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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.

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Showing 1-25 of 91 citing articles:

Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks
Gang‐Jin Wang, Chi Xie, H. Eugene Stanley
Computational Economics (2016) Vol. 51, Iss. 3, pp. 607-635
Closed Access | Times Cited: 198
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
Multiscale correlation networks analysis of the US stock market: a wavelet analysis
Gang‐Jin Wang, Chi Xie, Shou Chen
Journal of Economic Interaction and Coordination (2016) Vol. 12, Iss. 3, pp. 561-594
Closed Access | Times Cited: 85
Stock market as temporal network
Longfeng Zhao, Gang‐Jin Wang, Mingang Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 506, pp. 1104-1112
Open Access | Times Cited: 77
Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2016) Vol. 453, pp. 1-8
Closed Access | Times Cited: 73
Tail dependence structure of the foreign exchange market: A network view
Gang‐Jin Wang, Chi Xie
Expert Systems with Applications (2015) Vol. 46, pp. 164-179
Closed Access | Times Cited: 67
Correlation structure and dynamics of international real estate securities markets: A network perspective
Gang‐Jin Wang, Chi Xie
Physica A Statistical Mechanics and its Applications (2015) Vol. 424, pp. 176-193
Closed Access | Times Cited: 66
Quantifying cross-correlation between Ibovespa and Brazilian blue-chips: The DCCA approach
Marcus Fernandes da Silva, Éder Johnson de Area Leão Pereira, Aloísio Machado da Silva Filho, et al.
Physica A Statistical Mechanics and its Applications (2015) Vol. 424, pp. 124-129
Closed Access | Times Cited: 65
Dynamic Properties of Foreign Exchange Complex Network
Xin Yang, Shigang Wen, Zhifeng Liu, et al.
Mathematics (2019) Vol. 7, Iss. 9, pp. 832-832
Open Access | Times Cited: 61
Econophysics: Past and present
Éder Johnson de Area Leão Pereira, Marcus Fernandes da Silva, Hernane Borges de Barros Pereira
Physica A Statistical Mechanics and its Applications (2017) Vol. 473, pp. 251-261
Closed Access | Times Cited: 54
Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Paulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 517, pp. 86-96
Closed Access | Times Cited: 53
SEVERAL FUNDAMENTAL PROPERTIES OF DCCA CROSS-CORRELATION COEFFICIENT
Xiaojun Zhao, Pengjian Shang, Jingjing Huang
Fractals (2017) Vol. 25, Iss. 02, pp. 1750017-1750017
Closed Access | Times Cited: 52
Market basket analysis: Complementing association rules with minimum spanning trees
Mauricio A. Valle, Gonzalo A. Ruz, Rodrigo Morrás
Expert Systems with Applications (2017) Vol. 97, pp. 146-162
Closed Access | Times Cited: 50
Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective
Bilal Ahmed Memon, Hongxing Yao
Entropy (2019) Vol. 21, Iss. 3, pp. 248-248
Open Access | Times Cited: 44
Analysis Between Green Hydrogen and Other Financial Assets: A Multi-Scale Correlation Approach
Éder J. A. L. Pereira, Letícia S. Anjos, Paulo Ferreira, et al.
Hydrogen (2025) Vol. 6, Iss. 1, pp. 13-13
Open Access
Correlation network analysis for multi-dimensional data in stocks market
Mansooreh Kazemilari, Maman A. Djauhari
Physica A Statistical Mechanics and its Applications (2015) Vol. 429, pp. 62-75
Closed Access | Times Cited: 43
DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
Everaldo Freitas Guedes, Andreia Dionísio, Paulo Ferreira, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 479, pp. 38-47
Open Access | Times Cited: 40
Multiscale network for 20 stock markets using DCCA
Éder Johnson de Area Leão Pereira, Paulo Ferreira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 529, pp. 121542-121542
Closed Access | Times Cited: 40
DCCA cross-correlation coefficient with sliding windows approach
Everaldo Freitas Guedes, Gilney Figueira Zebende
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121286-121286
Closed Access | Times Cited: 38
How long is the memory of the US stock market?
Paulo Ferreira, Andreia Dionísio
Physica A Statistical Mechanics and its Applications (2016) Vol. 451, pp. 502-506
Open Access | Times Cited: 37
Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations
Jarosław Kwapień, Paweł Oświȩcimka, Marcin Forczek, et al.
Physical review. E (2017) Vol. 95, Iss. 5
Open Access | Times Cited: 36
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales
Gang‐Jin Wang, Chi Xie, Ling‐Yun He, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 405, pp. 70-79
Closed Access | Times Cited: 33
Stock market network’s topological stability: Evidence from planar maximally filtered graph and minimal spanning tree
Xin-Guo Yan, Chi Xie, Gang‐Jin Wang
International Journal of Modern Physics B (2015) Vol. 29, Iss. 22, pp. 1550161-1550161
Closed Access | Times Cited: 32
Statistical test forΔρDCCAcross-correlation coefficient
Everaldo Freitas Guedes, Adriana Brito, Florêncio Mendes Oliveira Filho, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 501, pp. 134-140
Closed Access | Times Cited: 31
Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)
Chi Xie, Yingying Zhou, Gang‐Jin Wang, et al.
Fluctuation and Noise Letters (2016) Vol. 16, Iss. 01, pp. 1750004-1750004
Closed Access | Times Cited: 29
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