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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:

Cross-asset time-series momentum: Crude oil volatility and global stock markets
Adrian Fernández-Pérez, Ivan Indriawan, Yiuman Tse, et al.
Journal of Banking & Finance (2022) Vol. 154, pp. 106704-106704
Closed Access | Times Cited: 13

Showing 13 citing articles:

Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach
Νikolaos Kyriazis, Shaen Corbet
Energy Economics (2024) Vol. 131, pp. 107329-107329
Open Access | Times Cited: 12
Cross‐asset time‐series momentum strategy: A new perspective
Dezhong Xu, Bin Li, Tarlok Singh, et al.
Accounting and Finance (2025)
Open Access
Cross-momentum strategies in the equity futures and currency markets
Yasuhiro Iwanaga, Ryuta Sakemoto
Journal of International Money and Finance (2024) Vol. 148, pp. 103170-103170
Closed Access | Times Cited: 2
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model
Feipeng Zhang, Hongfu Gao, Di Yuan
Journal of commodity markets (2024) Vol. 35, pp. 100409-100409
Closed Access | Times Cited: 1
Network Momentum across Asset Classes
Xingyue Pu, Stephen Roberts, Xiaowen Dong, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Global Oil and Gas Stocks: Anomalies, Systematic Risks, and Mispricing
Nader Virk, Mohsin Sadaqat, Hilal Anwar Butt, et al.
(2024)
Closed Access
Cryptocurrency Volume-Weighted Time Series Momentum
Zih-Chun Huang, Ivan Sangiorgi, Andrew Urquhart
(2024)
Closed Access
Global Oil and Gas Stocks: Anomalies, Systematic Risks, and Mispricing
Nader Virk, Mohsin Sadaqat, Hilal Anwar Butt, et al.
(2024)
Closed Access
Is there a time-series momentum effect in the Asian crude oil futures market?
Hao Zhong, Xiaoxiao He, Yuqi Li
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102472-102472
Closed Access
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang, et al.
Computational Economics (2024)
Closed Access
Editorial for the special issue of the journal of banking & finance on asset pricing and factor investing
Emilios Galariotis, Joëlle Miffre, Benoît Sévi
Journal of Banking & Finance (2024) Vol. 162, pp. 107166-107166
Open Access
A Limited Attention Theory of Time Series Momentum
Aleksi Pitkäjärvi
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Cross-momentum strategies in the equity futures and currency markets
Yasuhiro Iwanaga, Ryuta Sakemoto
SSRN Electronic Journal (2023)
Closed Access
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