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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:

Dissecting Investment Strategies in the Cross Section and Time Series
Jamil Baz, Nicolas Granger, Campbell R. Harvey, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

Deep Reinforcement Learning for Trading
Zihao Zhang, Stefan Zohren, Stephen Roberts
The Journal of Financial Data Science (2020) Vol. 2, Iss. 2, pp. 25-40
Open Access | Times Cited: 177
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
Enhancing Time-Series Momentum Strategies Using Deep Neural Networks
Bryan Lim, Stefan Zohren, Stephen Roberts
The Journal of Financial Data Science (2019) Vol. 1, Iss. 4, pp. 19-38
Open Access | Times Cited: 68
Foreign Exchange Volume
Giovanni Cespa, Antonio Gargano, Steven Riddiough, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2386-2427
Open Access | Times Cited: 50
High frequency momentum trading with cryptocurrencies
Jeffrey Chu, Stephen Chan, Yuanyuan Zhang
Research in International Business and Finance (2019) Vol. 52, pp. 101176-101176
Closed Access | Times Cited: 48
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
Christof Schmidhuber, Sara A. Safari
(2025)
Closed Access
Enhancing Time Series Momentum Strategies Using Deep Neural Networks
Bryan Lim, Stefan Zohren, Stephen Roberts
SSRN Electronic Journal (2019)
Open Access | Times Cited: 33
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
Kieran Wood, Stephen Roberts, Stefan Zohren
The Journal of Financial Data Science (2021) Vol. 4, Iss. 1, pp. 111-129
Open Access | Times Cited: 19
Adaptive Algorithm for Selecting the Optimal Trading Strategy Based on Reinforcement Learning for Managing a Hedge Fund
Boris Belyakov, Dmitry Sizykh
IEEE Access (2024), pp. 1-1
Open Access | Times Cited: 2
Building Cross-Sectional Systematic Strategies by Learning to Rank
Daniel Poh, Bryan Lim, Stefan Zohren, et al.
The Journal of Financial Data Science (2021) Vol. 3, Iss. 2, pp. 70-86
Open Access | Times Cited: 17
Learning to Rank for Multi-Step Ahead Time-Series Forecasting
Jiuding Duan, Hisashi Kashima
IEEE Access (2021) Vol. 9, pp. 49372-49386
Open Access | Times Cited: 16
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
Wee Ling Tan, Stephen Roberts, Stefan Zohren
The Journal of Financial Data Science (2023) Vol. 5, Iss. 3, pp. 107-129
Open Access | Times Cited: 6
Constructing time-series momentum portfolios with deep multi-task learning
J.T. Ong, Dorien Herremans
Expert Systems with Applications (2023) Vol. 230, pp. 120587-120587
Open Access | Times Cited: 5
Bandits for Algorithmic Trading with Signals
Álvaro Cartea, Fayçal Drissi, Pierre Osselin
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
The Value of Volume in Foreign Exchange
Giovanni Cespa, Antonio Gargano, Steven Riddiough, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 12
'Know When to Hodl Em, Know When to Fodl Em': An Investigation of Factor Based Investing in the Cryptocurrency Space
Stefan Hubrich
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 11
Trends, reversion, and critical phenomena in financial markets
Christof Schmidhuber
Physica A Statistical Mechanics and its Applications (2020) Vol. 566, pp. 125642-125642
Open Access | Times Cited: 9
Momentum in Traditional and Cryptocurrencies Made Simple
Janick Rohrbach, Silvan Suremann, Joerg Osterrieder
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 7
Building Cross-Sectional Systematic Strategies By Learning to Rank
Daniel Poh, Bryan Lim, Stefan Zohren, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 7
Deep Reinforcement Learning for Trading
Zihao Zhang, Stefan Zohren, Stephen Roberts
arXiv (Cornell University) (2019)
Open Access | Times Cited: 6
Network Momentum across Asset Classes
Xingyue Pu, Stephen Roberts, Xiaowen Dong, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Financial markets and the phase transition between water and steam
Christof Schmidhuber
Physica A Statistical Mechanics and its Applications (2022) Vol. 592, pp. 126873-126873
Open Access | Times Cited: 4
Reinforcement Learning in Quantitative Trading: A Survey
Ali Alameer, Haitham Saleh, Khaled Alshehri
(2022)
Open Access | Times Cited: 4
Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic
Renata Guobužaitė, Deimantė Teresienė
Economies (2021) Vol. 9, Iss. 2, pp. 86-86
Open Access | Times Cited: 5
QuantNet: transferring learning across trading strategies
Adriano Koshiyama, Stefano B. Blumberg, Nick Firoozye, et al.
Quantitative Finance (2021) Vol. 22, Iss. 6, pp. 1071-1090
Open Access | Times Cited: 5
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