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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:

Overnight momentum, informational shocks, and late informed trading in China
Ya Gao, Xing Han, Youwei Li, et al.
International Review of Financial Analysis (2019) Vol. 66, pp. 101394-101394
Open Access | Times Cited: 41

Showing 1-25 of 41 citing articles:

Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
Zhuzhu Wen, Elie Bouri, Yahua Xu, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101733-101733
Closed Access | Times Cited: 24
Intraday time‐series momentum: Evidence from China
Muzhao Jin, Fearghal Kearney, Youwei Li, et al.
Journal of Futures Markets (2019) Vol. 40, Iss. 4, pp. 632-650
Open Access | Times Cited: 33
Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism
Danyan Wen, Yudong Wang, Yaojie Zhang
Economic Modelling (2021) Vol. 96, pp. 209-219
Closed Access | Times Cited: 25
The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets
Gaoping Ma, Elie Bouri, Yahua Xu, et al.
Global Finance Journal (2025), pp. 101084-101084
Closed Access
Asymmetric attention and asymmetric overnight momentum in China’s stock market
Fei Su, Wang Feifan, Lili Zhai, et al.
Asia-Pacific Journal of Accounting & Economics (2025), pp. 1-25
Closed Access
Investor heterogeneity and momentum-based trading strategies in China
Ya Gao, Xing Han, Youwei Li, et al.
International Review of Financial Analysis (2020) Vol. 74, pp. 101654-101654
Open Access | Times Cited: 27
Which is more important in stock market forecasting: Attention or sentiment?
Xiaotao Zhang, Guo‐Ran Li, Yishuo Li, et al.
International Review of Financial Analysis (2023) Vol. 89, pp. 102732-102732
Closed Access | Times Cited: 9
The effects of overnight events on daytime trading sessions
Hyuna Ham, Doojin Ryu, Robert I. Webb
International Review of Financial Analysis (2022) Vol. 83, pp. 102228-102228
Closed Access | Times Cited: 12
Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies
Qi Zhu, Sisi Jin, Yuxuan Huang, et al.
Energy Economics (2022) Vol. 113, pp. 106197-106197
Open Access | Times Cited: 12
Overnight return reversal in the Chinese stock market
Bing Zhang, Ruiqi Zhang, Bing Xue
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 2
Intraday momentum and return predictability: Evidence from the crude oil market
Zhuzhu Wen, Xu Gong, Diandian Ma, et al.
Economic Modelling (2020) Vol. 95, pp. 374-384
Closed Access | Times Cited: 18
Cross-sectional reversal of intraday returns and investor heterogeneity in an emerging market
Xiaojun Chu, Shuang Song
Borsa Istanbul Review (2023) Vol. 23, Iss. 3, pp. 614-627
Open Access | Times Cited: 6
Overnight returns, daytime reversals, and future stock returns: Is China different?
Muhammad A. Cheema, Mardy Chiah, Yimei Man
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101809-101809
Closed Access | Times Cited: 10
Is there an intraday reversal effect in commodity futures and options? Evidence from the Chinese market
Luyuan Zheng, Xingguo Luo
Pacific-Basin Finance Journal (2024), pp. 102534-102534
Closed Access | Times Cited: 1
Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure
Priyantha Mudalige, Petko S. Kalev
Global Finance Journal (2024) Vol. 63, pp. 101054-101054
Closed Access | Times Cited: 1
Intraday time-series momentum and investor trading behavior
Олена Оніщенко, Jing Zhao, Duminda Kuruppuarachchi, et al.
Journal of Behavioral and Experimental Finance (2021) Vol. 31, pp. 100557-100557
Closed Access | Times Cited: 8
Overnight versus intraday returns of anomalies in China
Chaonan Lin, Hui-Wen Chang, Robin K. Chou
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102007-102007
Closed Access | Times Cited: 3
Does short-term momentum exist in China?
Tian Yue, Tianjiao Li, Xinfeng Ruan
Pacific-Basin Finance Journal (2022) Vol. 77, pp. 101920-101920
Closed Access | Times Cited: 5
Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series
Ao Kong, Robert Azencott, Hongliang Zhu, et al.
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1401-1429
Closed Access | Times Cited: 2
Factor beta, overnight and intraday expected returns in China
Zhengke Ye, Danling Jiang, Yunfeng Luo
Global Finance Journal (2023) Vol. 56, pp. 100827-100827
Closed Access | Times Cited: 2
Research on Information-Driven Trades in China
Juan Tao, Dongqi Sun, Yingying Wu
Journal of Global Information Management (2022) Vol. 30, Iss. 1, pp. 1-21
Open Access | Times Cited: 3
Global momentum: The optimal trading approach
Alain Wouassom, Yaz Gülnur Muradoǧlu, Nicholas Tsitsianis
Journal of Behavioral and Experimental Finance (2022) Vol. 36, pp. 100756-100756
Closed Access | Times Cited: 3
The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting
Xiaojun Chu, Xinmin Wan, Jianying Qiu
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100826-100826
Open Access | Times Cited: 1
Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks
Cheng Wang, Elie Bouri, Yahua Xu, et al.
Energy Economics (2023) Vol. 127, pp. 107121-107121
Closed Access | Times Cited: 1
Is There an Intraday Momentum Effect in Commodity Futures and Options: Evidence from the Chinese Market
Luyuan Zheng, Xingguo Luo
(2024)
Closed Access
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