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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:

New technical indicators and stock returns predictability
Zhifeng Dai, Huan Zhu, Jie Kang
International Review of Economics & Finance (2020) Vol. 71, pp. 127-142
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Zhifeng Dai, Haoyang Zhu
Energy Economics (2022) Vol. 108, pp. 105883-105883
Closed Access | Times Cited: 98
Wavelet Denoising and Double-Layer Feature Selection for Stock Trend Prediction
Yong Zhang, Jianping Qin, BingXue Lin, et al.
Computational Economics (2025)
Closed Access | Times Cited: 1
The skewness of oil price returns and equity premium predictability
Zhifeng Dai, Huiting Zhou, Jie Kang, et al.
Energy Economics (2020) Vol. 94, pp. 105069-105069
Closed Access | Times Cited: 55
Predicting stock returns: A risk measurement perspective
Zhifeng Dai, Jie Kang, Fenghua Wen
International Review of Financial Analysis (2021) Vol. 74, pp. 101676-101676
Closed Access | Times Cited: 42
A sentiment-enhanced hybrid model for crude oil price forecasting
Yan Fang, Wenyan Wang, Pengcheng Wu, et al.
Expert Systems with Applications (2022) Vol. 215, pp. 119329-119329
Closed Access | Times Cited: 36
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Ronil Barua, Añil Sharma
Finance research letters (2022) Vol. 49, pp. 103111-103111
Closed Access | Times Cited: 35
Bond yield and crude oil prices predictability
Zhifeng Dai, Jie Kang
Energy Economics (2021) Vol. 97, pp. 105205-105205
Closed Access | Times Cited: 40
A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction
Dingming Wu, Xiaolong Wang, Shaocong Wu
Entropy (2021) Vol. 23, Iss. 4, pp. 440-440
Open Access | Times Cited: 38
Some new efficient mean–variance portfolio selection models
Zhifeng Dai, Jie Kang
International Journal of Finance & Economics (2021) Vol. 27, Iss. 4, pp. 4784-4796
Closed Access | Times Cited: 37
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Xin Yang, Shan Chen, Liu Hong, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 2, pp. 1201-1213
Closed Access | Times Cited: 37
Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and explainable AI
Indranil Ghosh, Manas Kumar Sanyal
International Journal of Information Management Data Insights (2021) Vol. 1, Iss. 2, pp. 100039-100039
Open Access | Times Cited: 33
Efficient predictability of oil price: The role of VIX-based panic index shadow line difference
Zhifeng Dai, Xiaotong Zhang, Chao Liang
Energy Economics (2023) Vol. 129, pp. 107234-107234
Closed Access | Times Cited: 16
Deep learning in the Chinese stock market: The role of technical indicators
Chenyao Ma, Yan Sheng
Finance research letters (2022) Vol. 49, pp. 103025-103025
Closed Access | Times Cited: 21
Stock price prediction based on dual important indicators using ARIMAX: A case study in Vietnam
Pai-Chou Wang, Thuc P. Vo
Journal of Intelligent Systems (2025) Vol. 34, Iss. 1
Open Access
Modified three-term derivative-free projection method for solving nonlinear monotone equations with application
Muhammad Abdullahi, Auwal Bala Abubakar, Kanikar Muangchoo
Numerical Algorithms (2023) Vol. 95, Iss. 3, pp. 1459-1474
Closed Access | Times Cited: 9
A hybrid BFGS-Like method for monotone operator equations with applications
Auwal Bala Abubakar, Poom Kumam, Hassan Mohammad, et al.
Journal of Computational and Applied Mathematics (2024) Vol. 446, pp. 115857-115857
Closed Access | Times Cited: 3
An efficient projection algorithm for solving convex constrained monotone operator equations and sparse signal reconstruction problems
Muhammad Abdullahi, Auwal Bala Abubakar, Abba Sulaiman, et al.
The Journal of Analysis (2024) Vol. 32, Iss. 5, pp. 2813-2832
Closed Access | Times Cited: 3
Prediction of stock price direction using the LASSO-LSTM model combines technical indicators and financial sentiment analysis
Junwen Yang, Yunmin Wang, Xiang Li
PeerJ Computer Science (2022) Vol. 8, pp. e1148-e1148
Open Access | Times Cited: 16
Comment on: “A derivative-free iterative method for nonlinear monotone equations with convex constraints”
Muhammad Abdullahi, Auwal Bala Abubakar, Yuming Feng, et al.
Numerical Algorithms (2023) Vol. 94, Iss. 4, pp. 1551-1560
Closed Access | Times Cited: 8
Integrating technical indicators, chip factors and stock news for enhanced stock price predictions: A multi-kernel approach
Hei‐Chia Wang, Wei-Ching Hsiao, Ru-Siang Liou
Asia Pacific Management Review (2023) Vol. 29, Iss. 3, pp. 292-305
Open Access | Times Cited: 8
A New Three-Term Hestenes-Stiefel Type Method for Nonlinear Monotone Operator Equations and Image Restoration
Auwal Bala Abubakar, Kanikar Muangchoo, Abdulkarim Hassan Ibrahim, et al.
IEEE Access (2021) Vol. 9, pp. 18262-18277
Open Access | Times Cited: 18
Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights
Indranil Ghosh, Rabin K. Jana, David Roubaud, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 680-698
Closed Access | Times Cited: 2
Stock price prediction based on optimized random forest model
Zi Ren, Yin Jun, Yu Yicheng, et al.
2022 Asia Conference on Algorithms, Computing and Machine Learning (CACML) (2022), pp. 777-783
Closed Access | Times Cited: 10
Forecasting commodity prices returns: The role of partial least squares approach
Chufu Wen, Haoyang Zhu, Zhifeng Dai
Energy Economics (2023) Vol. 125, pp. 106825-106825
Closed Access | Times Cited: 6
A prediction model of stock market trading actions using generative adversarial network and piecewise linear representation approaches
Jheng-Long Wu, Xian-Rong Tang, Chin-Hsiung Hsu
Soft Computing (2022) Vol. 27, Iss. 12, pp. 8209-8222
Open Access | Times Cited: 9
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