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:
The scale-dependent market trend: Empirical evidences using the lagged DFA method
Daye Li, Zhun Kou, Qiankun Sun
Physica A Statistical Mechanics and its Applications (2015) Vol. 433, pp. 26-35
Closed Access | Times Cited: 12
Daye Li, Zhun Kou, Qiankun Sun
Physica A Statistical Mechanics and its Applications (2015) Vol. 433, pp. 26-35
Closed Access | Times Cited: 12
Showing 12 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
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
Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework
Markus Vogl
Chaos Solitons & Fractals (2022) Vol. 166, pp. 112884-112884
Closed Access | Times Cited: 33
Markus Vogl
Chaos Solitons & Fractals (2022) Vol. 166, pp. 112884-112884
Closed Access | Times Cited: 33
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
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics (2019) Vol. 60, Iss. 3, pp. 1127-1156
Closed Access | Times Cited: 43
Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China
Pengcheng Ma, Daye Li, Shuo Li
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 163-176
Closed Access | Times Cited: 28
Pengcheng Ma, Daye Li, Shuo Li
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 163-176
Closed Access | Times Cited: 28
Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning
Ben Moews, Gbenga Ibikunle
Physica A Statistical Mechanics and its Applications (2020) Vol. 547, pp. 124392-124392
Open Access | Times Cited: 16
Ben Moews, Gbenga Ibikunle
Physica A Statistical Mechanics and its Applications (2020) Vol. 547, pp. 124392-124392
Open Access | Times Cited: 16
HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS
Matthieu Garcin
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 05, pp. 1950024-1950024
Open Access | Times Cited: 17
Matthieu Garcin
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 05, pp. 1950024-1950024
Open Access | Times Cited: 17
Fractal behavior of traffic volume on urban expressway through adaptive fractal analysis
Hong-di He, Junli Wang, Hairui Wei, et al.
Physica A Statistical Mechanics and its Applications (2015) Vol. 443, pp. 518-525
Closed Access | Times Cited: 15
Hong-di He, Junli Wang, Hairui Wei, et al.
Physica A Statistical Mechanics and its Applications (2015) Vol. 443, pp. 518-525
Closed Access | Times Cited: 15
Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX
Daye Li, Yusaku Nishimura, Ming Men
Energy Economics (2016) Vol. 59, pp. 167-178
Closed Access | Times Cited: 9
Daye Li, Yusaku Nishimura, Ming Men
Energy Economics (2016) Vol. 59, pp. 167-178
Closed Access | Times Cited: 9
The long memory and the transaction cost in financial markets
Daye Li, Yusaku Nishimura, Ming Men
Physica A Statistical Mechanics and its Applications (2015) Vol. 442, pp. 312-320
Closed Access | Times Cited: 5
Daye Li, Yusaku Nishimura, Ming Men
Physica A Statistical Mechanics and its Applications (2015) Vol. 442, pp. 312-320
Closed Access | Times Cited: 5
How the heterogeneity in investment horizons affects market trends
Daye Li, Rongrong Li, Qiankun Sun
Applied Economics (2016) Vol. 49, Iss. 15, pp. 1473-1482
Closed Access | Times Cited: 2
Daye Li, Rongrong Li, Qiankun Sun
Applied Economics (2016) Vol. 49, Iss. 15, pp. 1473-1482
Closed Access | Times Cited: 2
Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients
Paulo Ferreira, Oussama Tilfani, Éder Johnson de Area Leão Pereira, et al.
Econometric Research in Finance (2021) Vol. 6, Iss. 1, pp. 57-75
Closed Access | Times Cited: 3
Paulo Ferreira, Oussama Tilfani, Éder Johnson de Area Leão Pereira, et al.
Econometric Research in Finance (2021) Vol. 6, Iss. 1, pp. 57-75
Closed Access | Times Cited: 3
Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
Markus Vogl, Peter Gordon Roetzel
SSRN Electronic Journal (2021)
Closed Access
Markus Vogl, Peter Gordon Roetzel
SSRN Electronic Journal (2021)
Closed Access
