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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:

Momentum effects in the cryptocurrency market after one-day abnormal returns
Guglielmo Maria Caporale, Alex Plastun
Financial markets and portfolio management (2020) Vol. 34, Iss. 3, pp. 251-266
Open Access | Times Cited: 23

Showing 23 citing articles:

A systematic literature review of investor behavior in the cryptocurrency markets
J M de Almeida, Tiago Gonçalves
Journal of Behavioral and Experimental Finance (2023) Vol. 37, pp. 100785-100785
Open Access | Times Cited: 123
Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis
Nishi Sharma, Shailika Rawat, Arshdeep Kaur
Virtual Economics (2022) Vol. 5, Iss. 2, pp. 95-113
Open Access | Times Cited: 31
Behavioural finance and cryptocurrencies
Antonis Ballis, Thanos Verousis
Review of Behavioral Finance (2022) Vol. 14, Iss. 4, pp. 545-562
Open Access | Times Cited: 22
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
Alex Plastun, Elie Bouri, Rangan Gupta, et al.
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101572-101572
Open Access | Times Cited: 31
Predictability of crypto returns: The impact of trading behavior
Kwamie Dunbar, Johnson Owusu-Amoako
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100812-100812
Closed Access | Times Cited: 11
The impact of fundamental factors and sentiments on the valuation of cryptocurrencies
Tiam Bakhtiar, Xiaojun Luo, Ismail Adelopo
Blockchain Research and Applications (2023) Vol. 4, Iss. 4, pp. 100154-100154
Open Access | Times Cited: 9
Leveraging the momentum effect in machine learning-based cryptocurrency trading
Gian Pietro Bellocca, Giuseppe Attanasio, Luca Cagliero, et al.
Machine Learning with Applications (2022) Vol. 8, pp. 100310-100310
Open Access | Times Cited: 11
Evolution of price effects after one-day abnormal returns in the US stock market
Alex Plastun, Xolani Sibande, Rangan Gupta, et al.
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101405-101405
Open Access | Times Cited: 15
Dynamic time series momentum of cryptocurrencies
Oliver Borgards
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101428-101428
Closed Access | Times Cited: 14
Cryptocurrency factor momentum
Christian Fieberg, Gerrit Liedtke, Daniel Metko, et al.
Quantitative Finance (2023) Vol. 23, Iss. 12, pp. 1853-1869
Closed Access | Times Cited: 5
The Skewness‐Kurtosis plane for cryptocurrencies' universe
Ariston Karagiorgis, Antonis Ballis, Κωνσταντίνος Δράκος
International Journal of Finance & Economics (2023) Vol. 29, Iss. 2, pp. 2543-2555
Open Access | Times Cited: 4
Cryptocurrency Momentum and Reversal
Victoria Dobrynskaya
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
Behavioural Finance and Cryptocurrencies
Antonis Ballis, Thanos Verousis
SSRN Electronic Journal (2021)
Open Access | Times Cited: 6
A new perspective of the day-of-the-week effect on Bitcoin returns: evidence from an event study hourly approach
José Luís Miralles Quirós, María del Mar Miralles Quirós
Oeconomia Copernicana (2022) Vol. 13, Iss. 3, pp. 745-782
Open Access | Times Cited: 3
Gold and oil prices: abnormal returns, momentum and contrarian effects
Guglielmo Maria Caporale, Alex Plastun
Financial markets and portfolio management (2021) Vol. 35, Iss. 3, pp. 353-368
Open Access | Times Cited: 4
A broad analysis of short-term overreactions in the market for cryptocurrencies
Tobias Kellner, Dominik Maltritz
Journal of Economic Studies (2021) Vol. 49, Iss. 8, pp. 1585-1608
Open Access | Times Cited: 4
Whether The Crypto Market Is Efficient? Evidence From Testing The Validity Of The Efficient Market Hypothesis
Rasim Özcan, Asad Ul Islam Khan, Sundas Iftikhar
Deleted Journal (2024) Vol. 27, Iss. 1, pp. 113-132
Open Access
Investor Sentiment and Efficiency of the Cryptocurrency Market: The Case of the Crypto Fear & Greed Index
Blanka Łęt, Konrad Sobański, Wojciech Świder, et al.
Eurasian studies in business and economics (2023), pp. 271-287
Closed Access | Times Cited: 1
Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
Alex Plastun, Xolani Sibande, Rangan Gupta, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 2
Daily abnormal returns and price effects in the “passion investments” market
Alex Plastun, Ahniia Havrylina, Liudmyla Sliusarevа, et al.
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 4, pp. 141-149
Open Access | Times Cited: 1
أثر كفاءة الشركات وتقلبات الأرباح على العلاقة بین سیولة الأسهم وتكلفة الملكیة- بالتطبیق على الشركات المدرجة بالسوق السعودى
عرفات حمدى عبد النعیم على على
مجلة الاسکندریة للبحوث المحاسبیة (2022) Vol. 6, Iss. 3, pp. 201-258
Open Access
Intraday Bitcoin price shocks: when bad news is good news
José Luís Miralles Quirós, María del Mar Miralles Quirós
Journal of Applied Economics (2022) Vol. 25, Iss. 1, pp. 1294-1313
Open Access
Abnormal returns and stock price movements: some evidence from developed and emerging markets
Guglielmo Maria Caporale, Alex Plastun
The Journal of Investment Strategies (2021)
Open Access
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