Citation of paper, Time series momentum

Authors Citing This Paper

AuthorCiting PapersAuthor's PapersAuthor's CitationsAuthor's IF
Youwei Li9614851.7
Xue-Zhong He8882,9882.2
Adam Zaremba7891,0105.1
Lasse Heje Pedersen67712,21618.3
Simarjeet Singh410191
Muhammad A Cheema4161372.6
40
Mark C Hutchinson4181530.9
Andrew Urquhart4622,46510.6
Li Liu3421,0505.3
Dimitrios D Thomakos3736721
John Hua Fan3192503.7
Robert J Bianchi3221311.1
Adrian Fernandez-Perez3363142.5
Yudong Wang3963,5086.3
Ibrahim Jamali3181631.6
John O'Brien3140.5
Scott H Irwin21293,1672.1
Eliza Wu2541,2242
Fotis Papailias2191071
Christian Hilpert25170.4
20
Gareth W Peters21009451.4
Philip A Stork2295161.9
Fuwei Jiang2237655.2
Marat Molyboga28290.8
Mehmet Umutlu2192372.3
Xing Han2121152.4
Lee A Smales2548073.5
Valeriy Zakamulin2353661.2
Noureddine Kouaissah2141163.5
Denis S Grebenkov21182,7603.5
Kyung Yoon Kwon214390.8
Dong Lou2188297.5
Stephen E Satchell219530.5
Nuttawat Visaltanachoti2425331.7
Yaojie Zhang2549866.3
Martin Martens251242.7
Michael E Drew210
Guillaume Coqueret219840.8
Xiao Qiao2250.7
Jun Tu2582121
Adrian Zoicas-Ienciu23141
I-Chun Tsai2688521.9
Robert Kosowski2171,0965.7
Jiadong Liu24281.9
Ana-Maria Fuertes2581,2682.4
Haim Kedar-Levy2181120.4
10
Olaf Penninga1100

Journals Citing This Paper

JournalCiting PapersJournal's IFJournal's Star
SSRN Electronic Journal3321
Journal of Banking and Finance282.6★★
Journal of Financial Economics246.6★★
Journal of Futures Markets152.1★★
Journal of Portfolio Management141.6★★
International Review of Financial Analysis136.7★★
Quantitative Finance131.6★★
Review of Financial Studies127★★
Finance Research Letters118.1★★
Financial Analysts Journal111.5★★
Journal of Asset Management101.1★★
Journal of Finance106.4★★
Applied Economics101.6★★
Physica A: Statistical Mechanics and Its Applications93.3★★
Journal of Alternative Investments83
Journal of International Financial Markets, Institutions and Money83.6★★
Journal of Economic Dynamics and Control81.3★★
Journal of Commodity Markets72.4
Journal of Empirical Finance72.7★★
Research in International Business and Finance74.8★★
North American Journal of Economics and Finance72.5★★
Review of Finance63.5★★
Pacific-Basin Finance Journal62.4★★
International Review of Finance51★★
European Financial Management51.7★★
Journal of Investing50.5
International Review of Economics and Finance52.8★★
Applied Economics Letters41★★
Review of Behavioral Finance41★★
Financial Markets and Portfolio Management41.3★★
Journal of Risk and Financial Management42.4
Journal of Fixed Income40.9★★
Journal of Forecasting42.1★★
Emerging Markets Finance and Trade43.5★★
International Journal of Economics and Finance41.5
Journal of International Money and Finance42.2★★
Financial Review41.3★★
Economic Modelling43.4★★
Management Science43.9★★
Energy Economics38.3★★
Journal of Behavioral and Experimental Finance36.1
Journal of Financial Econometrics31.2★★
Journal of Behavioral Finance31.9★★
Journal of Financial Markets32.1★★
Review of Financial Economics31.2★★
International Journal of Finance and Economics31.5★★
European Journal of Finance31.5★★
International Journal of Forecasting35.3★★
Future of Business and Finance20.2
SpringerBriefs in Finance20.1