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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:

Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards
Chenyu Han, Yiming Wang, Ning Ye
Physica A Statistical Mechanics and its Applications (2019) Vol. 528, pp. 121305-121305
Closed Access | Times Cited: 13

Showing 13 citing articles:

Exchange rate regime changes and market efficiency: An event study
Teresa Corzo Santamaría, Karin Martín-Bujack, José Portela, et al.
Journal of International Financial Markets Institutions and Money (2025) Vol. 100, pp. 102132-102132
Closed Access | Times Cited: 1
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: 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
Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period
Shuwen Zhang, Fang Wen
Entropy (2021) Vol. 23, Iss. 8, pp. 1018-1018
Open Access | Times Cited: 21
How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast
Lin Liu, Qiguang Chen
Financial Innovation (2020) Vol. 6, Iss. 1
Open Access | Times Cited: 13
Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test
OlaOluwa S. Yaya, Oluwasegun B. Adekoya, Xuan Vinh Vo, et al.
International Journal of Finance & Economics (2022) Vol. 29, Iss. 1, pp. 91-101
Closed Access | Times Cited: 7
Global Collective Dynamics of Financial Market Efficiency Using Attention Entropy with Hierarchical Clustering
Poongjin Cho, Kyungwon Kim
Fractal and Fractional (2022) Vol. 6, Iss. 10, pp. 562-562
Open Access | Times Cited: 7
Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches
Oluwasegun B. Adekoya
Empirical Economics (2020) Vol. 61, Iss. 3, pp. 1415-1433
Closed Access | Times Cited: 10
PORTFOLIO MODEL UNDER FRACTAL MARKET BASED ON MEAN-DCCA
Weide Chun, HESEN LI, Xu Wu
Fractals (2020) Vol. 28, Iss. 07, pp. 2050142-2050142
Closed Access | Times Cited: 6
MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS
Qingsong Ruan, Jiarui Zhang, Yaping Zhou, et al.
Fractals (2020) Vol. 28, Iss. 06, pp. 2050126-2050126
Closed Access | Times Cited: 3
The Influence of Long-Term and Short-Term Institutional Investors on Complicated Mispricing of Stocks
Bing Liu
Complexity (2020) Vol. 2020, pp. 1-14
Open Access | Times Cited: 3
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA
Salim Lahmiri, Ahmet Şensoy, Erdinç Akyıldırım, et al.
Fractals (2023) Vol. 32, Iss. 01
Closed Access | Times Cited: 1
Study on the linkage between macro policy and market effectiveness in China’s stock market: Based on run test of China’s stock market index
Manqing Liu, Shiting Ding, Qintian Pan, et al.
PLoS ONE (2023) Vol. 18, Iss. 2, pp. e0281670-e0281670
Open Access
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