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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:

Liquidity, style investing and excess comovement of exchange-traded fund returns
Markus S. Broman
Journal of Financial Markets (2016) Vol. 30, pp. 27-53
Closed Access | Times Cited: 64

Showing 1-25 of 64 citing articles:

Exchange-Traded Funds
Itzhak Ben‐David, Francesco A. Franzoni, Rabih Moussawi
Annual Review of Financial Economics (2017) Vol. 9, Iss. 1, pp. 169-189
Closed Access | Times Cited: 133
Inefficiencies in the Pricing of Exchange-Traded Funds
Antti Petäjistö
Financial Analysts Journal (2017) Vol. 73, Iss. 1, pp. 24-54
Closed Access | Times Cited: 120
Ratings-Driven Demand and Systematic Price Fluctuations
Itzhak Ben‐David, Jiacui Li, Andrea Rossi, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 6, pp. 2790-2838
Closed Access | Times Cited: 57
Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda
Girish Balkrishna Joshi, Ranjan Kumar Dash
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 8
Intraday arbitrage between ETFs and their underlying portfolios
Travis Box, Ryan L. Davis, Richard B. Evans, et al.
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 1078-1095
Closed Access | Times Cited: 54
Relative Liquidity, Fund Flows and Short‐Term Demand: Evidence from Exchange‐Traded Funds
Markus S. Broman, Pauline Shum
Financial Review (2018) Vol. 53, Iss. 1, pp. 87-115
Open Access | Times Cited: 49
The rise of passive investing: a systematic literature review applying PRISMA framework
Priya Malhotra
Journal of Capital Markets Studies (2024) Vol. 8, Iss. 1, pp. 95-125
Open Access | Times Cited: 5
Hedging climate risk: The role of green energy exchange-traded funds
Libo Yin, jingzhen zhang, Wensheng Wang, et al.
Research in International Business and Finance (2025), pp. 102899-102899
Closed Access
ETF arbitrage and international diversification
Ilias Filippou, Arie E. Gozluklu, Hari Rozental
Journal of Banking & Finance (2024) Vol. 168, pp. 107274-107274
Closed Access | Times Cited: 3
ETF Competition and Market Quality
Travis Box, Ryan L. Davis, Kathleen P. Fuller
Financial Management (2018) Vol. 48, Iss. 3, pp. 873-916
Closed Access | Times Cited: 22
Passive Institutional Ownership, R2 Trends, and Price Informativeness
R. Jared DeLisle, Dan W. French, Maria Schutte
Financial Review (2017) Vol. 52, Iss. 4, pp. 627-659
Closed Access | Times Cited: 19
Ratings-Driven Demand and Systematic Price Fluctuations
Itzhak Ben‐David, Jiacui Li, Andrea Rossi, et al.
(2020)
Open Access | Times Cited: 16
Causality of price movements in VIX exchange-traded products and VIX futures contracts
Michael O’Neill, Gulasekaran Rajaguru
Journal of Accounting Literature (2023) Vol. 46, Iss. 2, pp. 153-169
Open Access | Times Cited: 5
Price discovery between Bitcoin spot markets and exchange traded products
Roland Gemayel, Tatiana Franus, James Bowden
Economics Letters (2023) Vol. 228, pp. 111152-111152
Open Access | Times Cited: 5
Exchange Traded Funds (ETFs)
Itzhak Ben‐David, Francesco A. Franzoni, Rabih Moussawi
(2016)
Open Access | Times Cited: 13
Naïve Style-Level Feedback Trading in Passive Funds
Markus S. Broman
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 3, pp. 1083-1114
Closed Access | Times Cited: 12
Country herding in the global market
Tao Chen
Journal of Behavioral Finance (2019) Vol. 21, Iss. 2, pp. 174-185
Closed Access | Times Cited: 12
Investor overconfidence in the South African exchange traded fund market
Damien Kunjal, Faeezah Peerbhai
Cogent Economics & Finance (2021) Vol. 9, Iss. 1
Open Access | Times Cited: 11
Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading
Archana Jain, Chinmay Jain, Christine X. Jiang
Financial Analysts Journal (2021) Vol. 77, Iss. 2, pp. 66-82
Closed Access | Times Cited: 11
Overnight returns of industry exchange‐traded funds, investor sentiment, and futures market returns
Yun‐Huan Lee, Tzu‐Hsiang Liao, Hsiu‐Chuan Lee
Journal of Futures Markets (2022) Vol. 42, Iss. 6, pp. 1114-1134
Closed Access | Times Cited: 7
Does an Islamic label cause stock price comovements and commonality in liquidity?
Asem Alhomaidi, M. Kabir Hassan, Duygu Zirek, et al.
Applied Economics (2018) Vol. 50, Iss. 59, pp. 6444-6457
Closed Access | Times Cited: 11
The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes
Liao Xu, Xiangkang Yin, Jing Zhao
Pacific-Basin Finance Journal (2019) Vol. 58, pp. 101217-101217
Closed Access | Times Cited: 10
ETFS – performance, tracking errors and their determinants in Europe and the USA
George Tsalikis, Simeon Papadopoulos
Risk Governance and Control Financial Markets & Institutions (2019) Vol. 9, Iss. 4, pp. 67-76
Open Access | Times Cited: 10
Multinationals and stock return comovement
Hung Xuan, Nhut H. Nguyen, Quan M.P. Nguyen
Global Finance Journal (2022) Vol. 52, pp. 100714-100714
Open Access | Times Cited: 6
Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment
Liyun Zhou, Jialiang Huang
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101267-101267
Closed Access | Times Cited: 8
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