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:

Trader positions in VIX futures
Yu‐Lun Chen, J. Jimmy Yang
Journal of Empirical Finance (2021) Vol. 61, pp. 1-17
Closed Access | Times Cited: 13

Showing 13 citing articles:

Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo
Resources Policy (2021) Vol. 74, pp. 102263-102263
Closed Access | Times Cited: 43

Feedback trading: a review of theory and empirical evidence
Fotini Economou, Konstantinos Gavriilidis, Bartosz Gębka, et al.
Review of Behavioral Finance (2022) Vol. 15, Iss. 4, pp. 429-476
Open Access | Times Cited: 10

Fear, extreme fear and U.S. stock market returns
Elie Bouri, Nikola Gradojević, Ramzi Nekhili
Physica A Statistical Mechanics and its Applications (2024) Vol. 656, pp. 130212-130212
Closed Access | Times Cited: 1

Market impact of the bitcoin ETF introduction on bitcoin futures
Yu‐Lun Chen, Ke Xu, J. Jimmy Yang
International Review of Financial Analysis (2024), pp. 103810-103810
Closed Access | Times Cited: 1

Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
Daniel Guterding
The Journal of Finance and Data Science (2021) Vol. 7, pp. 126-142
Open Access | Times Cited: 4

Market Impact of the Bitcoin ETF Introduction on Bitcoin Futures
Yu‐Lun Chen, Ke Xu, J. Jimmy Yang
(2024)
Closed Access

Cryptocurrency hacking and trader behavior in bitcoin futures
Yu‐Lun Chen, J. Jimmy Yang
Finance research letters (2024), pp. 106182-106182
Closed Access

Betting on mean reversion in the VIX? Evidence from ETP flows
Ole Linnemann Nielsen, Anders Merrild Posselt
International Review of Financial Analysis (2024) Vol. 95, pp. 103421-103421
Open Access

Determinants and dynamic interactions of trader positions in the gold futures market
Yu‐Lun Chen, Wan-Shin Mo
Journal of commodity markets (2023) Vol. 31, pp. 100343-100343
Closed Access | Times Cited: 1

Effects of nondiscretionary trading on futures prices
Michael O’Neill, Robert E. Whaley
Journal of Futures Markets (2022) Vol. 43, Iss. 1, pp. 33-68
Closed Access | Times Cited: 1

Time‐varying price discovery in regular and microbitcoin futures
Yu‐Lun Chen, J. Jimmy Yang
Journal of Futures Markets (2023) Vol. 44, Iss. 1, pp. 103-121
Closed Access

Determinants and Dynamic Interactions of Trader Positions in the Gold Futures Market
Yu‐Lun Chen, Wan-Shin Mo
SSRN Electronic Journal (2022)
Closed Access

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