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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:

Significance testing in empirical finance: A critical review and assessment
Jae H. Kim, Philip Inyeob Ji
Journal of Empirical Finance (2015) Vol. 34, pp. 1-14
Closed Access | Times Cited: 75

Showing 26-50 of 75 citing articles:

2020 U.S. presidential election in swing states: Gender differences in Twitter conversations
Amir Karami, Spring B. Clark, Mackenzie Anderson, et al.
International Journal of Information Management Data Insights (2022) Vol. 2, Iss. 2, pp. 100097-100097
Open Access | Times Cited: 11
The 'Gateway Belief' Illusion: Reanalyzing the Results of a Scientific-consensus Messaging Study
Dan M. Kahan
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 16
Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig
Jae H. Kim
The American Statistician (2020) Vol. 74, Iss. 4, pp. 370-379
Open Access | Times Cited: 15
Analysis of Social Media Discussions on (#)Diet by Blue, Red, and Swing States in the U.S.
Amir Karami, Alicia A. Dahl, George Shaw, et al.
Healthcare (2021) Vol. 9, Iss. 5, pp. 518-518
Open Access | Times Cited: 13
Is There a Confidence Interval for That? A Critical Examination of Null Outcome Reporting in Accounting Research
William M. Cready, Jiapeng He, Wen‐Wei Lin, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 15
HOW DO RATING AGENCIES’ DECISIONS IMPACT STOCK MARKETS? A META‐ANALYSIS
Jérôme Hubler, Christine Louargant, Patrice Laroche, et al.
Journal of Economic Surveys (2019) Vol. 33, Iss. 4, pp. 1173-1198
Closed Access | Times Cited: 14
Large sample size bias in empirical finance
Michael Michaelides
Finance research letters (2020) Vol. 41, pp. 101835-101835
Closed Access | Times Cited: 13
Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator
Md Lutfur Rahman, Abul Shamsuddin, Doowon Lee
International Review of Economics & Finance (2019) Vol. 62, pp. 267-286
Closed Access | Times Cited: 13
Ensemble with Divisive Bagging for Feature Selection in Big Data
Yousung Park, Tae Yeon Kwon
Computational Economics (2024)
Closed Access | Times Cited: 1
TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS
Jae H. Kim
Journal of Economic Surveys (2018) Vol. 33, Iss. 3, pp. 862-895
Closed Access | Times Cited: 12
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance
Jae H. Kim, Andrew P. Robinson
Econometrics (2019) Vol. 7, Iss. 2, pp. 21-21
Open Access | Times Cited: 11
Retail investor experience, asset learning, and portfolio risk-adjusted returns
Sturla Lyngnes Fjesme
Finance research letters (2019) Vol. 36, pp. 101315-101315
Open Access | Times Cited: 11
Stock market anomalies: An extreme bounds analysis
Jae H. Kim, Abul Shamsuddin
International Review of Financial Analysis (2023) Vol. 90, pp. 102841-102841
Closed Access | Times Cited: 3
A comparative study of online consumer behavior: a tale of two research methods
Kun‐Huang Huarng, Tiffany Hui‐Kuang Yu
International Journal of Emerging Markets (2019) Vol. 15, Iss. 4, pp. 716-727
Closed Access | Times Cited: 9
Documentation of the File Drawer Problem in Academic Finance Journals
Matthew R. Morey, Sonu Yadav
The Journal of Investing (2018) Vol. 27, Iss. 1, pp. 143-147
Closed Access | Times Cited: 8
Economic Significance in Corporate Finance
Todd Mitton
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness
Jeremy Arkes
Econometrics (2020) Vol. 8, Iss. 3, pp. 36-36
Open Access | Times Cited: 5
Corporate Financial Hedging and Firm Value: A Meta-Analysis
Jerome Geyer‐Klingeberg, Markus Hang, Andreas Rathgeber
SSRN Electronic Journal (2018)
Open Access | Times Cited: 5
Empirical Validity of Asset-Pricing Models: Evaluation at the Optimal Significance Level
Jae H. Kim, Abul Shamsuddin
(2024)
Closed Access
Time‐Series Factor Modeling and Selection
Michael Michaelides
The Journal of Financial Research (2024)
Open Access
Which corporate leaders matter to financial markets?
David J. Ratliff, Collin Philipps
International Review of Financial Analysis (2024), pp. 103780-103780
Closed Access
Reappraising Empirical Validity of Asset-Pricing Models with Consideration of Statistical Power
Jae H. Kim, Abul Shamsuddin
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 2
Risk Premium and Fear of Investors in Crisis’ Periods: An Empirical Approach Based on Fama–French and Carhart Factor Models
Antonios Pentsas, Paraskevi Boufounou, Kanellos Toudas, et al.
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 268-268
Open Access
A Bayesian Re-Interpretation of “significant” empirical financial research
Ralf Kellner, Daniel Rösch
Finance research letters (2019) Vol. 38, pp. 101402-101402
Closed Access | Times Cited: 3
Science V. Significance: Examining the Role and Application of Statistical Significance Testing in Public Administration Research
Stephen Neely
Public Administration Quarterly (2019) Vol. 43, Iss. 2, pp. 185-221
Closed Access | Times Cited: 3

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