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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:

Manager sentiment and stock returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, et al.
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 126-149
Closed Access | Times Cited: 547

Showing 26-50 of 547 citing articles:

Predicting stock market volatility based on textual sentiment: A nonlinear analysis
Weiguo Zhang, Xue Gong, Chao Wang, et al.
Journal of Forecasting (2021) Vol. 40, Iss. 8, pp. 1479-1500
Closed Access | Times Cited: 61
Forecasting crude oil futures market returns: A principal component analysis combination approach
Yaojie Zhang, Yudong Wang
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 659-673
Closed Access | Times Cited: 53
Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility
Yaojie Zhang, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2022) Vol. 39, Iss. 3, pp. 1318-1332
Closed Access | Times Cited: 50
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Feng Ma, Yangli Guo, Julien Chevallier, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102339-102339
Closed Access | Times Cited: 47
Investor sentiment: a retail trader activity approach
Dave Berger
Review of Accounting and Finance (2022) Vol. 21, Iss. 2, pp. 61-82
Closed Access | Times Cited: 46
Cross-sectional uncertainty and expected stock returns
Deshui Yu, Difang Huang
Journal of Empirical Finance (2023) Vol. 72, pp. 321-340
Closed Access | Times Cited: 29
Incorporating Multiple Knowledge Sources for Targeted Aspect-based Financial Sentiment Analysis
Kelvin Du, Frank Xing, Erik Cambria
ACM Transactions on Management Information Systems (2023) Vol. 14, Iss. 3, pp. 1-24
Open Access | Times Cited: 26
Corporate responses to stock price fragility
Richard Friberg, Itay Goldstein, Kristine Watson Hankins
Journal of Financial Economics (2024) Vol. 153, pp. 103795-103795
Closed Access | Times Cited: 14
Biodiversity and stock returns
Feng Ma, Hanlin Wu, Qing Zeng
International Review of Financial Analysis (2024) Vol. 95, pp. 103386-103386
Closed Access | Times Cited: 14
Intraday momentum and stock return predictability: Evidence from China
Yaojie Zhang, Feng Ma, Bo Zhu
Economic Modelling (2018) Vol. 76, pp. 319-329
Closed Access | Times Cited: 79
Stock returns and investor sentiment: textual analysis and social media
Zachary McGurk, Adam Nowak, Joshua C. Hall
Journal of Economics and Finance (2019) Vol. 44, Iss. 3, pp. 458-485
Closed Access | Times Cited: 74
Forecasting oil futures price volatility: New evidence from realized range-based volatility
Feng Ma, Yaojie Zhang, Dengshi Huang, et al.
Energy Economics (2018) Vol. 75, pp. 400-409
Closed Access | Times Cited: 66
New technical indicators and stock returns predictability
Zhifeng Dai, Huan Zhu, Jie Kang
International Review of Economics & Finance (2020) Vol. 71, pp. 127-142
Closed Access | Times Cited: 65
Incorporating textual and management factors into financial distress prediction: A comparative study of machine learning methods
Xiaobo Tang, Shixuan Li, Mingliang Tan, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 5, pp. 769-787
Closed Access | Times Cited: 64
Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms
Dong Xiao Wu, Xiao Yao, Jian Guo
Economic Modelling (2020) Vol. 94, pp. 513-525
Closed Access | Times Cited: 60
Economic constraints and stock return predictability: A new approach
Yaojie Zhang, Yu Wei, Feng Ma, et al.
International Review of Financial Analysis (2019) Vol. 63, pp. 1-9
Closed Access | Times Cited: 56
Economic policy uncertainty and stock market returns: New evidence
Yongan Xu, Jianqiong Wang, Zhonglu Chen, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101525-101525
Closed Access | Times Cited: 53
Stock return predictability from a mixed model perspective
Zhifeng Dai, Huan Zhu
Pacific-Basin Finance Journal (2020) Vol. 60, pp. 101267-101267
Closed Access | Times Cited: 50
Predicting stock returns: A risk measurement perspective
Zhifeng Dai, Jie Kang, Fenghua Wen
International Review of Financial Analysis (2021) Vol. 74, pp. 101676-101676
Closed Access | Times Cited: 42
Does air pollution affect earnings management? Evidence from China
Dequan Jiang, Weiping Li, Yongjian Shen, et al.
Pacific-Basin Finance Journal (2022) Vol. 72, pp. 101737-101737
Closed Access | Times Cited: 36
Oil price volatility predictability based on global economic conditions
Yangli Guo, Feng Ma, Haibo Li, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102195-102195
Closed Access | Times Cited: 34
Deep Transfer Learning & Beyond: Transformer Language Models in Information Systems Research
Ross Gruetzemacher, David Paradice
ACM Computing Surveys (2022) Vol. 54, Iss. 10s, pp. 1-35
Open Access | Times Cited: 28
Financial stress and returns predictability: Fresh evidence from China
Yongan Xu, Chao Liang, Jianqiong Wang
Pacific-Basin Finance Journal (2023) Vol. 78, pp. 101980-101980
Closed Access | Times Cited: 21
Text-Based Measure of Supply Chain Risk Exposure
Di Wu
Management Science (2023) Vol. 70, Iss. 7, pp. 4781-4801
Closed Access | Times Cited: 20
ChatGPT, Stock Market Predictability and Links to the Macroeconomy
Jian Chen, Guohao Tang, Guofu Zhou, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 18

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