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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:

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: 87

Showing 1-25 of 87 citing articles:

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
Stock market contagion during the global financial crisis: A multiscale approach
Gang‐Jin Wang, Chi Xie, Min Lin, et al.
Finance research letters (2017) Vol. 22, pp. 163-168
Open Access | Times Cited: 106
Collective behavior of cryptocurrency price changes
Darko Stošić, Dusan Stošić, Teresa B. Ludermir, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 507, pp. 499-509
Open Access | Times Cited: 97
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic
Carlos Esparcia, Francisco Jareño, Zaghum Umar
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101677-101677
Open Access | Times Cited: 47
Multiscale features of extreme risk spillover networks among global stock markets
Yinghua Ren, Wanru Zhao, Wanhai You, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101754-101754
Closed Access | Times Cited: 46
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: 78
Selection of key features for PM2.5 prediction using a wavelet model and RBF-LSTM
Yi‐Chung Chen, Dong-Chi Li
Applied Intelligence (2020) Vol. 51, Iss. 4, pp. 2534-2555
Closed Access | Times Cited: 53
Dynamic analysis and community recognition of stock price based on a complex network perspective
Yingrui Zhou, Zengqiang Chen, Zhongxin Liu
Expert Systems with Applications (2022) Vol. 213, pp. 118944-118944
Closed Access | Times Cited: 24
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
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
Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network
Xiao-Li Gong, Wu Zhuo-Cheng, Xiong Xiong, et al.
International Review of Economics & Finance (2025), pp. 103992-103992
Open Access
Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitz’s theory and correlation network analysis
Afaf El Rhiouane, Hassan Oukhouya, Raby Guerbaz, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130521-130521
Closed Access
Towards a unified approach to industry recovery: Insights from intraday stock data and advanced community detection methods
Eamon Bracht, Robert J. Brunner, Jeff L. McMullin
Physica A Statistical Mechanics and its Applications (2025), pp. 130501-130501
Open Access
The dependency structure of the financial multiplex network model: New evidence from the cross-correlation of idiosyncratic returns, volatility, and trading volume
Dariusz Siudak
PLoS ONE (2025) Vol. 20, Iss. 4, pp. e0320799-e0320799
Open Access
Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system
Xiangyun Gao, Shupei Huang, Xiaoqi Sun, et al.
Royal Society Open Science (2018) Vol. 5, Iss. 3, pp. 172092-172092
Open Access | Times Cited: 37
Identifying systemically important financial institutions in complex network: A case study of Chinese stock market
Wei Chen, Xiaoli Hou, Manrui Jiang, et al.
Emerging Markets Review (2021) Vol. 50, pp. 100836-100836
Closed Access | Times Cited: 26
Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets
Yong Tang, Jason Xiong, Ziyang Jia, et al.
Complexity (2018) Vol. 2018, Iss. 1
Open Access | Times Cited: 31
Information Flow Networks of Chinese Stock Market Sectors
Yue Peng, Qing Cai, Wanfeng Yan, et al.
IEEE Access (2020) Vol. 8, pp. 13066-13077
Open Access | Times Cited: 25
Influence of individual rationality on continuous double auction markets with networked traders
Junhuan Zhang
Physica A Statistical Mechanics and its Applications (2017) Vol. 495, pp. 353-392
Closed Access | Times Cited: 26
Herding boosts too-connected-to-fail risk in stock market of China
Shan Lu, Jichang Zhao, Huiwen Wang, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 505, pp. 945-964
Open Access | Times Cited: 22
Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets
Antonis Alexandridis, Mohammad S. Hasan
International Journal of Finance & Economics (2019) Vol. 25, Iss. 4, pp. 518-546
Open Access | Times Cited: 20
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
An analysis of network filtering methods to sovereign bond yields during COVID-19
Raymond Ka-Kay Pang, Oscar M. Granados, Harsh Chhajer, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125995-125995
Open Access | Times Cited: 17
Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash
Tsung‐Wen Yen, Kelin Xia, Siew Ann Cheong
Entropy (2021) Vol. 23, Iss. 9, pp. 1211-1211
Open Access | Times Cited: 16
The time-varying spillover effect of China’s stock market during the COVID-19 pandemic
Xueyong Liu, Zhihua Chen, Zhensong Chen, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 603, pp. 127821-127821
Open Access | Times Cited: 12
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