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:
Trading behavior in S&P 500 index futures
Lee A. Smales
Review of Financial Economics (2015) Vol. 28, Iss. 1, pp. 46-55
Open Access | Times Cited: 9
Lee A. Smales
Review of Financial Economics (2015) Vol. 28, Iss. 1, pp. 46-55
Open Access | Times Cited: 9
Showing 9 citing articles:
The importance of fear: investor sentiment and stock market returns
Lee A. Smales
Applied Economics (2017) Vol. 49, Iss. 34, pp. 3395-3421
Closed Access | Times Cited: 164
Lee A. Smales
Applied Economics (2017) Vol. 49, Iss. 34, pp. 3395-3421
Closed Access | Times Cited: 164
Speculators and time series momentum in commodity futures markets
Björn Uhl
Review of Financial Economics (2025)
Closed Access
Björn Uhl
Review of Financial Economics (2025)
Closed Access
Does sentiment determine investor trading behaviour?
Karam Kim, Doojin Ryu
Applied Economics Letters (2020) Vol. 28, Iss. 10, pp. 811-816
Closed Access | Times Cited: 27
Karam Kim, Doojin Ryu
Applied Economics Letters (2020) Vol. 28, Iss. 10, pp. 811-816
Closed Access | Times Cited: 27
Feedback trading: a review of theory and empirical evidence
Fotini Economou, Konstantinos Gavriilidis, Bartosz Gębka, et al.
Review of Behavioral Finance (2022) Vol. 15, Iss. 4, pp. 429-476
Open Access | Times Cited: 10
Fotini Economou, Konstantinos Gavriilidis, Bartosz Gębka, et al.
Review of Behavioral Finance (2022) Vol. 15, Iss. 4, pp. 429-476
Open Access | Times Cited: 10
The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test
Xunfa Lu, LIU KAI, Kin Keung Lai, et al.
Entropy (2021) Vol. 23, Iss. 9, pp. 1172-1172
Open Access | Times Cited: 4
Xunfa Lu, LIU KAI, Kin Keung Lai, et al.
Entropy (2021) Vol. 23, Iss. 9, pp. 1172-1172
Open Access | Times Cited: 4
Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents
Qingbin Gong, Zhe Yang
Journal of Economic Interaction and Coordination (2019) Vol. 15, Iss. 4, pp. 763-791
Closed Access | Times Cited: 2
Qingbin Gong, Zhe Yang
Journal of Economic Interaction and Coordination (2019) Vol. 15, Iss. 4, pp. 763-791
Closed Access | Times Cited: 2
Small is beautiful? How the introduction of mini futures contracts affects the regular contracts
Stefan Greppmair, Erik Theissen
Journal of Empirical Finance (2021) Vol. 67, pp. 19-38
Closed Access | Times Cited: 1
Stefan Greppmair, Erik Theissen
Journal of Empirical Finance (2021) Vol. 67, pp. 19-38
Closed Access | Times Cited: 1
Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic
Adnan Abo Al Haija, Rahma Lahyani
Review of Quantitative Finance and Accounting (2023) Vol. 61, Iss. 3, pp. 1129-1149
Closed Access
Adnan Abo Al Haija, Rahma Lahyani
Review of Quantitative Finance and Accounting (2023) Vol. 61, Iss. 3, pp. 1129-1149
Closed Access
Determinants and Dynamic Interactions of Trader Positions in the Gold Futures Market
Yu‐Lun Chen, Wan-Shin Mo
SSRN Electronic Journal (2022)
Closed Access
Yu‐Lun Chen, Wan-Shin Mo
SSRN Electronic Journal (2022)
Closed Access
