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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:

Noise traders incarnate: Describing a realistic noise trading process
Joël Peress, Daniel Schmidt
Journal of Financial Markets (2021) Vol. 54, pp. 100618-100618
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Inclusion in Thematic Indices: Implications for Corporate Investment and Executive Compensation
Klaus Haider
European Accounting Review (2025), pp. 1-32
Open Access
How does social media shape stock liquidity? The role of investor online communication networks
Jie Cao, Zhiyong Zou, Xin Yang, et al.
International Review of Financial Analysis (2025), pp. 104236-104236
Closed Access
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency
Hao Jiang, Yong Ma, Tianyang Wang
Journal of Financial Markets (2025), pp. 100969-100969
Closed Access
A systematic literature review and bibliometric analysis of noise trading
Sanjay Gupta, Nidhi Walia, Simarjeet Singh, et al.
Qualitative Research in Financial Markets (2022) Vol. 15, Iss. 1, pp. 190-215
Closed Access | Times Cited: 14
When Crowds Aren't Wise: Biased Social Networks and its Price Impact
Edna Lopez Avila, Charles Martineau, Jordi Mondria
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Noise traders in an agent-based artificial stock market
Xiaoting Dai, Jie Zhang, Victor Chang
Annals of Operations Research (2023)
Open Access | Times Cited: 6
Institutional ownership and momentum in the Chinese A-share market
Tao Xiong, Peng Wang
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102020-102020
Closed Access | Times Cited: 4
Stochastic resonance in the recovery of signal from agent price expectations
Steven D. Silver, Marko Rašeta, Alina Bazarova
Chaos Solitons & Fractals (2023) Vol. 174, pp. 113718-113718
Open Access | Times Cited: 4
Institutional investor’ proportions and inactive trading
Jiarui Wang, Shancun Liu, Haijun Yang
International Review of Financial Analysis (2022) Vol. 82, pp. 102207-102207
Closed Access | Times Cited: 5
High Frequency Trading and Fragility
Giovanni Cespa, Xavier Vives
SSRN Electronic Journal (2016)
Open Access | Times Cited: 6
Disagreement, Liquidity, and Price Drifts in the Corporate Bond Market
Yoshio Nozawa, Yancheng Qiu, Yan Xiong
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Market Efficiency When Machines Access Information
Leonidas G. Barbopoulos, Rui Dai, Tālis J. Putniņš, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Do Retail Investors Exploit Predictive Information from Institutional Trading?
Xuchu Sun, Tangrong Li, Jianchang Zhu
(2024)
Closed Access
Too Many Irons in the Fire: The Impact of Limited Institutional Attention On Market Microstructure and Efficiency
Hao Jiang, Yong Ma, Tianyang Wang
(2024)
Closed Access
Religious practices, fasting, and individuals’ trading behavior: a natural experiment
Abdullah M. Al-Awadhi, Ahmad Bash, Barrak Ghanim Algharabali, et al.
Journal of Islamic accounting and business research (2024)
Closed Access
Inclusion in Thematic Indices: Implications for Corporate Investment and Executive Compensation
Klaus Haider
(2024)
Closed Access
Individual Traders, Informed Trading, and Stock Market Liquidity
Saad Alnahedh, Abdullah M. Al-Awadhi
المجلة العربية للعلوم الإدارية. (2024) Vol. 31, Iss. 2, pp. 389-425
Closed Access
ETF Arbitrage and International Correlation
Ilias Filippou, Arie E. Gozluklu, Hari Rozental
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Do Retail Investors Exploit Predictive Information from Institutional Trading?
Tangrong Li, Haohua Li, Jianchang Zhu, et al.
(2024)
Closed Access
Listening to the noise: On price efficiency with dynamic trading
Lutz G. Arnold, David Russ
International Review of Economics & Finance (2024) Vol. 93, pp. 103-120
Open Access
How retail investors affect the stock market?
Xiaozhou Zhou, Feng Zhan, Chang Chan
Pacific-Basin Finance Journal (2024), pp. 102620-102620
Closed Access
Public disclosure and private information acquisition: A global game approach
Zhifeng Cai, Feng Dong
Journal of Economic Theory (2023) Vol. 210, pp. 105670-105670
Closed Access | Times Cited: 1
Market Transparency and Fragility
Giovanni Cespa, Xavier Vives
SSRN Electronic Journal (2019)
Open Access | Times Cited: 2
Price Expectations for Financial Markets: Randomness and Signal Detection
Steven D. Silver, Marko Rašeta, Alina Bazarova
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
From financial wealth shocks to ill‐health: Allostatic load and overload
Declan French
Health Economics (2023) Vol. 32, Iss. 4, pp. 939-952
Open Access
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