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:
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
Philip L. H. Yu, Renjie Lu
International Review of Economics & Finance (2017) Vol. 49, pp. 112-124
Closed Access | Times Cited: 5
Showing 5 citing articles:
A single-stage approach for cointegration-based pairs trading
Keith Law, W.K. Li, Philip L. H. Yu
Finance research letters (2017) Vol. 26, pp. 177-184
Closed Access | Times Cited: 12
Keith Law, W.K. Li, Philip L. H. Yu
Finance research letters (2017) Vol. 26, pp. 177-184
Closed Access | Times Cited: 12
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
Fernando Caneo, Werner Kristjanpoller
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4424-4440
Closed Access | Times Cited: 2
Performance of Pairs Trading on the S&P 500: Distance and Mixed Copula Models
Fernando B. Sabino da Silva, Flávio Ziegelman, João F. Caldeira
SSRN Electronic Journal (2017)
Closed Access
Fernando B. Sabino da Silva, Flávio Ziegelman, João F. Caldeira
SSRN Electronic Journal (2017)
Closed Access
Buffered vector error-correction models: an application to the U.S. Treasury bond rates
Renjie Lu, Philip L. H. Yu
Studies in Nonlinear Dynamics and Econometrics (2020) Vol. 25, Iss. 5, pp. 267-287
Closed Access
Renjie Lu, Philip L. H. Yu
Studies in Nonlinear Dynamics and Econometrics (2020) Vol. 25, Iss. 5, pp. 267-287
Closed Access
Sparse vector error correction models with application to cointegration‐based trading
Renjie Lu, Philip L. H. Yu, Xiaohang Wang
Australian & New Zealand Journal of Statistics (2020) Vol. 62, Iss. 3, pp. 297-321
Closed Access
Renjie Lu, Philip L. H. Yu, Xiaohang Wang
Australian & New Zealand Journal of Statistics (2020) Vol. 62, Iss. 3, pp. 297-321
Closed Access
