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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:

Quantifying the cross-correlations between online searches and Bitcoin market
Zhang We, Pengfei Wang, Xiao Li, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 509, pp. 657-672
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Cryptocurrencies as financial bubbles: The case of Bitcoin
Julian Geuder, Harald Kinateder, Niklas Wagner
Finance research letters (2018) Vol. 31
Closed Access | Times Cited: 177
Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants
Wei Chen, Huilin Xu, Lifen Jia, et al.
International Journal of Forecasting (2020) Vol. 37, Iss. 1, pp. 28-43
Closed Access | Times Cited: 167
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
The impact of macroeconomic news on Bitcoin returns
Shaen Corbet, Charles Larkin, Brian M. Lucey, et al.
European Journal of Finance (2020) Vol. 26, Iss. 14, pp. 1396-1416
Open Access | Times Cited: 125
Investor attention and GameFi returns: A transfer entropy analysis
Guiqiang Shi, John W. Goodell, Dehua Shen
Finance research letters (2024) Vol. 61, pp. 105047-105047
Closed Access | Times Cited: 9
Forecasting Bitcoin volatility: The role of leverage effect and uncertainty
Miao Yu
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 120707-120707
Closed Access | Times Cited: 59
Detecting bubbles in Bitcoin price dynamics via market exuberance
Alessandra Cretarola, Gianna Figà‐Talamanca
Annals of Operations Research (2019) Vol. 299, Iss. 1-2, pp. 459-479
Closed Access | Times Cited: 57
What drives the Bitcoin price? A factor augmented error correction mechanism investigation
Łukasz Goczek, Ivan Skliarov
Applied Economics (2019) Vol. 51, Iss. 59, pp. 6393-6410
Closed Access | Times Cited: 50
Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
Majid Mirzaee Ghazani, Reza Khosravi
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125172-125172
Closed Access | Times Cited: 46
A short-and long-term analysis of the nexus between Bitcoin, social media and Covid-19 outbreak
Azza Béjaoui, Nidhal Mgadmi, Wajdi Moussa, et al.
Heliyon (2021) Vol. 7, Iss. 7, pp. e07539-e07539
Open Access | Times Cited: 38
Multifractal analysis of Bitcoin price dynamics
Cristian Bucur, Bogdan-George Tudorică, Adela Bârã, et al.
Journal of Business Economics and Management (2025) Vol. 26, Iss. 1, pp. 21-48
Open Access
Bitcoin as a financial asset: a survey
Dong‐Ho Kang, Doojin Ryu, Robert I. Webb
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
News and subjective beliefs: A Bayesian approach to Bitcoin investments
Andrea Flori
Research in International Business and Finance (2019) Vol. 50, pp. 336-356
Closed Access | Times Cited: 39
Analysis of Bitcoin prices using market and sentiment variables
Burcu Kapar, José Olmo
World Economy (2020) Vol. 44, Iss. 1, pp. 45-63
Open Access | Times Cited: 36
The time-varying causal relationship between the Bitcoin market and internet attention
Xun Zhang, Fengbin Lu, Rui Tao, et al.
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 27
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology
Zezheng Tong, John W. Goodell, Dehua Shen
Finance research letters (2022) Vol. 50, pp. 103351-103351
Closed Access | Times Cited: 19
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
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2019) Vol. 131, pp. 109472-109472
Closed Access | Times Cited: 33
An investigation of cryptocurrency data: the market that never sleeps
David Vidal-Tomás
Quantitative Finance (2021) Vol. 21, Iss. 12, pp. 2007-2024
Closed Access | Times Cited: 21
CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS
Andrea Flori
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 05, pp. 1950020-1950020
Closed Access | Times Cited: 25
Forecasting crude oil price with multilingual search engine data
Jingjing Li, Ling Tang, Shouyang Wang
Physica A Statistical Mechanics and its Applications (2020) Vol. 551, pp. 124178-124178
Closed Access | Times Cited: 21
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.
Johannes Bleher, Thomas Dimpfl
Econometrics and Statistics (2021) Vol. 24, pp. 1-26
Closed Access | Times Cited: 18
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
Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms
Şahin Telli, Hongzhuan Chen
Chaos Solitons & Fractals (2021) Vol. 152, pp. 111331-111331
Closed Access | Times Cited: 16
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