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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:

Prospect Theory and Stock Returns: An Empirical Test
Nicholas Barberis, Abhiroop Mukherjee, Baolian Wang
Review of Financial Studies (2016) Vol. 29, Iss. 11, pp. 3068-3107
Closed Access | Times Cited: 277

Showing 26-50 of 277 citing articles:

Disclaimer dynamics in mutual fund: prospect theory and investment experience perspective
Leena Dam, Medha Kulkarni
Vilakshan – XIMB Journal of Management (2025)
Closed Access
The idiosyncratic volatility of volatility effect in the A-Share Market: An Interpretation based on heterogeneous variance beliefs
Zhijun Hu, Xiang Gao, Aifan Ling
Finance research letters (2025), pp. 106851-106851
Closed Access
Can Cryptocurrencies Improve Portfolio Diversification? Evidence from the Prospect Risk Perspective
Zhan Wang, Xiang Gao, GU Jiahao
Research in International Business and Finance (2025), pp. 102828-102828
Closed Access
Aspiration level, probability of success, and stock returns: an empirical test
Gábor Neszveda
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Development of a cumulative prospect theory-based departure time choice model for dynamic traffic microsimulation
MD Jahedul Alam, Muhammad Ahsanul Habib, Md Asif Hasan Anik
SIMULATION (2025)
Closed Access
Intraday lottery demands in cryptocurrency market
Manisha Yadav
Studies in Economics and Finance (2025)
Closed Access
Hybrid CNN-BiGRU-AM Model with Anomaly Detection for Nonlinear Stock Price Prediction
Jiacheng Luo, Yun Cao, Kai Xie, et al.
Electronics (2025) Vol. 14, Iss. 7, pp. 1275-1275
Open Access
Attention, Social Interaction, and Investor Attraction to Lottery Stocks
Turan G. Bali, David Hirshleifer, Lin Peng, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 32
Winners, Losers, and Regulators in a Derivatives Market Bubble
Xindan Li, Avanidhar Subrahmanyam, Xuewei Yang
Review of Financial Studies (2020) Vol. 34, Iss. 1, pp. 313-350
Closed Access | Times Cited: 28
Prospect theory and stock returns: Evidence from foreign share markets
Junbo Wang, Chunchi Wu, Xiaoling Zhong
Pacific-Basin Finance Journal (2021) Vol. 69, pp. 101644-101644
Closed Access | Times Cited: 24
Stock return asymmetry in China
Dongxu Chen, Ke Wu, Yifeng Zhu
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101757-101757
Closed Access | Times Cited: 18
Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market
Zhijun Hu, Ping‐Wen Sun
Journal of Behavioral and Experimental Finance (2024) Vol. 42, pp. 100934-100934
Closed Access | Times Cited: 3
Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory
Doron Avramov, Scott Cederburg, Katarína Lučivjanská
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 556-594
Open Access | Times Cited: 32
How price path characteristics shape investment behavior
Sven Nolte, Judith C. Schneider
Journal of Economic Behavior & Organization (2018) Vol. 154, pp. 33-59
Closed Access | Times Cited: 31
Prospect theory and IPO returns in China
Zhiqiang Wang, Bingbai Su, Jerry Coakley, et al.
Journal of Corporate Finance (2017) Vol. 48, pp. 726-751
Open Access | Times Cited: 30
Investor behavior under the Covid-19 pandemic: the case of Indonesia
Novi Swandari Budiarso, Abdul Wahab Hasyim, Rusman Soleman, et al.
Investment Management and Financial Innovations (2020) Vol. 17, Iss. 3, pp. 308-318
Open Access | Times Cited: 27
Portfolio optimization with behavioural preferences and investor memory
Richard Harris, Murat Mazibaş
European Journal of Operational Research (2021) Vol. 296, Iss. 1, pp. 368-387
Open Access | Times Cited: 21
Diagnostics for asset pricing models
Ai He, Guofu Zhou
Financial Management (2023) Vol. 52, Iss. 4, pp. 617-642
Closed Access | Times Cited: 8
Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective
Doron Avramov, Guy Kaplanski, Avanidhar Subrahmanyam
Management Science (2021) Vol. 68, Iss. 10, pp. 7658-7681
Closed Access | Times Cited: 18
BERT’s sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model
Francesco Colasanto, Luca Grilli, Domenico Santoro, et al.
Neural Computing and Applications (2022) Vol. 34, Iss. 20, pp. 17507-17521
Open Access | Times Cited: 14
Recency bias and the cross-section of international stock returns
Nusret Cakici, Adam Zaremba
Journal of International Financial Markets Institutions and Money (2023) Vol. 84, pp. 101738-101738
Closed Access | Times Cited: 7
Financial recommendations on Reddit, stock returns and cumulative prospect theory
Felix Reichenbach, Martin Walther
Digital Finance (2023) Vol. 5, Iss. 2, pp. 421-448
Open Access | Times Cited: 7
Lottery preference, short-sale constraint, and the salience effect: Evidence from China
Chang Liu, Peng Sun, Dongming Zhu
Economic Modelling (2023) Vol. 125, pp. 106341-106341
Closed Access | Times Cited: 7
When Financial Platforms Become Gamified, Consumers’ Risk Preferences Change
Christoph Hüller, Martin Reimann, Caleb Warren
Journal of the Association for Consumer Research (2023) Vol. 8, Iss. 4, pp. 429-440
Closed Access | Times Cited: 7
Betting Against Beta or Demand for Lottery
Turan G. Bali, Stephen J. Brown, Scott Murray, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 24

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