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:

Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2020) Vol. 139, pp. 110084-110084
Open Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach
Peterson Owusu, Siaw Frimpong, Anokye M. Adam, et al.
Mathematical Problems in Engineering (2021) Vol. 2021, pp. 1-19
Open Access | Times Cited: 62

Electroosmosis forces EOF driven boundary layer flow for a non-Newtonian fluid with planktonic microorganism: Darcy Forchheimer model
A. Z. Zaher, Khalid K. Ali, Kh. S. Mekheimer
International Journal of Numerical Methods for Heat & Fluid Flow (2021) Vol. 31, Iss. 8, pp. 2534-2559
Closed Access | Times Cited: 59

Flights‐to‐and‐from‐Quality with Islamic and Conventional Bonds in the COVID‐19 Pandemic Era: ICEEMDAN‐Based Transfer Entropy
Ahmed Bossman, Samuel Kwaku Agyei, Peterson Owusu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 52

Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19
Ata Assaf, Avishek Bhandari, Husni Charif, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102132-102132
Closed Access | Times Cited: 39

Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic
Parisa Foroutan, Salim Lahmiri
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 10

Comparing COVID-19 with the GFC: A shockwave analysis of currency markets
Samet Günay
Research in International Business and Finance (2020) Vol. 56, pp. 101377-101377
Open Access | Times Cited: 67

Information Flow between Global Equities and Cryptocurrencies: A VMD‐Based Entropy Evaluating Shocks from COVID‐19 Pandemic
Emmanuel Asafo‐Adjei, Peterson Owusu, Anokye M. Adam
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 52

LINKAGES BETWEEN STOCK AND CRYPTOCURRENCY MARKETS DURING THE COVID-19 OUTBREAK: AN INTRADAY ANALYSIS
Imran Yousaf, Shoaib Ali
The Singapore Economic Review (2021), pp. 1-20
Closed Access | Times Cited: 44

2-D Compact Variational Mode Decomposition- Based Automatic Classification of Glaucoma Stages From Fundus Images
Deepak Parashar, Dheeraj Agrawal
IEEE Transactions on Instrumentation and Measurement (2021) Vol. 70, pp. 1-10
Closed Access | Times Cited: 43

Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques
Insu Choi, Woo Chang Kim
International Review of Financial Analysis (2024) Vol. 94, pp. 103252-103252
Closed Access | Times Cited: 6

Covid-19, Dow Jones and equity market movement in ASEAN-5 countries: evidence from wavelet analyses
Kamilah Kamaludin, Sheela Sundarasen, Izani Ibrahim
Heliyon (2021) Vol. 7, Iss. 1, pp. e05851-e05851
Open Access | Times Cited: 40

The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2021) Vol. 151, pp. 111221-111221
Open Access | Times Cited: 35

Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market
Rocco Caferra
Physica A Statistical Mechanics and its Applications (2022) Vol. 593, pp. 126983-126983
Closed Access | Times Cited: 23

Multifractals and multiscale entropy patterns in energy markets under the effect of the COVID-19 pandemic
Salim Lahmiri
Decision Analytics Journal (2023) Vol. 7, pp. 100247-100247
Open Access | Times Cited: 15

ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA
Christina Archer, Peterson Owusu, Anokye M. Adam, et al.
Annals of Financial Economics (2022) Vol. 17, Iss. 02
Closed Access | Times Cited: 19

The End of Mean-Variance? Tsallis Entropy Revolutionises Portfolio Optimisation in Cryptocurrencies
Sana Gaied Chortane, Kamel Naoui
Journal of risk and financial management (2025) Vol. 18, Iss. 2, pp. 77-77
Open Access

Exploring the Self-Exciting Dynamics of Financial Time Series: Modeling Extreme Fluctuations with the Hawkes Process
Ryuji Ishizaki, Masayoshi Inoue
Journal of the Physical Society of Japan (2025) Vol. 94, Iss. 4
Closed Access

Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study
Siddhartha S. Bannerjee, Rekha Pillai, Mosab I. Tabash, et al.
Economies (2025) Vol. 13, Iss. 3, pp. 66-66
Open Access

Price disorder and information content in energy and gold markets: The effect of the COVID-19 pandemic
Salim Lahmiri
Energy Nexus (2024) Vol. 16, pp. 100343-100343
Closed Access | Times Cited: 3

Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
Aktham Maghyereh, Hussein Abdoh, Basel Awartani
Journal of commodity markets (2021) Vol. 26, pp. 100194-100194
Closed Access | Times Cited: 22

Inductive Inferences of Z-Entropy Formalism (ZEF) Stable M/G/1 Queue with Heavy Tails
Ismail A Mageed, Qichun Zhang
2022 27th International Conference on Automation and Computing (ICAC) (2022) Vol. 133, pp. 1-6
Closed Access | Times Cited: 14

COVID-19 Pandemic Versus Global Financial Crisis: Evidence from Currency Market
Samet Günay
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 21

Page 1 - Next Page

Scroll to top