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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:

A trend factor: Any economic gains from using information over investment horizons?
Yufeng Han, Guofu Zhou, Yingzi Zhu
Journal of Financial Economics (2016) Vol. 122, Iss. 2, pp. 352-375
Closed Access | Times Cited: 166

Showing 1-25 of 166 citing articles:

(Re‐)Imag(in)ing Price Trends
Jingwen Jiang, Bryan Kelly, Dacheng Xiu
The Journal of Finance (2023) Vol. 78, Iss. 6, pp. 3193-3249
Closed Access | Times Cited: 65
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
Yufeng Han, Ai He, David E. Rapach, et al.
Review of Finance (2024)
Closed Access | Times Cited: 19
Trend Factor in China: The Role of Large Individual Trading
Yang Liu, Guofu Zhou, Yingzi Zhu
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 348-380
Closed Access | Times Cited: 16
Measuring Investor Sentiment
Guofu Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 239-259
Closed Access | Times Cited: 158
The profitability of technical trading rules in the Bitcoin market
Dirk Gerritsen, Elie Bouri, Ehsan Ramezanifar, et al.
Finance research letters (2019) Vol. 34, pp. 101263-101263
Open Access | Times Cited: 90
Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals
Andrew L. Detzel, Hong Liu, Jack Strauss, et al.
Financial Management (2020) Vol. 50, Iss. 1, pp. 107-137
Closed Access | Times Cited: 80
Machine Learning and the Stock Market
Jonathan Brogaard, Abalfazl Zareei
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 4, pp. 1431-1472
Closed Access | Times Cited: 35
ESG investment: What do we learn from its interaction with stock, currency and commodity markets?
Emil Andersson, Mahim Hoque, Md. Lutfur Rahman, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 3, pp. 3623-3639
Closed Access | Times Cited: 47
ChatGPT and Commodity Return
Shen Gao, Shijie Wang, Yuanzhi Wang, et al.
Journal of Futures Markets (2025)
Closed Access
Do green assets enhance portfolio optimization? A multi-horizon investing perspective
Dongna Zhang, Xingyu Dai, Qunwei Wang
The British Accounting Review (2025), pp. 101612-101612
Closed Access
Mixed frequency data and portfolio selection: A novel approach integrating DEA with mixed frequency data sources
Weiqing Wang, Shuhao Liang, Liukai Wang, et al.
Annals of Operations Research (2025)
Closed Access
Stock return predictability: Evidence from moving averages of trading volume
Yao Ma, Baochen Yang, Yunpeng Su
Pacific-Basin Finance Journal (2021) Vol. 65, pp. 101494-101494
Closed Access | Times Cited: 28
Salience theory in price and trading volume: Evidence from China
Kaisi Sun, Hui Wang, Yifeng Zhu
Journal of Empirical Finance (2022) Vol. 70, pp. 38-61
Closed Access | Times Cited: 20
Perfect Recession Predictors
Anthony M. Diercks, Daniel Soques, Jing Cynthia Wu
(2025)
Closed Access
Asymmetric Commodity Tails and Index Futures Returns
Yuanzhi Wang, Xinbei Wei, Qunzi Zhang
Journal of Futures Markets (2025)
Closed Access
Cross‐asset time‐series momentum strategy: A new perspective
Dezhong Xu, Bin Li, Tarlok Singh, et al.
Accounting and Finance (2025)
Open Access
The role of technical indicators in exchange rate forecasting
Ekaterini Panopoulou, Ioannis Souropanis
Journal of Empirical Finance (2019) Vol. 53, pp. 197-221
Open Access | Times Cited: 33
Forecasting realized volatility with wavelet decomposition
Ioannis Souropanis, Andrew Vivian
Journal of Empirical Finance (2023) Vol. 74, pp. 101432-101432
Open Access | Times Cited: 9
...And Nothing Else Matters? On the Dimensionality and Predictability of International Stock Returns
Heiko Jacobs, Sebastian Müller
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 29
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
Forecasting crude oil market returns: Enhanced moving average technical indicators
Danyan Wen, Li Liu, Yudong Wang, et al.
Resources Policy (2022) Vol. 76, pp. 102570-102570
Closed Access | Times Cited: 15
Technology shocks and stock returns: A long-term perspective
Susan Sunila Sharma, Paresh Kumar Narayan
Journal of Empirical Finance (2022) Vol. 68, pp. 67-83
Closed Access | Times Cited: 15
How Many Firm Characteristics Drive US Stock Returns?
Yufeng Han, Ai He, David E. Rapach, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 24
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
Maximizing the Sharpe Ratio: A Genetic Programming Approach
Yang Liu, Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 22
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