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 market's response to real output shocks in Eastern European frontier markets: A VARwAL model
Numan Ülkü, Duminda Kuruppuarachchi, Olga Kuzmicheva
Emerging Markets Review (2017) Vol. 33, pp. 140-154
Closed Access | Times Cited: 7
Numan Ülkü, Duminda Kuruppuarachchi, Olga Kuzmicheva
Emerging Markets Review (2017) Vol. 33, pp. 140-154
Closed Access | Times Cited: 7
Showing 7 citing articles:
Deep learning-based feature engineering for stock price movement prediction
Wen Long, Zhichen Lu, Ling-Xiao Cui
Knowledge-Based Systems (2018) Vol. 164, pp. 163-173
Closed Access | Times Cited: 413
Wen Long, Zhichen Lu, Ling-Xiao Cui
Knowledge-Based Systems (2018) Vol. 164, pp. 163-173
Closed Access | Times Cited: 413
AComNN: Attention enhanced Compound Neural Network for financial time-series forecasting with cross-regional features
Zhen Yang, Jacky Keung, Md Alamgir Kabir, et al.
Applied Soft Computing (2021) Vol. 111, pp. 107649-107649
Closed Access | Times Cited: 16
Zhen Yang, Jacky Keung, Md Alamgir Kabir, et al.
Applied Soft Computing (2021) Vol. 111, pp. 107649-107649
Closed Access | Times Cited: 16
The role of banks in CESEE countries: exploring non-standard determinants of economic growth
Małgorzata Iwanicz‐Drozdowska, Paola Bongini, Paweł Smaga, et al.
Post-Communist Economies (2018) Vol. 31, Iss. 3, pp. 349-382
Closed Access | Times Cited: 19
Małgorzata Iwanicz‐Drozdowska, Paola Bongini, Paweł Smaga, et al.
Post-Communist Economies (2018) Vol. 31, Iss. 3, pp. 349-382
Closed Access | Times Cited: 19
SuperDeConFuse: A supervised deep convolutional transform based fusion framework for financial trading systems
Pooja Gupta, Angshul Majumdar, Émilie Chouzenoux, et al.
Expert Systems with Applications (2020) Vol. 169, pp. 114206-114206
Open Access | Times Cited: 6
Pooja Gupta, Angshul Majumdar, Émilie Chouzenoux, et al.
Expert Systems with Applications (2020) Vol. 169, pp. 114206-114206
Open Access | Times Cited: 6
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation
Numan Ülkü, Kexing Wu
China & World Economy (2023) Vol. 31, Iss. 5, pp. 1-25
Open Access
Numan Ülkü, Kexing Wu
China & World Economy (2023) Vol. 31, Iss. 5, pp. 1-25
Open Access
Studying the Stock Market – Economic Activity Nexus in Poland with a VAR‑VECM Approach
Piotr Pietraszewski
Acta Universitatis Lodziensis Folia oeconomica (2020) Vol. 3, Iss. 348, pp. 65-89
Open Access
Piotr Pietraszewski
Acta Universitatis Lodziensis Folia oeconomica (2020) Vol. 3, Iss. 348, pp. 65-89
Open Access
SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems
Pooja Gupta, Angshul Majumdar, Émilie Chouzenoux, et al.
arXiv (Cornell University) (2020)
Closed Access
Pooja Gupta, Angshul Majumdar, Émilie Chouzenoux, et al.
arXiv (Cornell University) (2020)
Closed Access
