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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:

A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
Anton J. Heckens, Thomas Guhr
Journal of Statistical Mechanics Theory and Experiment (2022) Vol. 2022, Iss. 4, pp. 043401-043401
Open Access | Times Cited: 13

Showing 13 citing articles:

Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
M. Mijaíl Martínez-Ramos, Parisa Majari, Andrés R. Cruz-Hernández, et al.
Physica Scripta (2024) Vol. 99, Iss. 8, pp. 085204-085204
Open Access | Times Cited: 2
Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
Tobias Wand, Martin Heßler, Oliver Kamps
Entropy (2023) Vol. 25, Iss. 9, pp. 1257-1257
Open Access | Times Cited: 5
New collectivity measures for financial covariances and correlations
Anton J. Heckens, Thomas Guhr
Physica A Statistical Mechanics and its Applications (2022) Vol. 604, pp. 127704-127704
Open Access | Times Cited: 8
COVID anomaly in the correlation analysis of S&P 500 market states
M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majari, et al.
PLoS ONE (2024) Vol. 19, Iss. 4, pp. e0301238-e0301238
Open Access | Times Cited: 1
Identifying dominant industrial sectors in market states of the S&P 500 financial data
Tobias Wand, Martin Heßler, Oliver Kamps
Journal of Statistical Mechanics Theory and Experiment (2023) Vol. 2023, Iss. 4, pp. 043402-043402
Open Access | Times Cited: 3
Non-linear correlation analysis in financial markets using hierarchical clustering
J. E. Salgado-Hernández, Manan Vyas
Journal of Physics Communications (2023) Vol. 7, Iss. 5, pp. 055003-055003
Open Access | Times Cited: 3
The Markowitz’s Mean–Variance Interpretation under the efficient market hypothesis in the context of critical recession periods
Julio César Martínez-Sánchez, Arturo Berrones, F-Javier Almaguer
Journal of Computational and Applied Mathematics (2023) Vol. 434, pp. 115227-115227
Closed Access | Times Cited: 3
Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
Martin Heßler, Tobias Wand, Oliver Kamps
(2023)
Open Access | Times Cited: 3
Transitions between quasi-stationary states in traffic systems: Cologne orbital motorways as an example
Shanshan Wang, Michael Schreckenberg, Thomas Guhr
Journal of Statistical Mechanics Theory and Experiment (2023) Vol. 2023, Iss. 9, pp. 093401-093401
Open Access | Times Cited: 3
Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation
Martin Heßler, Tobias Wand, Oliver Kamps
Entropy (2023) Vol. 25, Iss. 9, pp. 1265-1265
Open Access | Times Cited: 2
Extension of the Langevin power curve analysis by separation per operational state
Christian Wiedemann, Hendrik Bette, Matthias Wächter, et al.
(2024)
Open Access
Covid Anomaly in the Correlation Analysis of S&P 500 Market States
M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majari, et al.
(2023)
Closed Access | Times Cited: 1
COVID anomaly in the correlation analysis of S&P 500 market states
M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majai, et al.
arXiv (Cornell University) (2023)
Open Access
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