Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Stock return asymmetry in China
Dongxu Chen, Ke Wu, Yifeng Zhu
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101757-101757
Closed Access | Times Cited: 17

Showing 17 citing articles:

Identifying factors via automatic debiased machine learning
Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang, et al.
Journal of Applied Econometrics (2024) Vol. 39, Iss. 3, pp. 438-461
Closed Access | Times Cited: 5
Forecasting stock market return with anomalies: Evidence from China
J. Wang, Z.G. Wang, Ke Wu
International Journal of Forecasting (2025)
Closed Access
Extreme temperature shocks and firms’ financial distress
Xinheng Liu, Sha Lv, Xin Yang, et al.
International Review of Economics & Finance (2025), pp. 103946-103946
Open Access
Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty
Yu Wang, Adrian Cheung, Wan‐Lin Yan, et al.
The North American Journal of Economics and Finance (2025), pp. 102410-102410
Closed Access
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
Is idiosyncratic asymmetry priced in commodity futures?
Yufeng Han, Xuan Mo, Zhi Su, et al.
The Journal of Financial Research (2023) Vol. 46, Iss. 3, pp. 875-898
Open Access | Times Cited: 5
Does realized skewness predict the cross-section of Chinese stock returns?
Yiming Dai, Yuexiang Jiang, Huaigang Long, et al.
Finance research letters (2023) Vol. 58, pp. 104363-104363
Closed Access | Times Cited: 4
A Comparison of Factor Models in China
Jinzhe Wang, Yifeng Zhu
Journal of Empirical Finance (2024) Vol. 79, pp. 101548-101548
Closed Access | Times Cited: 1
Does the investment-profitability correlation affect the factor premiums? Evidence from China
Shan Chen, Xujun Liu, Tao Li
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102012-102012
Closed Access | Times Cited: 1
Anomalies and Expected Market Return—Evidence from China A-Shares
Hongbing Ouyang, Xiangshan Lei
(2023)
Closed Access | Times Cited: 1
Salience Theory in Price and Trading Volume: Evidence from China
Kaisi Sun, Hui Wang, Yifeng Zhu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Idiosyncratic Skewness or Coskewness? Evidence from Commodity Futures Returns
Yufeng Han, Xuan Mo, Zhi Su, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Alternative Lottery Measure and Cross-Sectional Returns
Jia Bi, Yifeng Zhu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
The Positive Investment Premium in China
Shan Chen, Xujun Liu
SSRN Electronic Journal (2023)
Closed Access
A Comparison of Factor Models in China
Jinzhe Wang, Yifeng Zhu
SSRN Electronic Journal (2023)
Closed Access
Consolidating Joint Predictability of Firm Characteristics in Chinese Stock Market: A Subset Combination Approach
Dongxu Chen, Guoshi Tong, Zhuo Wang, et al.
(2023)
Closed Access
Forecasting Stock Market Return with Anomalies: Evidence from China
Jianqiu Wang, Zhuo Wang, Ke Wu
SSRN Electronic Journal (2022)
Closed Access
How Does the Change in Left-Tail Risk Priced in China?
Kaisi Sun, Hui Wang, Yifeng Zhu
SSRN Electronic Journal (2021)
Closed Access
Page 1

Scroll to top