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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:

The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence
Yu-Hon Lui, David Mole
Journal of International Money and Finance (1998) Vol. 17, Iss. 3, pp. 535-545
Closed Access | Times Cited: 359

Showing 1-25 of 359 citing articles:

WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
Cheol‐Ho Park, Scott H. Irwin
Journal of Economic Surveys (2007) Vol. 21, Iss. 4, pp. 786-826
Closed Access | Times Cited: 566
Computational Intelligence and Financial Markets: A Survey and Future Directions
Rodolfo C. Cavalcante, Rodrigo C. Brasileiro, Victor L. F. Souza, et al.
Expert Systems with Applications (2016) Vol. 55, pp. 194-211
Closed Access | Times Cited: 527
Chapter 23 Heterogeneous Agent Models in Economics and Finance
Cars Hommes
Handbook of computational economics (2006), pp. 1109-1186
Closed Access | Times Cited: 502
Heterogeneous Agent Models in Economics and Finance
Cars Hommes
SSRN Electronic Journal (2005)
Open Access | Times Cited: 460
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
Lukas Menkhoff, Mark P. Taylor
Journal of Economic Literature (2007) Vol. 45, Iss. 4, pp. 936-972
Open Access | Times Cited: 452
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
Christopher J. Neely, Paul A. Weller, Joshua M. Ulrich
Journal of Financial and Quantitative Analysis (2009) Vol. 44, Iss. 2, pp. 467-488
Open Access | Times Cited: 276
Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis
Carol L. Osler
The Journal of Finance (2003) Vol. 58, Iss. 5, pp. 1791-1819
Closed Access | Times Cited: 218
Have trading rule profits in the currency markets declined over time?
Dennis Olson
Journal of Banking & Finance (2003) Vol. 28, Iss. 1, pp. 85-105
Closed Access | Times Cited: 208
The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
Frank Westerhoff, Roberto Dieci
Journal of Economic Dynamics and Control (2005) Vol. 30, Iss. 2, pp. 293-322
Open Access | Times Cited: 203
A real-time adaptive trading system using genetic programming
M. A. H. Dempster, Charles M. Jones
Quantitative Finance (2001) Vol. 1, Iss. 4, pp. 397-413
Closed Access | Times Cited: 195
Extended evidence on the use of technical analysis in foreign exchange
Thomas Gehrig, Lukas Menkhoff
International Journal of Finance & Economics (2006) Vol. 11, Iss. 4, pp. 327-338
Closed Access | Times Cited: 161
A Quantitative Approach to Tactical Asset Allocation
Mebane T. Faber
˜The œjournal of wealth management (2007) Vol. 9, Iss. 4, pp. 69-79
Closed Access | Times Cited: 155
A Survey of the Factors Influencing Investment Decisions: The Case of Individual Investors at the NSE
Ambrose Jagongo, Vincent S. Mutswenje
(2014)
Closed Access | Times Cited: 132
Foreign exchange currency rate prediction using a GRU-LSTM hybrid network
Md. Saiful Islam, Emam Hossain
Soft Computing Letters (2020) Vol. 3, pp. 100009-100009
Open Access | Times Cited: 100
Importance of technical and fundamental analysis in the European foreign exchange market
Thomas Oberlechner
International Journal of Finance & Economics (2001) Vol. 6, Iss. 1, pp. 81-93
Closed Access | Times Cited: 170
Methodical Madness: Technical Analysis and the Irrationality of Exchange‐rate Forecasts
P. H. Kevin Chang, Carol L. Osler
The Economic Journal (1999) Vol. 109, Iss. 458, pp. 636-661
Closed Access | Times Cited: 156
Can commodity futures be profitably traded with quantitative market timing strategies?
Ben R. Marshall, Rochester H. Cahan, Jared M. Cahan
Journal of Banking & Finance (2007) Vol. 32, Iss. 9, pp. 1810-1819
Closed Access | Times Cited: 113
Does intraday technical analysis in the U.S. equity market have value?
Ben R. Marshall, Rochester H. Cahan, Jared M. Cahan
Journal of Empirical Finance (2007) Vol. 15, Iss. 2, pp. 199-210
Closed Access | Times Cited: 108
Heterogeneous expectations, exchange rate dynamics and predictability
Sebastiano Manzan, Frank Westerhoff
Journal of Economic Behavior & Organization (2007) Vol. 64, Iss. 1, pp. 111-128
Open Access | Times Cited: 108
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies
Frank Westerhoff
Jahrbücher für Nationalökonomie und Statistik (2008) Vol. 228, Iss. 2-3, pp. 195-227
Closed Access | Times Cited: 97
Forecasting copper prices with dynamic averaging and selection models
Daniel Bunčić, Carlo Moretto
The North American Journal of Economics and Finance (2015) Vol. 33, pp. 1-38
Open Access | Times Cited: 78
Bubbles, shocks and elementary technical trading strategies
John Fry
The European Physical Journal B (2014) Vol. 87, Iss. 1
Open Access | Times Cited: 67
Examination of the profitability of technical analysis based on moving average strategies in BRICS
Matheus José Silva de Souza, Danilo Guimarães Franco Ramos, Marina Garcia Pena, et al.
Financial Innovation (2018) Vol. 4, Iss. 1
Open Access | Times Cited: 67
The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literature
Lucio Sarno, Mark P. Taylor
(2001)
Closed Access | Times Cited: 122
MULTIASSET MARKET DYNAMICS
Frank Westerhoff
Macroeconomic Dynamics (2004) Vol. 8, Iss. 5, pp. 596-616
Closed Access | Times Cited: 116
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