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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:

Time‐series momentum in China's commodity futures market
Hyuna Ham, Hoon Cho, Hyeongjun Kim, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 12, pp. 1515-1528
Closed Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

The untold story of commodity futures in China
John Hua Fan, Tingxi Zhang
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 671-706
Closed Access | Times Cited: 47
Forecasting oil futures markets using machine learning and seasonal trend decomposition
A. Kim, Doojin Ryu, Alexander Webb
Investment Analysts Journal (2024), pp. 1-14
Closed Access | Times Cited: 4
Time series momentum and reversal: Intraday information from realized semivariance
Zhenya Liu, Shanglin Lu, Bo Li, et al.
Journal of Empirical Finance (2023) Vol. 72, pp. 54-77
Open Access | Times Cited: 10
Intraday time series momentum: Global evidence and links to market characteristics
Zeming Li, Αθανάσιος Σάκκας, Andrew Urquhart
Journal of Financial Markets (2021) Vol. 57, pp. 100619-100619
Open Access | Times Cited: 22
Does Portfolio Momentum Beat Analyst Advice?
Jae Yong Lee, Jonathan A. Batten, Hyuna Ham, et al.
Abacus (2023) Vol. 60, Iss. 2, pp. 338-364
Open Access | Times Cited: 9
The effects of overnight events on daytime trading sessions
Hyuna Ham, Doojin Ryu, Robert I. Webb
International Review of Financial Analysis (2022) Vol. 83, pp. 102228-102228
Closed Access | Times Cited: 12
A STUDY OF FRACTAL DUAL MOMENTUM INVESTMENT STRATEGY UNDER THE CONSTRAINT OF MULTI-FRACTAL CHARACTERISTICS OF STOCK MARKET
Xu Wu, PEIYU WANG, C. C. Yang, et al.
Fractals (2024) Vol. 32, Iss. 02
Closed Access | Times Cited: 2
Time series momentum in the US stock market: Empirical evidence and theoretical analysis
Valeriy Zakamulin, Javier Giner
International Review of Financial Analysis (2022) Vol. 82, pp. 102173-102173
Open Access | Times Cited: 11
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
A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions
Huilian Huang, Tao Xiong
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 968-1035
Closed Access | Times Cited: 4
A note on the behavior of Chinese commodity markets
John Hua Fan, Neda Todorova
Finance research letters (2019) Vol. 38, pp. 101424-101424
Closed Access | Times Cited: 12
Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period
Chien‐Liang Chiu, Paoyu Huang, Min-Yuh Day, et al.
Mathematics (2024) Vol. 12, Iss. 2, pp. 356-356
Open Access | Times Cited: 1
Evolving roles of energy futures markets: A Survey
A. Kim, Doojin Ryu, Robert I. Webb
Borsa Istanbul Review (2024) Vol. 24, pp. 1-14
Open Access | Times Cited: 1
Volatility forecasting and volatility-timing strategies: A machine learning approach
Dohyun Chun, Hoon Cho, Doojin Ryu
Research in International Business and Finance (2024), pp. 102723-102723
Closed Access | Times Cited: 1
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach
Hemei Li, Zhenya Liu, Shixuan Wang
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 2438-2457
Open Access | Times Cited: 9
Investable commodity premia in China
Robert J. Bianchi, John Hua Fan, Tingxi Zhang
Journal of Banking & Finance (2021) Vol. 127, pp. 106127-106127
Closed Access | Times Cited: 8
Revisiting time series momentum in China's commodity futures market: Evidence on sources of momentum profits
Ming Lei, Wuqi Song, Minyi Dong
Economic Modelling (2023) Vol. 128, pp. 106522-106522
Closed Access | Times Cited: 3
Effects of option incentive compensation on corporate innovation: The case of China
Rui Cheng, Bart Frijns, Hyeongjun Kim, et al.
Economic Systems (2023) Vol. 48, Iss. 1, pp. 101171-101171
Closed Access | Times Cited: 3
Mapping the scientific research on alternative momentum investing: a bibliometric analysis
Simarjeet Singh, Nidhi Walia, S. Saravanan, et al.
Journal of economic and administrative sciences. (2021) Vol. 38, Iss. 4, pp. 619-636
Closed Access | Times Cited: 7
Asymmetry, tail risk and time series momentum
Zhenya Liu, Shanglin Lu, Shixuan Wang
International Review of Financial Analysis (2021) Vol. 78, pp. 101938-101938
Open Access | Times Cited: 7
The Effects of Option Incentive Compensation on Corporate Innovation: The Case of China
Rui Cheng, Bart Frijns, Hyeongjun Kim, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Optimal trend-following with transaction costs
Valeriy Zakamulin, Javier Giner
International Review of Financial Analysis (2023) Vol. 90, pp. 102928-102928
Open Access | Times Cited: 2
Gold and oil prices: abnormal returns, momentum and contrarian effects
Guglielmo Maria Caporale, Alex Plastun
Financial markets and portfolio management (2021) Vol. 35, Iss. 3, pp. 353-368
Open Access | Times Cited: 5
Time-series momentum in individual stocks: is it there and where to look?
Jiali Fang, Wei Hao, Udomsak Wongchoti
Applied Economics (2021) Vol. 54, Iss. 18, pp. 2048-2066
Closed Access | Times Cited: 5
The Analysis of Enterprise Improvement in Global Commodity Price Prediction Based on Deep Learning
Anzhong Huang, Hong Chen, Xuan Hu, et al.
Journal of Global Information Management (2023) Vol. 31, Iss. 3, pp. 1-20
Open Access | Times Cited: 1
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