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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:

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

Showing 26-50 of 46 citing articles:

The Capital Asset Pricing Model
James Ming Chen
Encyclopedia (2021) Vol. 1, Iss. 3, pp. 915-933
Open Access | Times Cited: 14
The sub-fractional CEV model
Axel A. Araneda, Nils Bertschinger
Physica A Statistical Mechanics and its Applications (2021) Vol. 573, pp. 125974-125974
Open Access | Times Cited: 13
Multifractal regime detecting method for financial time series
Ho‐Jin Lee, Woojin Chang
Chaos Solitons & Fractals (2014) Vol. 70, pp. 117-129
Closed Access | Times Cited: 14
European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance
Fotios M. Siokis
Physica A Statistical Mechanics and its Applications (2013) Vol. 395, pp. 283-292
Closed Access | Times Cited: 10
Multi indicator approach via mathematical inference for price dynamics in information fusion context
Gerardo Iovane, A. Amorosia, Marco Leone, et al.
Information Sciences (2016) Vol. 373, pp. 183-199
Closed Access | Times Cited: 8
An optimized mathematical-physical approach to financial market via hierarchy and dynamical systems analysis
Gerardo Iovane, Alba Landi, Saverio Serino
Journal of Information and Optimization Sciences (2016) Vol. 37, Iss. 3, pp. 423-448
Closed Access | Times Cited: 6
Scaling behavior in measured keystroke time series from patients with Parkinson’s disease
Ata Madanchi, F. Taghavi-Shahri, Seyed Mahmood Taghavi Shahri, et al.
The European Physical Journal B (2020) Vol. 93, Iss. 7
Closed Access | Times Cited: 6
European union effect on financial correlation dynamics
Li-Ping Huang, Tian Qiu, Guang Chen, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 528, pp. 121457-121457
Closed Access | Times Cited: 3
Simulation of Nonlinear Viscous Fingering in a Reactive Flow Displacement: A Multifractal Approach
Mohammad Reza Shahnazari, Ali Saberi, Ali J. Chamkha
Journal of Nanofluids (2022) Vol. 12, Iss. 1, pp. 288-297
Closed Access | Times Cited: 2
Measuring and forecasting the volatility of USD/CNY exchange rate with multi-fractal theory
Limei Sun, Zhu Lina, Alec Stephenson, et al.
Soft Computing (2018) Vol. 22, Iss. 16, pp. 5395-5406
Closed Access | Times Cited: 2
Kernel density approach to error estimation of MF-DFA measures on time series
Jesús A. Sosa-Herrera, Suemi Rodrı́guez-Romo
Physica A Statistical Mechanics and its Applications (2019) Vol. 526, pp. 120863-120863
Closed Access | Times Cited: 2
On the 'Usual' Misunderstandings between Econophysics and Finance: Some Clarifications on Modelling Approaches and Efficient Market Hypothesis
Marcel Ausloos, Franck Jovanovic, Chrıstophe Schınckus
SSRN Electronic Journal (2018)
Open Access | Times Cited: 1
A surrogate approach to estimate the intrinsic multifractality in financial returns using adaptive network-based fuzzy inference system (ANFIS)
Wang Chun-xia
Journal of Intelligent & Fuzzy Systems (2021) Vol. 40, Iss. 4, pp. 8541-8547
Closed Access | Times Cited: 1
Financion: A quantum approach to financial market modelling
Gerardo Iovane, Antonio Briscione, Elmo Benedetto
Journal of Statistics and Management Systems (2021) Vol. 24, Iss. 5, pp. 1127-1149
Closed Access | Times Cited: 1
EVIDENCE OF SELF-ORGANIZATION IN TIME SERIES OF CAPITAL MARKETS
Leopoldo Sánchez-Cantú, Carlos Arturo Soto-Campos, Andriy Kryvko
arXiv (Cornell University) (2016)
Closed Access
On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis
Marcel Ausloos, Franck Jovanovic, Chrıstophe Schınckus
arXiv (Cornell University) (2016)
Open Access
Ley de potencia en caídas de precios mayores a un nivel crítico en series de tiempo financieras
Leopoldo Sánchez Cantú, Carlos Arturo Soto Campos, Oswaldo Morales Matamoros, et al.
Deleted Journal (2017) Vol. 12, Iss. 1, pp. 63-89
Open Access
Forecasting Financial Market Structure from Network Features using Machine Learning
Douglas Castilho, Thársis T. P. Souza, Soong Moon Kang, et al.
Research Square (Research Square) (2022)
Open Access
Previsão de Redes Financeiras Utilizando Aprendizado de Máquina para Gerenciamento de Portfólio
Douglas Donizeti de Castilho Braz
(2022)
Open Access
The Capital Asset Pricing Model
James Ming Chen
SSRN Electronic Journal (2021)
Closed Access
Aprendizado supervisionado para modelagem da tendência do preço intradiário de ações brasileiras baseado em multifractalidade e causalidade
Frederico Alexandre de Sousa Frias
(2021)
Open Access
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