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:
Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures
Renata Karkowska, Andrzej Palczewski
Research in International Business and Finance (2023) Vol. 64, pp. 101872-101872
Open Access | Times Cited: 6
Renata Karkowska, Andrzej Palczewski
Research in International Business and Finance (2023) Vol. 64, pp. 101872-101872
Open Access | Times Cited: 6
Showing 6 citing articles:
The Intraday High-Frequency Trading with Different Data Ranges: A Comparative Study with Artificial Neural Network and Vector Autoregressive Models
Ayben Koy, Andaç Batur Çolak
Archives of Advanced Engineering Science (2023) Vol. 2, Iss. 3, pp. 123-133
Open Access | Times Cited: 17
Ayben Koy, Andaç Batur Çolak
Archives of Advanced Engineering Science (2023) Vol. 2, Iss. 3, pp. 123-133
Open Access | Times Cited: 17
Evaluation of REITs resilience of infrastructure projects from the perspective of investor heterogeneity based on Geodetector Models——Empirical data from China
Jinying Zheng, Z.X. Yan, Jicai Liu, et al.
Frontiers of Engineering Management (2025)
Closed Access
Jinying Zheng, Z.X. Yan, Jicai Liu, et al.
Frontiers of Engineering Management (2025)
Closed Access
Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market
Bo Yan, Mengru Liang, Yinxin Zhao
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 744-766
Closed Access
Bo Yan, Mengru Liang, Yinxin Zhao
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 744-766
Closed Access
Exploration of salience theory to deep learning: Evidence from Chinese new energy market high-frequency trading
Qing Zhu, Jinhong Du, Yuze Li
Data Science and Management (2024)
Open Access
Qing Zhu, Jinhong Du, Yuze Li
Data Science and Management (2024)
Open Access
Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market
Xiangyu Chen, Jittima Tongurai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101962-101962
Closed Access
Xiangyu Chen, Jittima Tongurai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101962-101962
Closed Access
Strengthening Foreign Reserve Exchange Through The Relationship Of Liquidity and Trade Variables: Evidence From Southeast Asian Selected Countries
Hanafi Arie Sunaryo
International Journal of Social Service and Research (2023) Vol. 3, Iss. 11, pp. 2817-2825
Open Access
Hanafi Arie Sunaryo
International Journal of Social Service and Research (2023) Vol. 3, Iss. 11, pp. 2817-2825
Open Access
