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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:

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect
Qingsong Ruan, Shuhua Zhang, Dayong Lv, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 491, pp. 779-791
Closed Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect
Yezhou Sha, Ping Zhang, Yiru Wang, et al.
Energy Economics (2022) Vol. 111, pp. 106048-106048
Closed Access | Times Cited: 80
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
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
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
Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect
Liuyong Yang, Beibei Wang, Deming Luo
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101519-101519
Closed Access | Times Cited: 28
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
Capital market opening and stock price crash risk – Evidence from the Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect
Ping Zhang, Yezhou Sha, Yu Wang, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101864-101864
Closed Access | Times Cited: 27
Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets
Bo Wang, Yang Xiao
International Review of Financial Analysis (2023) Vol. 86, pp. 102538-102538
Closed Access | Times Cited: 15
Multifractal detrended cross-correlation analysis of Islamic stock markets in the pacific Asia region
Benbachir Soufiane, Karim Amzile
Edelweiss Applied Science and Technology (2025) Vol. 9, Iss. 1
Open Access
Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics
Young Sung Kim, Do-Hyeon Kim, Dong‐Jun Kim, et al.
Fractal and Fractional (2025) Vol. 9, Iss. 3, pp. 162-162
Open Access
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
The Dynamic Effects of COVID-19 and the March 2020 Crash on the Multifractality of NASDAQ Insurance Stock Markets
Xing Li, Fang Su
Fractal and Fractional (2023) Vol. 7, Iss. 1, pp. 91-91
Open Access | Times Cited: 9
Does stock market liberalization promote enterprise green technology innovation?
Lan Wang, Zhonghua Cheng
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 3
Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets
Walid Mensi, Atef Hamdi, Seong‐Min Yoon
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 1107-1116
Closed Access | Times Cited: 31
China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods
Yaoqi Guo, Shanshan Yao, Hui Cheng, et al.
Resources Policy (2020) Vol. 68, pp. 101716-101716
Closed Access | Times Cited: 24
Dependence and risk spillovers between mainland China and London stock markets before and after the Stock Connect programs
Kun Yang, Yu Wei, Jianmin He, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 526, pp. 120883-120883
Closed Access | Times Cited: 23
Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence
Rufei Ma, Chengtao Deng, Huan Cai, et al.
The North American Journal of Economics and Finance (2019) Vol. 50, pp. 100980-100980
Closed Access | Times Cited: 23
Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis
Syed Moudud‐Ul‐Huq, Md. Shahriar Rahman
Computational Economics (2024)
Closed Access | Times Cited: 2
What impacts foreign capital flows to China's stock markets? Evidence from financial risk spillover networks
Hao Xu, Songsong Li
International Review of Economics & Finance (2023) Vol. 85, pp. 559-577
Closed Access | Times Cited: 6
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs
Yinhong Yao, Jingyu Li, Wei Chen
International Review of Economics & Finance (2023) Vol. 89, pp. 1217-1233
Closed Access | Times Cited: 6
Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?
Shuangqi Li, Qi‐an Chen
International Journal of Finance & Economics (2020) Vol. 26, Iss. 2, pp. 2871-2890
Closed Access | Times Cited: 15
Return and Volatility Spillovers among Sector Indexes in Shanghai-Shenzhen-Hong Kong Stock Markets: Evidence from the Time and Frequency Domains
Wei Chen, Rui Li, Yinhong Yao
Emerging Markets Finance and Trade (2022) Vol. 58, Iss. 13, pp. 3840-3852
Closed Access | Times Cited: 9
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
Is Foreign Capital Smarter? Multifractal Evidence from the Shanghai–Hong Kong Stock Connect Program
Qingsong Ruan, Zilin Wang, Jing Liu, et al.
Fluctuation and Noise Letters (2020) Vol. 19, Iss. 04, pp. 2050047-2050047
Closed Access | Times Cited: 12
Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic
Muhammad Rehan, Mustafa Gül
The Journal of Risk Finance (2023) Vol. 24, Iss. 5, pp. 657-683
Closed Access | Times Cited: 4
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