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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:

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price
Xiaoyang Zhuang, Yu Wei, Feng Ma
Physica A Statistical Mechanics and its Applications (2015) Vol. 430, pp. 101-113
Closed Access | Times Cited: 51

Showing 1-25 of 51 citing articles:

The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average
Wei Zhang, Pengfei Wang, Xiao Li, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 510, pp. 658-670
Closed Access | Times Cited: 148
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
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
Sajid Ali, Syed Jawad Hussain Shahzad, Naveed Raza, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 139-153
Closed Access | Times Cited: 125
The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach
Boqiang Lin, Tong Su
Energy Economics (2020) Vol. 88, pp. 104759-104759
Closed Access | Times Cited: 104
Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain
Qiming Li, Ke Cheng, Xiaoguang Yang
Applied Energy (2016) Vol. 185, pp. 1821-1831
Closed Access | Times Cited: 91
Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 553, pp. 124235-124235
Closed Access | Times Cited: 73
Exchange rate regime changes and market efficiency: An event study
Teresa Corzo Santamaría, Karin Martín-Bujack, José Portela, et al.
Journal of International Financial Markets Institutions and Money (2025) Vol. 100, pp. 102132-102132
Closed Access | Times Cited: 1
Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China
Guofu Zhang, Ziping Du
Energy (2017) Vol. 135, pp. 249-256
Closed Access | Times Cited: 74
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
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
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Walid Mensi, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 471, pp. 351-363
Closed Access | Times Cited: 51
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
Predictors of oil shocks. Econophysical approach in environmental science
Andrii Bielinskyi, Inesa Khvostina, A Mamanazarov, et al.
IOP Conference Series Earth and Environmental Science (2021) Vol. 628, Iss. 1, pp. 012019-012019
Open Access | Times Cited: 34
Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
Resources Policy (2022) Vol. 76, pp. 102645-102645
Closed Access | Times Cited: 26
Oil Shocks and the Financial Markets: A Review
Feng Ma, Xinjie Lu, Samuel A. Vigne
Journal of Economic Surveys (2025)
Closed Access
Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences
حسن حیدری, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Journal of Finance & Economics (2025)
Closed Access
An EEMD-based multi-scale fuzzy entropy approach for complexity analysis in clean energy markets
Ling Tang, Huiling Lv, Lean Yu
Applied Soft Computing (2017) Vol. 56, pp. 124-133
Closed Access | Times Cited: 42
Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market
Rongbao Gu, Wei Xiong, Xinjie Li
Physica A Statistical Mechanics and its Applications (2015) Vol. 439, pp. 103-113
Closed Access | Times Cited: 41
Investigating the Influence of Green Credit on Operational Efficiency and Financial Performance Based on Hybrid Econometric Models
Changqing Luo, Siyuan Fan, Qi Zhang
International Journal of Financial Studies (2017) Vol. 5, Iss. 4, pp. 27-27
Open Access | Times Cited: 40
Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets
Shaohui Zou, Tian Zhang
Physica A Statistical Mechanics and its Applications (2019) Vol. 537, pp. 122310-122310
Closed Access | Times Cited: 36
Multifractal cross-correlations between crude oil and tanker freight rate
Feier Chen, Yuqi Miao, Kang Tian, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 474, pp. 344-354
Closed Access | Times Cited: 39
Multifractal Detrended Cross‐Correlation Analysis of the Return‐Volume Relationship of Bitcoin Market
Wei Zhang, Pengfei Wang, Xiao Li, et al.
Complexity (2018) Vol. 2018, Iss. 1
Open Access | Times Cited: 36
The stability of Chinese stock network and its mechanism
Weiping Zhang, Zhuang Xin-tian
Physica A Statistical Mechanics and its Applications (2018) Vol. 515, pp. 748-761
Closed Access | Times Cited: 32
Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability
Leandro Maciel
Global Finance Journal (2023) Vol. 58, pp. 100887-100887
Closed Access | Times Cited: 9
Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market
Gabriel Gajardo, Werner Kristjanpoller
Chaos Solitons & Fractals (2017) Vol. 104, pp. 121-128
Closed Access | Times Cited: 30
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