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:
Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model
Stefano Grillini, Aydin Ozkan, Abhijit Sharma, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 145-158
Open Access | Times Cited: 29
Stefano Grillini, Aydin Ozkan, Abhijit Sharma, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 145-158
Open Access | Times Cited: 29
Showing 1-25 of 29 citing articles:
Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic
Stefano Grillini, Aydin Ozkan, Abhijit Sharma
International Review of Financial Analysis (2022) Vol. 83, pp. 102273-102273
Open Access | Times Cited: 38
Stefano Grillini, Aydin Ozkan, Abhijit Sharma
International Review of Financial Analysis (2022) Vol. 83, pp. 102273-102273
Open Access | Times Cited: 38
Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management
Mazin A. M. Al Janabi
Journal of Modelling in Management (2020) Vol. 16, Iss. 1, pp. 288-309
Closed Access | Times Cited: 34
Mazin A. M. Al Janabi
Journal of Modelling in Management (2020) Vol. 16, Iss. 1, pp. 288-309
Closed Access | Times Cited: 34
Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Mazin A. M. Al Janabi
Journal of Modelling in Management (2021) Vol. 17, Iss. 3, pp. 864-895
Closed Access | Times Cited: 25
Mazin A. M. Al Janabi
Journal of Modelling in Management (2021) Vol. 17, Iss. 3, pp. 864-895
Closed Access | Times Cited: 25
The pricing ability of factor model based on machine learning: Evidence from high-frequency data in China
Ailian Zhang, Mengmeng Pan, Xuan Zhang
International Review of Economics & Finance (2025), pp. 104153-104153
Open Access
Ailian Zhang, Mengmeng Pan, Xuan Zhang
International Review of Economics & Finance (2025), pp. 104153-104153
Open Access
Liquidity, implied volatility and tail risk: A comparison of liquidity measures
Henrique Ramos, Marcelo Brutti Righi
International Review of Financial Analysis (2020) Vol. 69, pp. 101463-101463
Closed Access | Times Cited: 25
Henrique Ramos, Marcelo Brutti Righi
International Review of Financial Analysis (2020) Vol. 69, pp. 101463-101463
Closed Access | Times Cited: 25
Economic feasibility valuing of deep mineral resources based on risk analysis: Songtao manganese ore - China case study
Shiquan Dou, Jiangyi Liu, Jianzhong Xiao, et al.
Resources Policy (2020) Vol. 66, pp. 101612-101612
Closed Access | Times Cited: 20
Shiquan Dou, Jiangyi Liu, Jianzhong Xiao, et al.
Resources Policy (2020) Vol. 66, pp. 101612-101612
Closed Access | Times Cited: 20
Stock market liquidity and volatility on the Nigerian Exchange Limited (NGX)
Ahmed Yahaya, Stephen Alaba John, Ademola Adegoroye, et al.
World Journal of Advanced Research and Reviews (2023) Vol. 20, Iss. 3, pp. 147-156
Open Access | Times Cited: 5
Ahmed Yahaya, Stephen Alaba John, Ademola Adegoroye, et al.
World Journal of Advanced Research and Reviews (2023) Vol. 20, Iss. 3, pp. 147-156
Open Access | Times Cited: 5
An integrated autoregressive model for predicting water quality dynamics and its application in Yongding River
Chunlei Liu, Chengzhong Pan, Yawen Chang, et al.
Ecological Indicators (2021) Vol. 133, pp. 108354-108354
Open Access | Times Cited: 10
Chunlei Liu, Chengzhong Pan, Yawen Chang, et al.
Ecological Indicators (2021) Vol. 133, pp. 108354-108354
Open Access | Times Cited: 10
A Markov regime switching model for asset pricing and ambiguity measurement of stock market
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
Neurocomputing (2021) Vol. 435, pp. 283-294
Closed Access | Times Cited: 9
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
Neurocomputing (2021) Vol. 435, pp. 283-294
Closed Access | Times Cited: 9
Governance Practices and Regulations for Derivative Products in Emerging Markets in the Wake of the COVID-19 Pandemic and the Subprime Global Financial Meltdown
Mazin A. M. Al Janabi
Accounting, finance, sustainability, governance & fraud (2023), pp. 65-83
Closed Access | Times Cited: 3
Mazin A. M. Al Janabi
Accounting, finance, sustainability, governance & fraud (2023), pp. 65-83
Closed Access | Times Cited: 3
Liquidity spillovers in the global stock markets: Lessons for risk management
Jorge A. Muñoz Mendoza, Guillermo Ferreira, Vicente A. Márquez Sanders
Global Finance Journal (2023) Vol. 58, pp. 100896-100896
Closed Access | Times Cited: 3
Jorge A. Muñoz Mendoza, Guillermo Ferreira, Vicente A. Márquez Sanders
Global Finance Journal (2023) Vol. 58, pp. 100896-100896
Closed Access | Times Cited: 3
Systematic Market and Asset Liquidity Risk Processes for Machine Learning: Robust Modeling Algorithms for Multiple-Assets Portfolios
Mazin A. M. Al Janabi
International series in management science/operations research/International series in operations research & management science (2021), pp. 155-188
Closed Access | Times Cited: 6
Mazin A. M. Al Janabi
International series in management science/operations research/International series in operations research & management science (2021), pp. 155-188
Closed Access | Times Cited: 6
Conditional stock liquidity premium: is Warsaw stock exchange different?
Szymon Stereńczak
Studies in Economics and Finance (2021) Vol. 38, Iss. 1, pp. 67-85
Open Access | Times Cited: 5
Szymon Stereńczak
Studies in Economics and Finance (2021) Vol. 38, Iss. 1, pp. 67-85
Open Access | Times Cited: 5
State-Dependent Stock Liquidity Premium: The Case of the Warsaw Stock Exchange
Szymon Stereńczak
International Journal of Financial Studies (2020) Vol. 8, Iss. 1, pp. 13-13
Open Access | Times Cited: 4
Szymon Stereńczak
International Journal of Financial Studies (2020) Vol. 8, Iss. 1, pp. 13-13
Open Access | Times Cited: 4
Time-Varying Arbitrage Risk and Conditional Asymmetries in Liquidity Risk Pricing: A Behavioral Perspective
Beier Pan
(2024)
Closed Access
Beier Pan
(2024)
Closed Access
Navigating Liquidity Waves: Practical Applications of Liquidity Risk Management and Investable Portfolio Optimization in Financial Markets
Mazin A. M. Al Janabi
(2024), pp. 305-358
Closed Access
Mazin A. M. Al Janabi
(2024), pp. 305-358
Closed Access
Unlocking the Microstructure of Liquidity Risk: Understanding Interactions with Other Financial Risks and Best Practices in Oversight and Governance
Mazin A. M. Al Janabi
(2024), pp. 79-167
Closed Access
Mazin A. M. Al Janabi
(2024), pp. 79-167
Closed Access
Insights into Liquidity Dynamics: Optimizing Asset Allocation and Portfolio Risk Management with Machine Learning Algorithms
Mazin A. M. Al Janabi
(2024), pp. 257-303
Closed Access
Mazin A. M. Al Janabi
(2024), pp. 257-303
Closed Access
Beyond Boundaries: Navigating Liquidity Frontiers with Advanced L-VaR Optimization Algorithms and Strategic Integration of Bid-Ask Modeling Spreads
Mazin A. M. Al Janabi
(2024), pp. 539-638
Closed Access
Mazin A. M. Al Janabi
(2024), pp. 539-638
Closed Access
Crises to Opportunities: Derivatives Trading, Liquidity Management, and Risk Mitigation Strategies in Emerging Markets
Mazin A. M. Al Janabi
(2024), pp. 169-256
Closed Access
Mazin A. M. Al Janabi
(2024), pp. 169-256
Closed Access
Leveraging Liquidity Models in Commodity Markets: Customizing Risk-Appetite Trading Limits for Robust Investment Portfolios
Mazin A. M. Al Janabi
(2024), pp. 359-451
Closed Access
Mazin A. M. Al Janabi
(2024), pp. 359-451
Closed Access
The idiosyncratic risk during the Covid-19 pandemic in Indonesia
Winston Pontoh, Novi Swandari Budiarso
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 4, pp. 57-66
Open Access | Times Cited: 3
Winston Pontoh, Novi Swandari Budiarso
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 4, pp. 57-66
Open Access | Times Cited: 3
Optimization of Regulatory Economic-Capital Structured Portfolios: Modeling Algorithms, Financial Data Analytics, and Reinforcement Machine Learning in Emerging Markets
Mazin A. M. Al Janabi
Contributions to finance and accounting (2022), pp. 329-343
Closed Access | Times Cited: 2
Mazin A. M. Al Janabi
Contributions to finance and accounting (2022), pp. 329-343
Closed Access | Times Cited: 2
Markov Regime Switching Analysis for the Pandemic and the Dynamics of German Market
Tan Kangrong, Shozo Tokinaga
2021 International Conference on Computational Science and Computational Intelligence (CSCI) (2021), pp. 598-603
Closed Access | Times Cited: 1
Tan Kangrong, Shozo Tokinaga
2021 International Conference on Computational Science and Computational Intelligence (CSCI) (2021), pp. 598-603
Closed Access | Times Cited: 1
Capital asset pricing model as an analysis of the efficient grouping of stock
An Suci Azzahra, Tengku Eka Susilawaty, Alyuna Andini
Enrichment Journal of Management (2023) Vol. 13, Iss. 1, pp. 385-395
Open Access
An Suci Azzahra, Tengku Eka Susilawaty, Alyuna Andini
Enrichment Journal of Management (2023) Vol. 13, Iss. 1, pp. 385-395
Open Access
