On the public citation graph

The Effect of Market Segmentation on Stock Markets - Evidence from Chinese A and B Shares

https://doi.org/10.6545/jfs.v9i2.2011375
0 signed · 3 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3861310openalex-extracted
Global Access to Currency Speculation Through Application of Computer to the Inclusive Financial Market World
inferred← citeshttps://doi.org/10.2139/ssrn.3861316openalex-extracted
Accuracy in Market Price and Real-Time Updates of Chart Through Computer Usage to the Inclusive Financial Market World
inferred← citeshttps://doi.org/10.3390/ijfs6010022openalex-snapshot
Foreign Exchange Speculation: An Event Study
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.