of Cryptocurrency Spot Markets
Werner Kristjanpoller, Ramzi Nekhili, Elie Bouri
Physica A Statistical Mechanics and its Applications (2024) Vol. 654, pp. 130161-130161
Closed Access | Times Cited: 4
Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets
Werner Kristjanpoller, Benjamin Miranda Tabak
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets
Mohammad Abdullah, Mohammad Ashraful Ferdous Chowdhury, G. M. Wali Ullah
Global Finance Journal (2025), pp. 101082-101082
Open Access
Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices
Werner Kristjanpoller, Benjamin Miranda Tabak
Physica A Statistical Mechanics and its Applications (2025), pp. 130541-130541
Closed Access
How Bitcoin market trends affect major cryptocurrencies?
Elie Bouri, Soufiane Benbachir, Marwane El Alaoui
Physica A Statistical Mechanics and its Applications (2025), pp. 130587-130587
Closed Access
Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components
Ladislav Krištoufek
Physica A Statistical Mechanics and its Applications (2015) Vol. 428, pp. 194-205
Open Access | Times Cited: 44
Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets
Guangxi Cao, Han Yan, Qingchen Li, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 468, pp. 119-130
Closed Access | Times Cited: 43
A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Can-Zhong Yao, Yi-Na Mo, Zekun Zhang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101520-101520
Closed Access | Times Cited: 27
EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS
Werner Kristjanpoller, LEONARDO H. S. FERNANDES, Benjamin Miranda Tabak
Fractals (2022) Vol. 30, Iss. 03
Closed Access | Times Cited: 20
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