
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:
Which is the better fourth factor in China? Reversal or turnover?
Hung-Wen Lin, Jingbo Huang, Kun-Ben Lin, et al.
Pacific-Basin Finance Journal (2020) Vol. 62, pp. 101347-101347
Closed Access | Times Cited: 6
Hung-Wen Lin, Jingbo Huang, Kun-Ben Lin, et al.
Pacific-Basin Finance Journal (2020) Vol. 62, pp. 101347-101347
Closed Access | Times Cited: 6
Showing 6 citing articles:
A new momentum measurement in the Chinese stock market
Yan Li, Chao Liang, Toan Luu Duc Huynh
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101759-101759
Open Access | Times Cited: 19
Yan Li, Chao Liang, Toan Luu Duc Huynh
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101759-101759
Open Access | Times Cited: 19
In the shadows of opacity: Firm information quality and latent factor model performance
Chuyu Wang, Guanglong Zhang
International Review of Financial Analysis (2025), pp. 103970-103970
Closed Access
Chuyu Wang, Guanglong Zhang
International Review of Financial Analysis (2025), pp. 103970-103970
Closed Access
Belief-based momentum indicator and stock market return predictability
Yan Li, Jiale Huo, Yongan Xu, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101825-101825
Closed Access | Times Cited: 10
Yan Li, Jiale Huo, Yongan Xu, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101825-101825
Closed Access | Times Cited: 10
Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China
Gábor Neszveda, Gábor Till, Barnabás Timár, et al.
Finance research letters (2022) Vol. 50, pp. 103220-103220
Open Access | Times Cited: 2
Gábor Neszveda, Gábor Till, Barnabás Timár, et al.
Finance research letters (2022) Vol. 50, pp. 103220-103220
Open Access | Times Cited: 2
Four-Factor Momentum Model Based on Returns Interval Grouping
B Jiao, Xingrui Xiang, Libo Zhang
(2023), pp. 303-310
Closed Access
B Jiao, Xingrui Xiang, Libo Zhang
(2023), pp. 303-310
Closed Access
The Hesitation of Anxious Traders in an Agent-Based Model
Bao-Jun Tang, Kun-Ben Lin, Jingbo Huang, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access
Bao-Jun Tang, Kun-Ben Lin, Jingbo Huang, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access