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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:

Economic momentum and currency returns
Magnus Dahlquist, Henrik Hasseltoft
Journal of Financial Economics (2019) Vol. 136, Iss. 1, pp. 152-167
Closed Access | Times Cited: 59

Showing 1-25 of 59 citing articles:

Business cycles and currency returns
Riccardo Colacito, Steven Riddiough, Lucio Sarno
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 659-678
Open Access | Times Cited: 80
Currency Risk Premiums Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 356-408
Open Access | Times Cited: 21
Monetary Policy Predicts Currency Movements
Söhnke M. Bartram, Mark Grinblatt, Yan Xu
SSRN Electronic Journal (2025)
Closed Access
Understanding the Performance of Currency Basis‐Momentum
Minyou Fan, Xing Han, Ang Li, et al.
European Financial Management (2025)
Open Access
Conditional currency momentum portfolios
Yasuhiro Iwanaga, Ryuta Sakemoto
International Review of Financial Analysis (2025) Vol. 99, pp. 103964-103964
Closed Access
Singular spectrum analysis for real-time financial cycles measurement
Maximilien Coussin
Journal of International Money and Finance (2021) Vol. 120, pp. 102532-102532
Closed Access | Times Cited: 22
Climate Change Vulnerability and Currency Returns
Alexander Cheema-Fox, George Serafeim, Hui Wang
Financial Analysts Journal (2022) Vol. 78, Iss. 4, pp. 37-58
Closed Access | Times Cited: 14
Sovereign default network and currency risk premia
Lu Yang, Lei Yang, Xue Cui
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 8
Macroeconomic momentum and cross-sectional equity market indices
Yu Zhang, Konstantina Kappou, Andrew Urquhart
Journal of International Financial Markets Institutions and Money (2024) Vol. 92, pp. 101974-101974
Open Access | Times Cited: 2
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
An Effective Hybrid Approach for Forecasting Currency Exchange Rates
Mei-li Shen, Cheng-Feng Lee, Hsiou-Hsiang Liu, et al.
Sustainability (2021) Vol. 13, Iss. 5, pp. 2761-2761
Open Access | Times Cited: 17
Forward-Looking Policy Rules and Currency Premia
Ilias Filippou, Mark P. Taylor
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 1, pp. 449-483
Closed Access | Times Cited: 10
Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach
Yuting Gong, Chao Ma, Qiang Chen
Journal of International Money and Finance (2022) Vol. 123, pp. 102597-102597
Closed Access | Times Cited: 10
Bonds, currencies and expectational errors
Eleonora Granziera, Markus Sihvonen
Journal of Economic Dynamics and Control (2023) Vol. 158, pp. 104790-104790
Open Access | Times Cited: 5
Dynamic allocations for currency investment strategies
Kei Nakagawa, Ryuta Sakemoto
European Journal of Finance (2022) Vol. 29, Iss. 10, pp. 1207-1228
Closed Access | Times Cited: 8
How many fundamentals should we include in the behavioral equilibrium exchange rate model?
Michele Ca’ Zorzi, Michał Rubaszek
Economic Modelling (2022) Vol. 118, pp. 106071-106071
Closed Access | Times Cited: 8
Pricing Implications of Covariances and Spreads in Currency Markets
Thomas Andreas Maurer, Thuy‐Duong Tô, Ngoc-Khanh Tran
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 1, pp. 336-388
Closed Access | Times Cited: 11
Commodity Prices and Currencies
Alexandre Jeanneret, Valeri Sokolovski
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
Currency Risk Premiums Redux?
Federico Nucera, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Financial Literacy at Work: Enhancing Organizational Performance through Employee Training Investments
Setyani Dwi Lestari, Eryco Muhdaliha, Pantja Maulana Firdaus, et al.
ATESTASI Jurnal Ilmiah Akuntansi (2024) Vol. 7, Iss. 2, pp. 721-741
Open Access | Times Cited: 1
Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate
Zuzana Rowland, George Lăzăroiu, Ivana Podhorská
Risks (2020) Vol. 9, Iss. 1, pp. 1-1
Open Access | Times Cited: 11
Currency carry trades and global funding risk
Sara Ferreira Filipe, Juuso Nissinen, Matti Suominen
Journal of Banking & Finance (2023) Vol. 149, pp. 106800-106800
Closed Access | Times Cited: 3
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility
Ching‐Chi Hsu, Miao‐Ling Chen
Journal of International Financial Markets Institutions and Money (2021) Vol. 72, pp. 101315-101315
Closed Access | Times Cited: 6
Currency Risk Premia Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
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