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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 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

Showing 1-25 of 40 citing articles:

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
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
Hongwei Zhang, Chen Jin, Elie Bouri, et al.
Journal of commodity markets (2022) Vol. 30, pp. 100275-100275
Closed Access | Times Cited: 67
Asymmetric efficiency in petroleum markets before and during COVID-19
Muhammad Abubakr Naeem, Saqib Farid, Imran Yousaf, et al.
Resources Policy (2023) Vol. 86, pp. 104194-104194
Closed Access | Times Cited: 35
SEVERAL FUNDAMENTAL PROPERTIES OF DCCA CROSS-CORRELATION COEFFICIENT
Xiaojun Zhao, Pengjian Shang, Jingjing Huang
Fractals (2017) Vol. 25, Iss. 02, pp. 1750017-1750017
Closed Access | Times Cited: 52
The lead–lag relationship between the spot and futures markets in China
Donghua Wang, Jing-Qing Tu, Xiaohui Chang, et al.
Quantitative Finance (2017) Vol. 17, Iss. 9, pp. 1447-1456
Closed Access | Times Cited: 50
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 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
Time-varying lead–lag structure between the crude oil spot and futures markets
Ying-Hui Shao, Yanhong Yang, Hao-Lin Shao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 723-733
Closed Access | Times Cited: 39
How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China
Фу Гу, Jiqiang Wang, Jianfeng Guo, et al.
Resources Policy (2020) Vol. 69, pp. 101788-101788
Closed Access | Times Cited: 34
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
Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks
Jiaqi Jiang, Rongbao Gu
Physica A Statistical Mechanics and its Applications (2016) Vol. 456, pp. 75-89
Closed Access | Times Cited: 35
Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices
Haji Ahmed, Faheem Aslam, Paulo Ferreira
Fractal and Fractional (2024) Vol. 8, Iss. 2, pp. 96-96
Open Access | Times Cited: 3
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
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
Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA
Qingsong Ruan, Haiquan Yang, Dayong Lv, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 243-256
Closed Access | Times Cited: 29
Financial stability and real estate price fluctuation in China
Chao Liu, Ying Zheng, Qi Zhao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 540, pp. 122980-122980
Open Access | Times Cited: 27
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets
Guangxi Cao, Minjia Zhang, Qingchen Li
Physica A Statistical Mechanics and its Applications (2017) Vol. 472, pp. 67-76
Closed Access | Times Cited: 26
Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets
Guangxi Cao, Meijun Ling
Chaos Solitons & Fractals (2021) Vol. 155, pp. 111671-111671
Closed Access | Times Cited: 18
Market-based versus bank-based financial structure in China: From the perspective of financial risk
Chao Liu, Yixin Fan, Qiwei Xie, et al.
Structural Change and Economic Dynamics (2022) Vol. 62, pp. 24-39
Closed Access | Times Cited: 13
Power law cross-correlations between price change and volume change of Indian stocks
Rashid Hasan, M. Mohammed Salim
Physica A Statistical Mechanics and its Applications (2017) Vol. 473, pp. 620-631
Closed Access | Times Cited: 23
ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES
LEONARDO H. S. FERNANDES, Werner Kristjanpoller, Benjamin Miranda Tabak
Fractals (2022) Vol. 31, Iss. 01
Closed Access | Times Cited: 10
Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method
Guangxi Cao, Ling Zhou
Physica A Statistical Mechanics and its Applications (2019) Vol. 526, pp. 120741-120741
Closed Access | Times Cited: 12
Exploring the Multifractality in the Precious Metal Market
Itır Doğangün, Emrah Oral, Erkut Akkartal, et al.
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 04
Closed Access | Times Cited: 4
Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data
Yu Zhou, Chen Shi
Physica A Statistical Mechanics and its Applications (2015) Vol. 443, pp. 117-127
Closed Access | Times Cited: 11
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