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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 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: 101

Showing 1-25 of 101 citing articles:

The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market
Luiz Eduardo Gaio, Nelson Oliveira Stefanelli, Tabajara Pimenta, et al.
Finance research letters (2022) Vol. 50, pp. 103302-103302
Closed Access | Times Cited: 77
Spillover effects between fossil energy and green markets: Evidence from informational inefficiency
Xiaohang Ren, Xiao Ya, Kun Duan, et al.
Energy Economics (2024) Vol. 131, pp. 107317-107317
Closed Access | Times Cited: 40
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic
Sun‐Yong Choi
Economic Analysis and Policy (2021) Vol. 73, pp. 179-193
Open Access | Times Cited: 56
Skewed multifractal scaling of stock markets during the COVID-19 pandemic
Foued Saâdaoui
Chaos Solitons & Fractals (2023) Vol. 170, pp. 113372-113372
Open Access | Times Cited: 22
Commonality in systemic risk from green and conventional energy
Md Akhtaruzzaman, Molla Ramizur Rahman
Energy Economics (2024), pp. 107404-107404
Open Access | Times Cited: 10
Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday
Sun‐Yong Choi
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101614-101614
Open Access | Times Cited: 52
Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model
Xiaoyang Zhuang, Wei Dan
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127949-127949
Closed Access | Times Cited: 35
Does invasion Russia-Ukraine affect to global financial market? evidence from consumers’ staples sectors
Rizky Yudaruddin, Fitriansyah, Dadang Lesmana, et al.
Journal of Open Innovation Technology Market and Complexity (2023) Vol. 9, Iss. 3, pp. 100086-100086
Open Access | Times Cited: 18
Revisiting the impact of geopolitical risk on Sukuk, stocks, oil and gold markets during the crises period: fresh evidence from wavelet-based approach
Mustafa Raza Rabbani, M. Kabir Hassan, Syed Ahsan Jamil, et al.
Managerial Finance (2023) Vol. 50, Iss. 3, pp. 514-533
Closed Access | Times Cited: 16
Volatility spillover among the sectors of emerging and developed markets: a hedging perspective
Satyaban Sahoo, Sanjay Kumar
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 5
Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets
Mohammad Abdullah, Mohammad Ashraful Ferdous Chowdhury, G. M. Wali Ullah
Global Finance Journal (2025), pp. 101082-101082
Open Access
Sectoral Efficiency and Resilience: A Multifaceted Analysis of S&P Global BMI Indices Under Global Crises
Milena Kojić, Slobodan Rakić, JOSÉ W. L. SILVA, et al.
Mathematics (2025) Vol. 13, Iss. 4, pp. 641-641
Open Access
Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences
حسن حیدری, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Journal of Finance & Economics (2025)
Closed Access
A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market
Gilberto Espinosa-Paredes, Eduardo Rodríguez, José Álvarez‐Ramírez
Chaos Solitons & Fractals (2022) Vol. 160, pp. 112238-112238
Open Access | Times Cited: 23
Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM
Ji-Hwan Kim, Hui-Sang Kim, Sun‐Yong Choi
Axioms (2023) Vol. 12, Iss. 9, pp. 835-835
Open Access | Times Cited: 13
Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency
Efstathios Polyzos, Ghulame Rubbaniy, Mieszko Mazur
Financial Review (2024) Vol. 59, Iss. 3, pp. 807-829
Closed Access | Times Cited: 4
Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction
Efstathios Polyzos, Fang Wang
Energy Economics (2022) Vol. 114, pp. 106264-106264
Closed Access | Times Cited: 20
A sectoral-level analysis of the short- and long-term impacts of the COVID-19 pandemic on China’s stock market volatility
Wei Zhang, Wenqian Hou, Chunhui Qu
Heliyon (2022) Vol. 8, Iss. 10, pp. e11175-e11175
Open Access | Times Cited: 19
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: 11
The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach
Meirui Zhong, Rui Zhang, Xiaohang Ren
Energy Economics (2023) Vol. 123, pp. 106708-106708
Closed Access | Times Cited: 10
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
Dampak Resesi 2023 terhadap Harga Saham di Indonesia
Sintia Nur Afifah, Nurul Fauziyyah
MIZANIA Jurnal Ekonomi Dan Akuntansi (2023) Vol. 3, Iss. 1, pp. 292-299
Open Access | Times Cited: 9
Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability
Leandro Maciel
Global Finance Journal (2023) Vol. 58, pp. 100887-100887
Closed Access | Times Cited: 9
Modeling Dynamic Multifractal Efficiency of US Electricity Market
Haider Ali, Faheem Aslam, Paulo Ferreira
Energies (2021) Vol. 14, Iss. 19, pp. 6145-6145
Open Access | Times Cited: 20
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