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:

Structural changes in the minimal spanning tree and the hierarchical network in the Korean stock market around the global financial crisis
Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha, et al.
Journal of the Korean Physical Society (2015) Vol. 66, Iss. 8, pp. 1153-1159
Closed Access | Times Cited: 23

Showing 23 citing articles:

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
Long short-term memory autoencoder based network of financial indices
Kamrul Hasan Tuhin, Ashadun Nobi, Mahmudul Hasan Rakib, et al.
Humanities and Social Sciences Communications (2025) Vol. 12, Iss. 1
Open Access
State and Network Structures of Stock Markets Around the Global Financial Crisis
Jae Wook Lee, Ashadun Nobi
Computational Economics (2017) Vol. 51, Iss. 2, pp. 195-210
Open Access | Times Cited: 48
General election effect on the network topology of Pakistan’s stock market: network-based study of a political event
Bilal Ahmed Memon, Hongxing Yao, Rabia Tahir
Financial Innovation (2020) Vol. 6, Iss. 1
Open Access | Times Cited: 19
NETWORK ANALYSIS OF PAKISTAN STOCK MARKET DURING THE TURBULENCE OF ECONOMIC CRISIS
Bilal Ahmed Memon, Hongxing Yao, Faheem Aslam, et al.
Business Management and Education (2019) Vol. 17, Iss. 2, pp. 269-285
Open Access | Times Cited: 19
Network Entropies of the Chinese Financial Market
Shouwei Li, Jianmin He, Kai Song
Entropy (2016) Vol. 18, Iss. 9, pp. 331-331
Open Access | Times Cited: 15
Similarities between stock price correlation networks and co-main product networks: Threshold scenarios
Yanli Wang, Huajiao Li, Jianhe Guan, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 516, pp. 66-77
Closed Access | Times Cited: 11
Revealing stock market risk from information flow based on transfer entropy: The case of Chinese A-shares
Ya-Chun Gao, Rui Tan, Chuan‐Ji Fu, et al.
Physica A Statistical Mechanics and its Applications (2023) Vol. 624, pp. 128982-128982
Closed Access | Times Cited: 3
DYNAMICAL ANALYSES USING VISIBILITIES IN FINANCIAL MARKETS
Seungsik Min, Kyuseong Lim, Ki-Ho Chang, et al.
Fractals (2016) Vol. 24, Iss. 02, pp. 1650016-1650016
Closed Access | Times Cited: 8
Changes of hierarchical network in local and world stock market
Enayet Ullah Patwary, Jong Youl Lee, Ashadun Nobi, et al.
Journal of the Korean Physical Society (2017) Vol. 71, Iss. 7, pp. 444-451
Closed Access | Times Cited: 8
Agent-Based Models in Social Physics
Le Anh Quang, Nam Jung, Eun Sung Cho, et al.
Journal of the Korean Physical Society (2018) Vol. 72, Iss. 11, pp. 1272-1280
Open Access | Times Cited: 8
Determination of collective behavior of the financial market
Shouwei Li, Tao Xu, Jianmin He
SpringerPlus (2016) Vol. 5, Iss. 1
Open Access | Times Cited: 4
Correlation structure networks of stock market during terrorism: evidence from Pakistan
Bilal Ahmed Memon, Hongxing Yao
Data Science in Finance and Economics (2021) Vol. 1, Iss. 2, pp. 117-140
Open Access | Times Cited: 4
Unsupervised learning modeling of the impact of Black Swan events on financial network reconfiguration: New insights from the COVID-19 outbreak and the Russia-Ukraine war
Dariusz Siudak, Agata Świetlik
Physica A Statistical Mechanics and its Applications (2024) Vol. 658, pp. 130277-130277
Closed Access
Financial states of world financial and commodities markets around sovereign debt crisis
Ashadun Nobi, Jae Woo Lee
Journal of the Korean Physical Society (2017) Vol. 71, Iss. 10, pp. 733-739
Closed Access | Times Cited: 3
A new QMD code for heavy-ion collisions
Kyungil Kim, Youngman Kim, Kang Seog Lee
Journal of the Korean Physical Society (2017) Vol. 71, Iss. 10, pp. 628-635
Closed Access | Times Cited: 3
Change in hierarchy of the financial networks: A study on firms of an emerging market in Bangladesh
Mahmudul Islam Rakib, Md. Jahidul Alam, Nahid Akter, et al.
PLoS ONE (2024) Vol. 19, Iss. 5, pp. e0301725-e0301725
Open Access
Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network
Binghui Wu, Tingting Duan
Complexity (2019) Vol. 2019, Iss. 1
Open Access | Times Cited: 3
Minimal Spanning Tree application to determine market correlation structure
Bùi Thành Khoa, Trần Trọng Huỳnh, Vo Dinh Nhat Truong, et al.
HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ENGINEERING AND TECHNOLOGY (2023) Vol. 13, Iss. 1, pp. 64-71
Open Access | Times Cited: 1
Fractality and Multifractality in a Stock Market’s Nonstationary Financial Time Series
Nam Jung, Quang A. Le, Biseko Juma Mafwele, et al.
Journal of the Korean Physical Society (2020) Vol. 77, Iss. 3, pp. 186-196
Closed Access | Times Cited: 2
Dynamical behavior of the correlation between meteorological factors
Cheol‐Hwan You, Ki-Ho Chang, Jun-Ho Lee, et al.
Journal of the Korean Physical Society (2017) Vol. 71, Iss. 12, pp. 875-879
Closed Access | Times Cited: 1
Estudo da influência de eventos sobre a estrutura do mercado brasileiro de ações a partir de redes ponderadas por correlações de Pearson, Spearman e Kendall
Letícia Aparecida Origuela
(2018)
Open Access
Comparing threshold networks using different absolute threshold values in understanding the market movements of s&p 500
Tahmina Akter, Joy Dip, Abul Kalam Azad, et al.
AIP conference proceedings (2022) Vol. 2611, pp. 130002-130002
Open Access
Page 1

Scroll to top