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:
Overnight returns, daytime reversals, and future stock returns: Is China different?
Muhammad A. Cheema, Mardy Chiah, Yimei Man
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101809-101809
Closed Access | Times Cited: 10
Muhammad A. Cheema, Mardy Chiah, Yimei Man
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101809-101809
Closed Access | Times Cited: 10
Showing 10 citing articles:
How do investors react to overnight returns? Evidence from Korea
Hyuna Ham, Doojin Ryu, Robert I. Webb, et al.
Finance research letters (2023) Vol. 54, pp. 103779-103779
Closed Access | Times Cited: 6
Hyuna Ham, Doojin Ryu, Robert I. Webb, et al.
Finance research letters (2023) Vol. 54, pp. 103779-103779
Closed Access | Times Cited: 6
Market Predictability Before the Closing Bell Rings
Lu Zhang, Lei Hua
Risks (2024) Vol. 12, Iss. 11, pp. 180-180
Open Access | Times Cited: 1
Lu Zhang, Lei Hua
Risks (2024) Vol. 12, Iss. 11, pp. 180-180
Open Access | Times Cited: 1
Overnight versus intraday returns of anomalies in China
Chaonan Lin, Hui-Wen Chang, Robin K. Chou
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102007-102007
Closed Access | Times Cited: 3
Chaonan Lin, Hui-Wen Chang, Robin K. Chou
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102007-102007
Closed Access | Times Cited: 3
Market Closure and Short-Term Reversal
Pasquale Della Corte, Robert Kosowski, Tianyu Wang
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
Pasquale Della Corte, Robert Kosowski, Tianyu Wang
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
Overnight returns, daytime reversals, and anchoring bias
Donghoon Kim, Jihoon Goh
Applied Economics Letters (2024), pp. 1-5
Closed Access
Donghoon Kim, Jihoon Goh
Applied Economics Letters (2024), pp. 1-5
Closed Access
The highest-lowest price range and the cross-sectional returns predictability
Xiaojun Chu, Shuang Song
Investment Analysts Journal (2024) Vol. 53, Iss. 4, pp. 407-422
Closed Access
Xiaojun Chu, Shuang Song
Investment Analysts Journal (2024) Vol. 53, Iss. 4, pp. 407-422
Closed Access
Tug of War with noise traders? Evidence from the G7 stock markets
Aghamehman Hajiyev, Karl Ludwig Keiber, Adalbert Luczak
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 234-243
Open Access
Aghamehman Hajiyev, Karl Ludwig Keiber, Adalbert Luczak
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 234-243
Open Access
Statistical Modeling of Opening Price Gaps in the Shanghai Stock Exchange Composite Index Using Linear Methods
Yuancheng Si, Saralees Nadarajah, Zhang Zong-xin
Computational Economics (2024)
Closed Access
Yuancheng Si, Saralees Nadarajah, Zhang Zong-xin
Computational Economics (2024)
Closed Access
The Asymmetric Overnight Return Anomaly in the Chinese Stock Market
Yahui An, Lin Huang, Youwei Li
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 534-534
Open Access | Times Cited: 2
Yahui An, Lin Huang, Youwei Li
Journal of risk and financial management (2022) Vol. 15, Iss. 11, pp. 534-534
Open Access | Times Cited: 2
The volatility of daily tug-of-war intensity and stock market returns
Fan Bai, Yaqi Zhang, Zhonglu Chen, et al.
Finance research letters (2023) Vol. 55, pp. 103867-103867
Closed Access
Fan Bai, Yaqi Zhang, Zhonglu Chen, et al.
Finance research letters (2023) Vol. 55, pp. 103867-103867
Closed Access
