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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:

Global Political Risk and Currency Momentum
Ilias Filippou, Arie E. Gozluklu, Mark P. Taylor
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 5, pp. 2227-2259
Closed Access | Times Cited: 66

Showing 1-25 of 66 citing articles:

Geopolitical risk and currency returns
Xi Liu, Xueyong Zhang
Journal of Banking & Finance (2024) Vol. 161, pp. 107097-107097
Closed Access | Times Cited: 9
The Effects of Geopolitical Uncertainty in Forecasting Financial Markets: A Machine Learning Approach
Vasilios Plakandaras, Periklis Gogas, Théophilos Papadimitriou
Algorithms (2018) Vol. 12, Iss. 1, pp. 1-1
Open Access | Times Cited: 62
ETF arbitrage and international diversification
Ilias Filippou, Arie E. Gozluklu, Hari Rozental
Journal of Banking & Finance (2024) Vol. 168, pp. 107274-107274
Closed Access | Times Cited: 5
Momentum investing: a systematic literature review and bibliometric analysis
Simarjeet Singh, Nidhi Walia
Management Review Quarterly (2020) Vol. 72, Iss. 1, pp. 87-113
Closed Access | Times Cited: 33
Conditional currency momentum portfolios
Yasuhiro Iwanaga, Ryuta Sakemoto
International Review of Financial Analysis (2025) Vol. 99, pp. 103964-103964
Closed Access
Understanding the Performance of Currency Basis‐Momentum
Minyou Fan, Xing Han, Ang Li, et al.
European Financial Management (2025)
Open Access
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 484-503
Open Access | Times Cited: 26
Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty
Zhenhua Liu, Tingting Zhu, Zhaoping Duan, et al.
Applied Economics (2022) Vol. 55, Iss. 9, pp. 963-989
Closed Access | Times Cited: 16
The real effects of exchange rate risk on corporate investment: International evidence
Mark P. Taylor, Zigan Wang, Qi Xu
Journal of International Money and Finance (2021) Vol. 117, pp. 102432-102432
Closed Access | Times Cited: 22
Dissecting currency momentum
Shaojun Zhang
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 154-173
Closed Access | Times Cited: 22
Sovereign default network and currency risk premia
Lu Yang, Lei Yang, Xue Cui
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 8
Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia
Ilias Filippou, Mark P. Taylor
Journal of Economic Behavior & Organization (2021) Vol. 191, pp. 66-77
Closed Access | Times Cited: 20
Hedging with an Edge: Parametric Currency Overlay
Pedro Barroso, Jurij‐Andrei Reichenecker, Marco J. Menichetti
Management Science (2021) Vol. 68, Iss. 1, pp. 669-689
Closed Access | Times Cited: 19
Media Sentiment and Currency Reversals
Ilias Filippou, Mark P. Taylor, Zigan Wang
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 3, pp. 1401-1429
Closed Access | Times Cited: 7
Does policy uncertainty of the blockchain dampen ICO markets?
Shuyu Zhang, Dunli Zhang, Jianming Zheng, et al.
Accounting and Finance (2020) Vol. 61, Iss. S1, pp. 1625-1637
Closed Access | Times Cited: 19
Cross-momentum strategies in the equity futures and currency markets
Yasuhiro Iwanaga, Ryuta Sakemoto
Journal of International Money and Finance (2024) Vol. 148, pp. 103170-103170
Closed Access | Times Cited: 2
Forward-Looking Policy Rules and Currency Premia
Ilias Filippou, Mark P. Taylor
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 1, pp. 449-483
Closed Access | Times Cited: 10
Political risks, excess and carry trade returns in global markets
Kwabena Kesse, Lloyd P. Blenman
International Review of Financial Analysis (2023) Vol. 91, pp. 102906-102906
Closed Access | Times Cited: 6
Dynamic allocations for currency investment strategies
Kei Nakagawa, Ryuta Sakemoto
European Journal of Finance (2022) Vol. 29, Iss. 10, pp. 1207-1228
Closed Access | Times Cited: 8
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies
Yuecheng Jia, Yangru Wu, Shu Yan, et al.
Journal of Empirical Finance (2023) Vol. 74, pp. 101428-101428
Closed Access | Times Cited: 4
Cross-sectional return dispersion and currency momentum
Jonas N. Eriksen
Journal of Empirical Finance (2019) Vol. 53, pp. 91-108
Closed Access | Times Cited: 11
Do terrorist attacks matter for currency excess returns?
Yiye Liu, Li‐Yan Han, You Wu, et al.
Finance research letters (2022) Vol. 49, pp. 103087-103087
Closed Access | Times Cited: 6
Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine
Olga Dodd, Adrian Fernández-Pérez, Simón Sosvilla‐Rivero
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
Central Bank Reserves and Currency Volatility
Alex Luiz Ferreira, Arie E. Gozluklu, Joao Mainente
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
Overcoming Arbitrage Limits: Option Trading and Momentum Returns
Abhay Abhyankar, Ilias Filippou, Pedro Angel Garcia-Ares
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 1, pp. 97-120
Closed Access | Times Cited: 2
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