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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:

Skewness preference and the popularity of technical analysis
Sebastian Ebert, Christian Hilpert
Journal of Banking & Finance (2019) Vol. 109, pp. 105675-105675
Closed Access | Times Cited: 21

Showing 21 citing articles:

Salience and Skewness Preferences
Markus Dertwinkel‐Kalt, Mats Köster
Journal of the European Economic Association (2019) Vol. 18, Iss. 5, pp. 2057-2107
Open Access | Times Cited: 77
ARIMA vs LSTM on NASDAQ stock exchange data
Dariusz Kobiela, Dawid Krefta, Weronika Król, et al.
Procedia Computer Science (2022) Vol. 207, pp. 3836-3845
Open Access | Times Cited: 33
Optimizing Commodity Futures Trading in the Financial Market: Fine-tuning Bollinger Bands Strategy
Willfred Syril M., N. Chitra Devi
Global Business Review (2025)
Closed Access
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Economic Modelling (2021) Vol. 103, pp. 105614-105614
Closed Access | Times Cited: 16
Probability weighting, stop-loss and the disposition effect
Vicky Henderson, David Hobson, Alex S. L. Tse
Journal of Economic Theory (2018) Vol. 178, pp. 360-397
Open Access | Times Cited: 18
Technical analysis as a sentiment barometer and the cross-section of stock returns
Wenjie Ding, Khelifa Mazouz, Owain ap Gwilym, et al.
Quantitative Finance (2023) Vol. 23, Iss. 11, pp. 1617-1636
Closed Access | Times Cited: 4
Skewness Expectations and Portfolio Choice
Tilman H. Drerup, Matthias Wibral, Christian Zimpelmann
SSRN Electronic Journal (2017)
Open Access | Times Cited: 5
Lottery stocks and stop-loss rules
Bochuan Dai, Ben R. Marshall, Nhut H. Nguyen, et al.
Global Finance Journal (2022) Vol. 56, pp. 100748-100748
Open Access | Times Cited: 3
Probability Weighting, Stop-Loss and the Disposition Effect
Vicky Henderson, David Hobson, Alex S. L. Tse
SSRN Electronic Journal (2017)
Open Access | Times Cited: 3
A Systematic Review of Technical Analysis-Based Forecasting Techniques: Global v/s Indian Perspectives
M. Dinesh Krishna, R Kedia, Tina Dutta, et al.
Journal of Informatics Education and Research (2024)
Open Access
What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective
Xiaoye Jin
Journal of International Financial Markets Institutions and Money (2020) Vol. 71, pp. 101281-101281
Closed Access | Times Cited: 3
Skewness expectations and portfolio choice
Tilman H. Drerup, Matthias Wibral, Christian Zimpelmann
Experimental Economics (2022) Vol. 26, Iss. 1, pp. 107-144
Open Access | Times Cited: 2
The Effect of Risk Aversion and Loss Aversion on Equity-Linked Life Insurance With Surrender Guarantees
Christian Hilpert
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
Lottery Stocks and Stop-loss Rules
Bochuan Dai, Ben R. Marshall, Nhut H. Nguyen, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Testing technical trading strategies on China's equity ETFs: A skewness perspective
Xiaoye Jin
Emerging Markets Review (2021) Vol. 51, pp. 100864-100864
Closed Access | Times Cited: 2
Evaluating the predictive power of intraday technical trading in China's crude oil market
Xiaoye Jin
Journal of Forecasting (2022) Vol. 41, Iss. 7, pp. 1416-1432
Closed Access | Times Cited: 1
Skewness Expectations and Portfolio Choice
Tilman H. Drerup, Matthias Wibral, Christian Zimpelmann
SSRN Electronic Journal (2022)
Open Access | Times Cited: 1
Is It Ethical to Only Recommend HODL to Stock Investors?
Bolong Cao
SSRN Electronic Journal (2023)
Closed Access
When Bollinger Meets Edgeworth: An Application to the Contrarian Trading Strategy
David Andrés Londoño Bedoya, Bernardo León-Camacho, Andrés Mora‐Valencia, et al.
(2023)
Closed Access
The Support and Resistance Line Method: An Analysis via Optimal Stopping
Vicky Henderson, Saul Jacka, Ruiqi Liu
arXiv (Cornell University) (2021)
Open Access
Performance of intraday technical trading in China’s gold market
Xiaoye Jin
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101481-101481
Closed Access
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