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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:

Quantifying cross-correlation between Ibovespa and Brazilian blue-chips: The DCCA approach
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2015) Vol. 424, pp. 124-129
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 1-8
Closed Access | Times Cited: 73
How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network
Yong Tang, Jason Xiong, Yong Luo, et al.
International Journal of Electronic Commerce (2019) Vol. 23, Iss. 1, pp. 85-109
Open Access | Times Cited: 62
COVID-19 pandemic and global financial market interlinkages: a dynamic temporal network analysis
Prasenjit Chakrabarti, Mohammad Shameem Jawed, Manish Sarkhel
Applied Economics (2021) Vol. 53, Iss. 25, pp. 2930-2945
Closed Access | Times Cited: 47
Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Paulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 517, pp. 86-96
Closed Access | Times Cited: 53
Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics (2019) Vol. 60, Iss. 3, pp. 1127-1156
Closed Access | Times Cited: 43
DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
Everaldo Freitas Guedes, Andreia Dionísio, Paulo Ferreira, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 479, pp. 38-47
Open Access | Times Cited: 40
Multiscale network for 20 stock markets using DCCA
Éder Johnson de Area Leão Pereira, Paulo Ferreira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 529, pp. 121542-121542
Closed Access | Times Cited: 40
Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations
Jarosław Kwapień, Paweł Oświȩcimka, Marcin Forczek, et al.
Physical review. E (2017) Vol. 95, Iss. 5
Open Access | Times Cited: 36
Assessment of 48 Stock markets using adaptive multifractal approach
Paulo Ferreira, Andreia Dionísio, M. Sadegh Movahed
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 730-750
Open Access | Times Cited: 34
Statistical test forΔρDCCAcross-correlation coefficient
Everaldo Freitas Guedes, Adriana Brito, Florêncio Mendes Oliveira Filho, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 501, pp. 134-140
Closed Access | Times Cited: 31
Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets
Yong Tang, Jason Xiong, Ziyang Jia, et al.
Complexity (2018) Vol. 2018, Iss. 1
Open Access | Times Cited: 30
Sustainable urban mobility analysis for elderly and disabled people in São Paulo
Gislaine A. Azevedo, Renelson Ribeiro Sampaio, Aloísio Santos Nascimento Filho, et al.
Scientific Reports (2021) Vol. 11, Iss. 1
Open Access | Times Cited: 18
Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
Jie Wang, Jun Wang, H. Eugene Stanley
Physica A Statistical Mechanics and its Applications (2017) Vol. 492, pp. 889-902
Closed Access | Times Cited: 22
Cross-correlation analysis on Brazilian gasoline retail market
Aloísio Santos Nascimento Filho, Éder J. A. L. Pereira, Paulo Ferreira, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 508, pp. 550-557
Closed Access | Times Cited: 20
The influence of trading volume on market efficiency: The DCCA approach
Jessada Sukpitak, Varagorn Hengpunya
Physica A Statistical Mechanics and its Applications (2016) Vol. 458, pp. 259-265
Closed Access | Times Cited: 18
Statistical test for Multiple Detrended Cross-Correlation Coefficient
Aloísio Machado da Silva Filho, Gilney Figueira Zebende, Arleys Pereira Nunes de Castro, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 562, pp. 125285-125285
Closed Access | Times Cited: 17
What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions
Paulo Ferreira, Ladislav Krištoufek
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 554-566
Closed Access | Times Cited: 18
The behaviour of share returns of football clubs: An econophysics approach
Paulo Ferreira, Luís Loures, José Rato Nunes, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 472, pp. 136-144
Open Access | Times Cited: 17
Long-term correlations and cross-correlations in IBovespa and constituent companies
Neílson Ferreira de Lima, LEONARDO H. S. FERNANDES, Jader da Silva Jale, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 492, pp. 1431-1438
Closed Access | Times Cited: 17
Interdependence and contagion effects in agricultural commodities markets: A bibliometric analysis, implications, and insights for sustainable development
Thiago Pires Santana, Nicole Horta, Mariana Chambino, et al.
Equilibrium Quarterly Journal of Economics and Economic Policy (2023) Vol. 18, Iss. 4, pp. 907-940
Open Access | Times Cited: 5
Portuguese and Brazilian stock market integration: a non-linear and detrended approach
Paulo Ferreira
Portuguese Economic Journal (2017) Vol. 16, Iss. 1, pp. 49-63
Open Access | Times Cited: 13
Temporal-spatial cross-correlation analysis of non-stationary near-surface wind speed time series
Ming Zeng, Jinghai Li, Qing‐Hao Meng, et al.
Journal of Central South University (2017) Vol. 24, Iss. 3, pp. 692-698
Closed Access | Times Cited: 13
What guides Central and Eastern European stock markets? A view from detrended methodologies
Paulo Ferreira
Post-Communist Economies (2018), pp. 1-15
Closed Access | Times Cited: 13
Exploring the dynamic relationship between crude oil price and implied volatility indices: A MF-DCCA approach
Yuxin Cai, Xinsheng Lu, Yongping Ren, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 536, pp. 120973-120973
Closed Access | Times Cited: 13
Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market
Thiago B. Murari, Aloísio Santos Nascimento Filho, Éder J. A. L. Pereira, et al.
Sustainability (2019) Vol. 11, Iss. 17, pp. 4719-4719
Open Access | Times Cited: 13
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