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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:

Testing moving average trading strategies on ETFs
Jing‐Zhi Huang, Zhijian Huang
Journal of Empirical Finance (2019) Vol. 57, pp. 16-32
Closed Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

Predicting bitcoin returns using high-dimensional technical indicators
Jing‐Zhi Huang, William C. Huang, Jun Ni
The Journal of Finance and Data Science (2018) Vol. 5, Iss. 3, pp. 140-155
Open Access | Times Cited: 145
Bubbles in Bitcoin and Ethereum: The role of halving in the formation of super cycles
Gilles Brice M’bakob
Sustainable Futures (2024) Vol. 7, pp. 100178-100178
Open Access | Times Cited: 10
Deep Neural Network and Time Series Approach for Finance Systems
Praveen Ranjan Srivastava, Zuopeng Zhang, Prajwal Eachempati
Journal of Organizational and End User Computing (2021) Vol. 33, Iss. 5, pp. 204-226
Open Access | Times Cited: 43
Sentiment, Google queries and explosivity in the cryptocurrency market
Arianna Agosto, Paola Cerchiello, Paolo Pagnottoni
Physica A Statistical Mechanics and its Applications (2022) Vol. 605, pp. 128016-128016
Closed Access | Times Cited: 19
Moving average distance as a predictor of equity returns
Doron Avramov, Guy Kaplanski, Avanidhar Subrahmanyam
Review of Financial Economics (2020) Vol. 39, Iss. 2, pp. 127-145
Closed Access | Times Cited: 23
A novel distance-based moving average model for improvement in the predictive accuracy of financial time series
Uğur Ejder, Selma Ayşe Özel
Borsa Istanbul Review (2024) Vol. 24, Iss. 2, pp. 376-397
Open Access | Times Cited: 2
Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator and William%R: A Case Study on the U.S. and Korean Indices
Chan Kyu Paik, Jinhee Choi, Iván Ureta Vaquero
Journal of risk and financial management (2024) Vol. 17, Iss. 3, pp. 92-92
Open Access | Times Cited: 1
Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge
Qing Zhu, Jianhua Che, Shan Liu
Physica A Statistical Mechanics and its Applications (2024) Vol. 654, pp. 130159-130159
Closed Access | Times Cited: 1
The Predictability of Equity Returns from Past Returns: A New Moving Average-Based Perspective
Doron Avramov, Guy Kaplanski, Avanidhar Subrahmanyam
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 9
Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists?
Leon Li, Peter Miu
Journal of Behavioral Finance (2020) Vol. 23, Iss. 1, pp. 73-91
Closed Access | Times Cited: 8
Visualizing profitability: A heatmap approach to evaluate Bitcoin futures trading using VMA trading rules
Min-Yuh Day, Yensen Ni, Chinning Hsu, et al.
Heliyon (2023) Vol. 9, Iss. 11, pp. e21376-e21376
Open Access | Times Cited: 2
Kinetic model for asset allocation with strategy switching
Chunhua Hu, Huarong Feng
Physica A Statistical Mechanics and its Applications (2024) Vol. 636, pp. 129517-129517
Closed Access
Optimizing Genetic Algorithm With Momentum Strategy for Technical Trading Rules: Evidence From Futures Markets
Shihan Li, Shuyao Li, Qingfu Liu, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1640-1661
Closed Access
An adaptive financial trading strategy based on proximal policy optimization and financial signal representation
Lin Wang, Xuerui Wang
Engineering Applications of Artificial Intelligence (2024) Vol. 138, pp. 109365-109365
Closed Access
Market timing with moving average distance: International evidence
Menachem Abudy, Guy Kaplanski, Yevgeny Mugerman
Journal of International Financial Markets Institutions and Money (2024) Vol. 97, pp. 102065-102065
Closed Access
Technical Patterns and News Sentiment in Stock Markets
Markus Leippold, Qian Wang, Min Yang
The Journal of Finance and Data Science (2024) Vol. 10, pp. 100145-100145
Open Access
Navigating XRP Volatility: A Deep Learning Perspective on Technical Indicators
Susrita Mahapatro, Prabhat Kumar Sahu, Asit Subudhi
International Journal of Advanced Computer Science and Applications (2024) Vol. 15, Iss. 6
Open Access
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
Cryptocurrency Market: Choice of Technical Indicators in Trading Strategies of Individual Investors
Igor Lyukevich, Irina Gorbatenko, Elena Andreyevna Bessonova
(2021) Vol. 40, pp. 408-416
Closed Access | Times Cited: 2
Generating a Multi-Timeframe Trading Strategy based on Three Exponential Moving Averages and a Stochastic Oscillator
Lyukevich Igor Nickolaevich, Gorbatenko Irina Igorevna, Rodionov Dmitry Grigorievich
International Journal of Technology (2020) Vol. 11, Iss. 6, pp. 1233-1233
Open Access | Times Cited: 1
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
Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?
Kok-Leong Yap, Wee‐Yeap Lau, Izlin Ismail
International Journal of Financial Engineering (2022) Vol. 09, Iss. 04
Closed Access | Times Cited: 1
Kinetic Model for Investment Allocation Allowing Switch of Expected Strategy
Chunhua Hu, Huarong Feng
(2023)
Closed Access
Technical trading rules, loss avoidance, and the business cycle
Lerby Murat Ergun, Alexander Molchanov, Philip A. Stork
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102172-102172
Open 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
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