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:
Information demand and stock return predictability
Dimitris K. Chronopoulos, Fotios I. Papadimitriou, Nikolaos Vlastakis
Journal of International Money and Finance (2017) Vol. 80, pp. 59-74
Open Access | Times Cited: 43
Dimitris K. Chronopoulos, Fotios I. Papadimitriou, Nikolaos Vlastakis
Journal of International Money and Finance (2017) Vol. 80, pp. 59-74
Open Access | Times Cited: 43
Showing 26-50 of 43 citing articles:
What are you searching for? On the equivalence of proxies for online investor attention
Simon Behrendt, Philipp Prange
Finance research letters (2019) Vol. 38, pp. 101401-101401
Closed Access | Times Cited: 8
Simon Behrendt, Philipp Prange
Finance research letters (2019) Vol. 38, pp. 101401-101401
Closed Access | Times Cited: 8
Internet search volumes of UK banks during the crisis: The role of banking structure and business model
Ivo J.M. Arnold
Global Finance Journal (2019) Vol. 45, pp. 100472-100472
Closed Access | Times Cited: 6
Ivo J.M. Arnold
Global Finance Journal (2019) Vol. 45, pp. 100472-100472
Closed Access | Times Cited: 6
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis
Gang Chu, Xiao Li, Dehua Shen, et al.
Asia-Pacific Financial Markets (2020)
Closed Access | Times Cited: 6
Gang Chu, Xiao Li, Dehua Shen, et al.
Asia-Pacific Financial Markets (2020)
Closed Access | Times Cited: 6
Multifractal characteristics and return predictability in the Chinese stock markets
Xin-Lan Fu, Xing-Lu Gao, Zheng Shan, et al.
Annals of Operations Research (2023)
Closed Access | Times Cited: 2
Xin-Lan Fu, Xing-Lu Gao, Zheng Shan, et al.
Annals of Operations Research (2023)
Closed Access | Times Cited: 2
Big data–enabled sign prediction for Borsa Istanbul intraday equity prices
Abdurrahman Kılıç, Bülent Güloğlu, Atakan Yalçın, et al.
Borsa Istanbul Review (2023) Vol. 23, pp. S38-S52
Open Access | Times Cited: 2
Abdurrahman Kılıç, Bülent Güloğlu, Atakan Yalçın, et al.
Borsa Istanbul Review (2023) Vol. 23, pp. S38-S52
Open Access | Times Cited: 2
Crowd wisdom and internet searches: What happens when investors search for stocks?
Yuedan Geng, Qiang Ye, Yu Jin, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102208-102208
Closed Access | Times Cited: 4
Yuedan Geng, Qiang Ye, Yu Jin, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102208-102208
Closed Access | Times Cited: 4
Liquidity pull-back and predictability of government security yield volatility
Radeef Chundakkadan, Subash Sasidharan
Economic Modelling (2018) Vol. 77, pp. 124-132
Closed Access | Times Cited: 5
Radeef Chundakkadan, Subash Sasidharan
Economic Modelling (2018) Vol. 77, pp. 124-132
Closed Access | Times Cited: 5
Predicting Short-Term Stock Returns from Weekly Options Activities: A Study of “Magnificent 7” Stocks and S&P 500 Index
Zannatus Saba, Rafiqul Bhuyan, Coşkun Çetin
(2024)
Closed Access
Zannatus Saba, Rafiqul Bhuyan, Coşkun Çetin
(2024)
Closed Access
Recovering Google's Lost Frequencies: An Algorithm to Knit Multi-Annual High-Frequency Search Volume Time Series
Johannes Bleher, Thomas Dimpfl
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Johannes Bleher, Thomas Dimpfl
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Central bank's money market operations and daily stock returns
Radeef Chundakkadan, Subash Sasidharan
International Journal of Finance & Economics (2019) Vol. 26, Iss. 1, pp. 136-152
Closed Access | Times Cited: 3
Radeef Chundakkadan, Subash Sasidharan
International Journal of Finance & Economics (2019) Vol. 26, Iss. 1, pp. 136-152
Closed Access | Times Cited: 3
How External Trends and Internal Components Decomposition Method Improve the Predictability of Financial Time Series?
Fatene Dioubi, Adnan Khurshid
Journal of Financial Risk Management (2022) Vol. 11, Iss. 03, pp. 621-633
Open Access | Times Cited: 2
Fatene Dioubi, Adnan Khurshid
Journal of Financial Risk Management (2022) Vol. 11, Iss. 03, pp. 621-633
Open Access | Times Cited: 2
Assessment of Volatility Contagion Effect Between Major Financial Markets During COVID-19 Pandemic Catastrophes
Pratibha Rai, Priya Gupta, Ajay Kumar Chauhan, et al.
Vision The Journal of Business Perspective (2022)
Closed Access | Times Cited: 1
Pratibha Rai, Priya Gupta, Ajay Kumar Chauhan, et al.
Vision The Journal of Business Perspective (2022)
Closed Access | Times Cited: 1
PREDICTING RETURNS FOR GROWTH AND VALUE STOCKS: A FORECAST ASSESSMENT APPROACH USING GLOBAL ASSET PRICING MODELS
Shailesh Rana, William H. Bommer, Gordon Phillips
International Journal of Economics and Financial Issues (2020) Vol. 10, Iss. 4, pp. 88-106
Open Access
Shailesh Rana, William H. Bommer, Gordon Phillips
International Journal of Economics and Financial Issues (2020) Vol. 10, Iss. 4, pp. 88-106
Open Access
Investor attention in the brazilian stock market: essays in behavioral finance
Marcelo Guzella
(2020)
Open Access
Marcelo Guzella
(2020)
Open Access
Stock market returns predictability: Can we improve it?
wenqi duan, dioubi fatene, Adnan Khurshid
(2022)
Open Access
wenqi duan, dioubi fatene, Adnan Khurshid
(2022)
Open Access
Stock market returns predictability: Can we improve it?
wenqi duan, dioubi fatene, Adnan Khurshid
(2022)
Open Access
wenqi duan, dioubi fatene, Adnan Khurshid
(2022)
Open Access
