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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:

Time-varying long term memory in the European Union stock markets
Ahmet Şensoy, Benjamin Miranda Tabak
Physica A Statistical Mechanics and its Applications (2015) Vol. 436, pp. 147-158
Closed Access | Times Cited: 61

Showing 1-25 of 61 citing articles:

Does the Indian Financial Market Nosedive because of the COVID-19 Outbreak, in Comparison to after Demonetisation and the GST?
Alok Kumar Mishra, Badri Narayan Rath, Aruna Kumar Dash
Emerging Markets Finance and Trade (2020) Vol. 56, Iss. 10, pp. 2162-2180
Closed Access | Times Cited: 170
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
Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone
Panagiotis Anagnostidis, Christos Varsakelis, Christos Emmanouilides
Physica A Statistical Mechanics and its Applications (2015) Vol. 447, pp. 116-128
Closed Access | Times Cited: 116
Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic
Rui Dias, Nuno Teixeira, Veronika Machová, et al.
Oeconomia Copernicana (2020) Vol. 11, Iss. 4, pp. 585-608
Open Access | Times Cited: 105
Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
Sun‐Yong Choi
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125988-125988
Closed Access | Times Cited: 102
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
Aviral Kumar Tiwari, Claudiu Tiberiu Albulescu, Seong‐Min Yoon
Physica A Statistical Mechanics and its Applications (2017) Vol. 483, pp. 182-192
Closed Access | Times Cited: 72
Insights into the dynamics of market efficiency spillover of financial assets in different equity markets
Min‐Jae Lee, Sun‐Yong Choi
Physica A Statistical Mechanics and its Applications (2024) Vol. 641, pp. 129719-129719
Closed Access | Times Cited: 7
Time varying market efficiency of the GCC stock markets
Lanouar Charfeddine, Karim Ben Khediri
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 487-504
Closed Access | Times Cited: 58
Dynamic efficiency of stock markets and exchange rates
Ahmet Şensoy, Benjamin Miranda Tabak
International Review of Financial Analysis (2016) Vol. 47, pp. 353-371
Closed Access | Times Cited: 51
Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
Salim Lahmiri, Gazi Salah Uddin, Stelios Bekiros
Chaos Solitons & Fractals (2017) Vol. 103, pp. 342-346
Closed Access | Times Cited: 49
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Walid Mensi, Aviral Kumar Tiwari, Khamis Hamed Al‐Yahyaee
The Quarterly Review of Economics and Finance (2018) Vol. 72, pp. 168-177
Closed Access | Times Cited: 40
Modeling and forecasting time series of precious metals: a new approach to multifractal data
Emrah Oral, Gazanfer Ünal
Financial Innovation (2019) Vol. 5, Iss. 1
Open Access | Times Cited: 37
A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING
Yeliz Karaca, Dumitru Băleanu
Fractals (2020) Vol. 28, Iss. 08, pp. 2040032-2040032
Open Access | Times Cited: 34
The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis
Deniz Erer, Elif Erer, Selim GÜNGÖR
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 12
Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach
Everaldo Freitas Guedes, R. P. C. Santos, L. H. R. Figueredo, et al.
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 04
Closed Access | Times Cited: 18
Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis
Min‐Jae Lee, Sun‐Yong Choi
Fractal and Fractional (2023) Vol. 7, Iss. 6, pp. 478-478
Open Access | Times Cited: 10
Dynamic efficiency in MENA stock markets during COVID-19 outbreak and vaccines
Mohamed Malek Belhoula, Walid Mensi, Kamel Naoui
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 3
Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
Syed Jawad Hussain Shahzad, Jose Areola Hernandez, Waqas Hanif, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 506, pp. 433-450
Closed Access | Times Cited: 29
Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
Luciano Zunino, Aurelio F. Bariviera, Maria Guercio, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 456, pp. 1-9
Open Access | Times Cited: 28
Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps
Wei-Guo Zhang, Zhe Li, Yong-Jun Liu, et al.
Computational Economics (2020) Vol. 58, Iss. 2, pp. 483-515
Closed Access | Times Cited: 26
Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature
Ashok Chanabasangouda Patil, Shailesh Rastogi
Journal of risk and financial management (2019) Vol. 12, Iss. 2, pp. 105-105
Open Access | Times Cited: 24
Modeling the Volatility of Daily Listed Real Estate Returns during Economic Crises: Evidence from Generalized Autoregressive Conditional Heteroscedasticity Models
Mo Zheng, Han‐Suck Song, Jian Liang
Buildings (2024) Vol. 14, Iss. 1, pp. 182-182
Open Access | Times Cited: 2
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
The Changing Efficiency of the European Stock Markets
Jacek Karasiński
Annales Universitatis Mariae Curie-Skłodowska sectio H Oeconomia (2020) Vol. 54, Iss. 1, pp. 41-41
Open Access | Times Cited: 18
Information transmission across stock indices and stock index futures: International evidence using wavelet framework
Chaker Aloui, Besma Hkiri, Chi Keung Marco Lau, et al.
Research in International Business and Finance (2017) Vol. 44, pp. 411-421
Open Access | Times Cited: 21
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