Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY
Ladislav Krištoufek
Advances in Complex Systems (2012) Vol. 15, Iss. 06, pp. 1250065-1250065
Open Access | Times Cited: 89

Showing 1-25 of 89 citing articles:

Qualitative financial modelling in fractal dimensions
Rami Ahmad El‐Nabulsi, Waranont Anukool
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access | Times Cited: 2
Measuring capital market efficiency: Global and local correlations structure
Ladislav Krištoufek, Miloslav Vošvrda
Physica A Statistical Mechanics and its Applications (2012) Vol. 392, Iss. 1, pp. 184-193
Open Access | Times Cited: 168
Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone
Panagiotis Anagnostidis, Christos Varsakelis, Christos Emmanouilides
Physica A Statistical Mechanics and its Applications (2015) Vol. 447, pp. 116-128
Closed Access | Times Cited: 116
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
Paulo Horta, Sérgio Lagoa, Luís F. Martins
International Review of Financial Analysis (2014) Vol. 35, pp. 140-153
Closed Access | Times Cited: 84
Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework
Markus Vogl
Chaos Solitons & Fractals (2022) Vol. 166, pp. 112884-112884
Closed Access | Times Cited: 33
Time-varying long term memory in the European Union stock markets
Ahmet Şensoy, Benjamin Miranda Tabak
Physica A Statistical Mechanics and its Applications (2015) Vol. 436, pp. 147-158
Closed Access | Times Cited: 61
Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence
Ladislav Krištoufek
Scientific Reports (2013) Vol. 3, Iss. 1
Open Access | Times Cited: 59
Measuring multiscaling in financial time-series
Riccardo Junior Buonocore, Tomaso Aste, Tiziana Di Matteo
Chaos Solitons & Fractals (2015) Vol. 88, pp. 38-47
Open Access | Times Cited: 56
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
A new tool to detect financial data scaling
Sergio Bianchi, Augusto Pianese, Massimiliano Frezza, et al.
Frontiers in Applied Mathematics and Statistics (2025) Vol. 11
Open Access
Non-stationary multifractality in stock returns
Raffaello Morales, Tiziana Di Matteo, Tomaso Aste
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 24, pp. 6470-6483
Open Access | Times Cited: 46
A COMPARISON OF THREE HURST EXPONENT APPROACHES TO PREDICT NASCENT BUBBLES IN S&P500 STOCKS
M. Fernández–Martínez, M.A. Sánchez-Granero, María José Muñoz Torrecillas, et al.
Fractals (2017) Vol. 25, Iss. 01, pp. 1750006-1750006
Open Access | Times Cited: 46
Multifractality and Network Analysis of Phase Transition
Longfeng Zhao, Wei Li, C. B. Yang, et al.
PLoS ONE (2017) Vol. 12, Iss. 1, pp. e0170467-e0170467
Open Access | Times Cited: 40
Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis
Faheem Aslam, Zil-e-huma, Rashida Bibi, et al.
Resources Policy (2021) Vol. 75, pp. 102473-102473
Closed Access | Times Cited: 30
EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS
Werner Kristjanpoller, LEONARDO H. S. FERNANDES, Benjamin Miranda Tabak
Fractals (2022) Vol. 30, Iss. 03
Closed Access | Times Cited: 20
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: 12
MULTIFRACTAL DETRENDED FLUCTUATIONS ANALYSIS FOR IBOVESPA ASSETS
Fernando Henrique Antunes de Araujo, Leonardo Henrique Silva Fernandes
Fractals (2021) Vol. 29, Iss. 07
Closed Access | Times Cited: 26
Economic policy uncertainty and stock markets’ co‐movements
Peter Albrecht, Svatopluk Kapounek, Zuzana Kučerová
International Journal of Finance & Economics (2022) Vol. 28, Iss. 4, pp. 3471-3487
Closed Access | Times Cited: 16
Asymmetric market efficiency using the index-based asymmetric-MFDFA
Minhyuk Lee, Jae Wook Song, Sondo Kim, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 512, pp. 1278-1294
Closed Access | Times Cited: 31
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
The Effect of the Underlying Distribution in Hurst Exponent Estimation
M.A. Sánchez-Granero, Juan E. Trinidad, José García García, et al.
PLoS ONE (2015) Vol. 10, Iss. 5, pp. e0127824-e0127824
Open Access | Times Cited: 28
Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China
Pengcheng Ma, Daye Li, Shuo Li
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 163-176
Closed Access | Times Cited: 28
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
Industry 4.0 and industrial revolutions: An assessment based on complexity
Pedro Pinheiro, Goran D. Putnik, Alrenice Castro, et al.
FME Transaction (2019) Vol. 47, Iss. 4, pp. 831-840
Open Access | Times Cited: 22
Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data
Riccardo Junior Buonocore, Tomaso Aste, Tiziana Di Matteo
Physical review. E (2017) Vol. 95, Iss. 4
Open Access | Times Cited: 21
Page 1 - Next Page

Scroll to top