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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:

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

Showing 1-25 of 27 citing articles:

A new momentum measurement in the Chinese stock market
Yan Li, Chao Liang, Toan Luu Duc Huynh
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101759-101759
Open Access | Times Cited: 19
Factor momentum in the Chinese stock market
Tian Ma, Cunfei Liao, Fuwei Jiang
Journal of Empirical Finance (2023) Vol. 75, pp. 101458-101458
Closed Access | Times Cited: 12
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China
Ya Gao, Xing Han, Youwei Li, et al.
Financial Review (2025)
Closed Access
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
Is there more to asset price linkages in China than meets the eye: Cross-asset momentum and the role of hybrid funds
Xiaowei Wang, Rui Wang, Yichun Zhang
International Review of Financial Analysis (2024) Vol. 95, pp. 103342-103342
Closed Access | Times Cited: 3
Intraday and interday features in the high-frequency data: Pre- and post-Crisis evidence in China’s stock market
Zhang Qun, Peihui Zhang, Feng Zhou
Expert Systems with Applications (2022) Vol. 209, pp. 118321-118321
Closed Access | Times Cited: 9
Factor models for Chinese A-shares
Matthias X. Hanauer, Maarten Jansen, Laurens Swinkels, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102975-102975
Open Access | Times Cited: 5
Can factor momentum beat momentum factor? Evidence from China
Ruolan Ouyang, Kun Zhang, Xuan Zhang, et al.
Finance research letters (2024) Vol. 62, pp. 105021-105021
Closed Access | Times Cited: 1
Blockholder exit threats and excess executive perks
Kejing Chen, Jiang Lin, Yanling Kang, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 80-97
Closed Access | Times Cited: 1
The evolvement of momentum effects in China: Evidence from functional data analysis
Bo Li, Zhenya Liu, Hanen Teka, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101833-101833
Open Access | Times Cited: 3
Momentum effect and contrarian effect in China's A-share market, under registration-based system
Wenli Huang, Fengbo Zhou, Chenkang Yu, et al.
Pacific-Basin Finance Journal (2023) Vol. 81, pp. 102126-102126
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
The role of expertise in herding behaviors: evidence from a crowdfunding market
Dongyu Chen, Chengchen Huang, Liu De, et al.
Electronic Commerce Research (2022) Vol. 24, Iss. 1, pp. 155-203
Closed Access | Times Cited: 4
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 downside of blockholder exit threats: Increasing excess cash holdings
Kejing Chen, Xiaolin Li, Yanling Kang, et al.
Journal of International Financial Management and Accounting (2024) Vol. 35, Iss. 2, pp. 584-609
Closed Access
Can quantitative investment improve market efficiency?—Evidence from China
Ruiqing Hu, Wang Xiang, Weinan Zheng, et al.
European Financial Management (2024)
Closed Access
Investor clientele and intraday patterns in the cross section of stock returns
Jian Chen, Ahmad Haboub, Ali Shakil Khan, et al.
Review of Quantitative Finance and Accounting (2024)
Open Access
The Nexus of Overnight Trend and Asset Prices in China
Jiaqi Guo, Xing Han, Kai Li, et al.
Journal of Economic Dynamics and Control (2024), pp. 104997-104997
Open Access
From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading
Vasileios Kallinterakis, Rabaa Karaa
International Review of Financial Analysis (2022) Vol. 85, pp. 102443-102443
Closed Access | Times Cited: 2
Is information really efficient for the market? Evidence of confirmatory bias in China
Qingchong Chen, Xiong Xiong, Ya Gao
Accounting and Finance (2021) Vol. 61, Iss. 5, pp. 5965-5997
Closed Access | Times Cited: 2
Bond intraday momentum
Wei Zhang, Pengfei Wang, Yi Li
Journal of Behavioral and Experimental Finance (2021) Vol. 31, pp. 100515-100515
Closed Access | Times Cited: 1
Factor Momentum in the Chinese Stock Market
Tian Ma, Cunfei Liao, Fuwei Jiang
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Return prediction: A tree-based conditional sort approach with firm characteristics
Nianling Wang, Mingzhi Zhang, Yuan Zhang
Finance research letters (2023) Vol. 60, pp. 104826-104826
Closed Access
Ffea_Growth Enterprise Market Reform, Investor Density and Magnet Effect
Yunlong Wang, Wang Hong-Ping, Xiaoguang Yang
SSRN Electronic Journal (2022)
Closed Access
Industry Momentum Strategies in A-shares Market
Guiquan Lin
Advances in economics, business and management research/Advances in Economics, Business and Management Research (2022), pp. 1123-1130
Open Access
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