Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
Jen-Wei Yang, Shu-Yu Tsai, So‐De Shyu, et al.
International Review of Economics & Finance (2015) Vol. 43, pp. 139-150
Closed Access | Times Cited: 20

Showing 20 citing articles:

Exploring arbitrage opportunities between China's carbon markets based on statistical arbitrage pairs trading strategy
Boqiang Lin, Zhizhou Tan
Environmental Impact Assessment Review (2023) Vol. 99, pp. 107041-107041
Closed Access | Times Cited: 13
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Sylvia Endres, Johannes Stübinger
Quantitative Finance (2019) Vol. 19, Iss. 10, pp. 1727-1740
Closed Access | Times Cited: 21
Intraday high-frequency pairs trading strategies for energy futures: evidence from China
Jing Luo, YuCheng Lin, Sijia Wang
Applied Economics (2023) Vol. 55, Iss. 56, pp. 6646-6660
Closed Access | Times Cited: 5
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor
Zhe Huang, Franck Martin
Applied Economics (2018) Vol. 51, Iss. 22, pp. 2436-2452
Closed Access | Times Cited: 14
Zero-Inflated Regime-Switching Stochastic Differential Equation Models for Highly Unbalanced Multivariate, Multi-Subject Time-Series Data
Zhaohua Lu, Sy‐Miin Chow, Nilàm Ram, et al.
Psychometrika (2019) Vol. 84, Iss. 2, pp. 611-645
Open Access | Times Cited: 7
Leading research trends on trading strategies
Javier Oliver, Fernando García
Finance Markets and Valuation (2020) Vol. 6, Iss. 2, pp. 27-54
Open Access | Times Cited: 6
Cointegrated market-neutral strategy for basket trading
Philip L. H. Yu, Renjie Lu
International Review of Economics & Finance (2017) Vol. 49, pp. 112-124
Closed Access | Times Cited: 5
Modelling of Fuel- and Energy-Switching Prices by Mean-Reverting Processes and Their Applications to Alberta Energy Markets
Weiliang Lu, Alexis Arrigoni, Anatoliy Swishchuk, et al.
Mathematics (2021) Vol. 9, Iss. 7, pp. 709-709
Open Access | Times Cited: 5
Pair Trading Rule with Switching Regression GARCH Model
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta
Lecture notes in computer science (2016), pp. 586-598
Closed Access | Times Cited: 3
Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand
Natnarong Namwong, Woraphon Yamaka, Roengchai Tansuchat
Studies in computational intelligence (2018), pp. 378-388
Closed Access | Times Cited: 3
Emerging markets' response to COVID-19: Insights from arbitrages strategies
Wang Jialu, Lingdi Zhao, Hao Li, et al.
Heliyon (2024) Vol. 10, Iss. 10, pp. e30876-e30876
Open Access
Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications
Nikolaos Limnios, Anatoliy Swishchuk
Mathematics (2020) Vol. 8, Iss. 6, pp. 963-963
Open Access | Times Cited: 3
Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market
Jai‐Jen Wang, Jin‐Ping Lee, Yang Zhao
International Review of Economics & Finance (2017) Vol. 55, pp. 173-184
Closed Access | Times Cited: 2
Pairs Trading via Nonlinear Autoregressive GARCH Models
Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka
Lecture notes in computer science (2018), pp. 276-288
Closed Access | Times Cited: 2
Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets
Fernando Caneo, Werner Kristjanpoller
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4424-4440
Closed Access | Times Cited: 2
Optimal pairs trading strategies in a cointegration framework
Zhe Huang, Franck Martin
RePEc: Research Papers in Economics (2017)
Closed Access | Times Cited: 1
The impact of COVID on Conditional Correlation and Volatilities of Consumer Sentiment and Aggregate Stock Market
Sandip Chakraborty
SSRN Electronic Journal (2023)
Closed Access
Review of stochastic differential equations in statistical arbitrage pairs trading
Sylvia Endres
Managerial Economics (2020) Vol. 20, Iss. 2, pp. 71-71
Open Access
A Stochastic Spread & Co-integration Approach to Pairs Trading in a Regime- Switching Environment
Frederik Findsen, Jens Pedersen
SSRN Electronic Journal (2022)
Closed Access
Research on High-Frequency Statistical Arbitrage Strategy Based on Markov State Transition
舒悦 闫
Advances in Applied Mathematics (2022) Vol. 11, Iss. 11, pp. 8200-8211
Closed Access
Page 1

Scroll to top