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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:

The MAX effect: An exploration of risk and mispricing explanations
Angel Zhong, Philip Gray
Journal of Banking & Finance (2016) Vol. 65, pp. 76-90
Closed Access | Times Cited: 77

Showing 1-25 of 77 citing articles:

A Lottery-Demand-Based Explanation of the Beta Anomaly
Turan G. Bali, Stephen J. Brown, Scott Murray, et al.
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2369-2397
Closed Access | Times Cited: 312
Maxing Out Globally: Individualism, Investor Attention, and the Cross Section of Expected Stock Returns
Yong-Ho Cheon, Kuan‐Hui Lee
Management Science (2017) Vol. 64, Iss. 12, pp. 5807-5831
Closed Access | Times Cited: 96
Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market
Xiaojuan Zhao, Ye Wang, Weiyi Liu
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101957-101957
Closed Access | Times Cited: 10
MAX momentum in cryptocurrency markets
Yi Li, Andrew Urquhart, Pengfei Wang, et al.
International Review of Financial Analysis (2021) Vol. 77, pp. 101829-101829
Open Access | Times Cited: 42
Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation
Muhammad Usman Khurram, Fahad Ali, Numan Ülkü
International Review of Economics & Finance (2025), pp. 103883-103883
Open Access
Investor sentiment and the economic policy uncertainty premium
Gilbert V. Nartea, Hengyu Bai, Ji Wu
Pacific-Basin Finance Journal (2020) Vol. 64, pp. 101438-101438
Open Access | Times Cited: 35
Salience theory in price and trading volume: Evidence from China
Kaisi Sun, Hui Wang, Yifeng Zhu
Journal of Empirical Finance (2022) Vol. 70, pp. 38-61
Closed Access | Times Cited: 20
Intraday lottery demands in cryptocurrency market
Manisha Yadav
Studies in Economics and Finance (2025)
Closed 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
Tuesday Blues and the day-of-the-week effect in stock returns
Mardy Chiah, Angel Zhong
Journal of Banking & Finance (2021) Vol. 133, pp. 106243-106243
Closed Access | Times Cited: 25
Lottery-like preferences and the MAX effect in the cryptocurrency market
Melisa Ozdamar, Levent Akdeniz, Ahmet Şensoy
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 25
Investor sentiment and stock market anomalies in Australia
Xinyue Zhang, Emawtee Bissoondoyal‐Bheenick, Angel Zhong
International Review of Economics & Finance (2023) Vol. 86, pp. 284-303
Open Access | Times Cited: 10
Lottery demand, weather and the cross-section of stock returns
Reza Bradrania, Ya Gao
Journal of Behavioral and Experimental Finance (2024) Vol. 42, pp. 100910-100910
Open Access | Times Cited: 2
Idiosyncratic volatility in the Australian equity market
Angel Zhong
Pacific-Basin Finance Journal (2017) Vol. 50, pp. 105-125
Closed Access | Times Cited: 24
When are extreme daily returns not lottery? At earnings announcements!
Hung T. Nguyen, Cameron Truong
Journal of Financial Markets (2018) Vol. 41, pp. 92-116
Closed Access | Times Cited: 21
Limits to arbitrage and the MAX anomaly in advanced emerging markets
Mostafa Seif, Paul Docherty, Abul Shamsuddin
Emerging Markets Review (2018) Vol. 36, pp. 95-109
Closed Access | Times Cited: 19
Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market
Van Hai Hoang, Jong Won Park, Ping Chen Tsai, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101266-101266
Closed Access | Times Cited: 16
Does MAX matter for mutual funds?
Bradley A. Goldie, Tyler R. Henry, Haimanot Kassa
European Financial Management (2018) Vol. 25, Iss. 4, pp. 777-806
Closed Access | Times Cited: 17
An alternative behavioral explanation for the MAX effect
Maren Baars, Hannes Mohrschladt
Journal of Economic Behavior & Organization (2021) Vol. 191, pp. 868-886
Closed Access | Times Cited: 13
Hot potatoes: Underpricing of stocks following extreme negative returns
Mustafa Onur Çağlayan, Edward R. Lawrence, Robinson Reyes‐Peña
Journal of Banking & Finance (2023) Vol. 149, pp. 106757-106757
Closed Access | Times Cited: 5
Hazard stocks and expected returns
R. Jared DeLisle, Michael F. Ferguson, Haimanot Kassa, et al.
Journal of Banking & Finance (2021) Vol. 125, pp. 106094-106094
Closed Access | Times Cited: 12
Lottery factor and stock returns: Evidence from India
Sanjay Sehgal, Vibhuti Vasishth, Florent Deisting
Borsa Istanbul Review (2024) Vol. 24, Iss. 3, pp. 449-459
Open Access | Times Cited: 1
Network centrality, information diffusion and asset pricing
Miao Yu, Xiaolu Hu, Angel Zhong
International Review of Financial Analysis (2024) Vol. 93, pp. 103223-103223
Open Access | Times Cited: 1
International evidence on global economic uncertainty and cross‐sectional stock returns
Xiaoyue Chen, Bin Li, Andrew C. Worthington, et al.
International Review of Finance (2024) Vol. 24, Iss. 3, pp. 493-534
Closed Access | Times Cited: 1
Firm-level productivity and stock return: New evidence from China
Ning Tang, Mengyao Gao, Yixun Zhou, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103557-103557
Closed Access | Times Cited: 1
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