OpenAlex Citation Counts

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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:

Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis
Paulo Ferreira
Physica A Statistical Mechanics and its Applications (2018) Vol. 505, pp. 454-470
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets
Laura Raisa Miloş, Cornel Haţiegan, Marius Cristian Miloș, et al.
Sustainability (2020) Vol. 12, Iss. 2, pp. 535-535
Open Access | Times Cited: 90

Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
Faheem Aslam, Wahbeeah Mohti, Paulo Ferreira
International Journal of Financial Studies (2020) Vol. 8, Iss. 2, pp. 31-31
Open Access | Times Cited: 86

DCCA and DMCA correlations of cryptocurrency markets
Paulo Ferreira, Ladislav Krištoufek, Éder Johnson de Area Leão Pereira
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123803-123803
Closed Access | Times Cited: 60

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

Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis
Faheem Aslam, Saima Latif, Paulo Ferreira
Symmetry (2020) Vol. 12, Iss. 7, pp. 1157-1157
Open Access | Times Cited: 25

Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post-Communist Economies (2019) Vol. 32, Iss. 5, pp. 643-674
Closed Access | Times Cited: 25

Long memory in stock returns: Evidence from the Eastern European markets
Rui Dias, Paula Heliodoro, Paulo Alexandre, et al.
SHS Web of Conferences (2021) Vol. 91, pp. 01029-01029
Open Access | Times Cited: 19

Hype as a Factor on the Global Market: The Case of Bitcoin
Alexander Nepp, Fedor Karpeko
Journal of Behavioral Finance (2022) Vol. 25, Iss. 1, pp. 1-14
Closed Access | Times Cited: 13

Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis
Faik Bilgili, Emrah Koçak, Sevda Kuşkaya, et al.
Energy (2022) Vol. 259, pp. 124874-124874
Closed Access | Times Cited: 12

Tail risk transmission from commodity prices to sovereign risk of emerging economies
Zhengyong Zhang, Syed Jawad Hussain Shahzad, Elie Bouri
Resources Policy (2022) Vol. 78, pp. 102869-102869
Closed Access | Times Cited: 11

The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis
Faheem Aslam, Francisca Nogueiro, Mariana Brasil, et al.
Post-Communist Economies (2020) Vol. 33, Iss. 6, pp. 751-769
Closed Access | Times Cited: 17

Relative Prices of Ethanol-Gasoline in the Major Brazilian Capitals: An Analysis to Support Public Policies
Derick Quintino, Heloísa Lee Burnquist, Paulo Ferreira
Energies (2022) Vol. 15, Iss. 13, pp. 4795-4795
Open Access | Times Cited: 10

EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
Oussama Tilfani, Paulo Ferreira, Andreia Dionísio, et al.
Journal of risk and financial management (2020) Vol. 13, Iss. 5, pp. 91-91
Open Access | Times Cited: 12

The Russia-Ukraine War and Eastern European Stock Markets
Chung Baek
Eurasian Journal of Business and Economics (2023) Vol. 16, Iss. 31, pp. 23-37
Open Access | Times Cited: 4

Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets
Tihana Škrinjarić
Risks (2018) Vol. 6, Iss. 4, pp. 140-140
Open Access | Times Cited: 12

Autocorrelation of wind speed: A sliding window approach
Elvira Catiana O. Santos, Everaldo Freitas Guedes, Gilney Figueira Zebende, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 607, pp. 128213-128213
Closed Access | Times Cited: 7

Analyzing Safe Haven, Hedging and Diversifier Characteristics of Heterogeneous Cryptocurrencies against G7 and BRICS Market Indexes
Manoel Fernando Alonso Gadi, Miguel‐Ángel Sicilia
Journal of risk and financial management (2022) Vol. 15, Iss. 12, pp. 572-572
Open Access | Times Cited: 7

Analysis of intentional lethal violent crimes: A sliding windows approach
Aloísio Machado da Silva Filho, Gilney Figueira Zebende, Everaldo Freitas Guedes
Physica A Statistical Mechanics and its Applications (2020) Vol. 567, pp. 125653-125653
Closed Access | Times Cited: 9

Stock market stability on selected CEE and SEE markets: a quantile regression approach
Tihana Škrinjarić
Post-Communist Economies (2019) Vol. 32, Iss. 3, pp. 352-375
Closed Access | Times Cited: 7

Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets
Tihana Škrinjarić
International Journal of Financial Studies (2019) Vol. 7, Iss. 4, pp. 59-59
Open Access | Times Cited: 7

Diesel prices in Brazil: A dynamic fractional integration analysis
Derick Quintino, Paulo Ferreira
Economics and Business Letters (2021) Vol. 10, Iss. 2, pp. 116-125
Open Access | Times Cited: 5

Adaptive Market Hypothesis and Predictability: Evidence in Latin American Stock Indices
Andrés R. Cruz-Hernández, Andrés Mora‐Valencia
Latin American Research Review (2023) Vol. 59, Iss. 2, pp. 292-314
Open Access | Times Cited: 1

Illiquidity, Uncertainty Indices, and COVID‐19 Outbreak Conditions: Empirical Evidence from the US Financial Market
Kais Tissaoui, Besma Hkiri, Taha Zaghdoudi, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 2

Does the Croatian Stock Market Have Seasonal Affective Disorder?
Tihana Škrinjarić, Branka Marasović, Boško Šego
Journal of risk and financial management (2021) Vol. 14, Iss. 2, pp. 89-89
Open Access | Times Cited: 2

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