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:

Institutional trading and Abel Noser data
Gang Hu, Koren M. Jo, Yi Alex Wang, et al.
Journal of Corporate Finance (2018) Vol. 52, pp. 143-167
Open Access | Times Cited: 104

Showing 1-25 of 104 citing articles:

The Granular Nature of Large Institutional Investors
Itzhak Ben‐David, Francesco A. Franzoni, Rabih Moussawi, et al.
Management Science (2021) Vol. 67, Iss. 11, pp. 6629-6659
Closed Access | Times Cited: 132

When Shareholders Disagree: Trading after Shareholder Meetings
Sophia Zhengzi Li, Ernst Maug, Miriam Schwartz-Ziv
Review of Financial Studies (2021) Vol. 35, Iss. 4, pp. 1813-1867
Closed Access | Times Cited: 58

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors
Klakow Akepanidtaworn, Rick Di Mascio, Alex Imas, et al.
The Journal of Finance (2023) Vol. 78, Iss. 6, pp. 3055-3098
Closed Access | Times Cited: 30

The Use and Usefulness of Big Data in Finance: Evidence from Financial Analysts
Feng Chi, Byoung-Hyoun Hwang, Yaping Zheng
Management Science (2024)
Closed Access | Times Cited: 14

Institutional Trading around Corporate News: Evidence from Textual Analysis
Alan Guoming Huang, Hongping Tan, Russ Wermers
Review of Financial Studies (2019) Vol. 33, Iss. 10, pp. 4627-4675
Closed Access | Times Cited: 73

Institutional Investors and Corporate Governance
Amil Dasgupta, Vyacheslav Fos, Zacharias Sautner
Foundations and Trends® in Finance (2021) Vol. 12, Iss. 4, pp. 276-394
Open Access | Times Cited: 55

Non‐Deal Roadshows, Informed Trading, and Analyst Conflicts of Interest
Daniel Bradley, Russell Jame, Jared Williams
The Journal of Finance (2021) Vol. 77, Iss. 1, pp. 265-315
Closed Access | Times Cited: 50

Institutional Order Handling and Broker-Affiliated Trading Venues
Amber Anand, Mehrdad Samadi, Jonathan S. Sokobin, et al.
Review of Financial Studies (2021) Vol. 34, Iss. 7, pp. 3364-3402
Closed Access | Times Cited: 43

Portfolio pumping in mutual fund families
Pingle Wang
Journal of Financial Economics (2024) Vol. 156, pp. 103839-103839
Closed Access | Times Cited: 7

The value of intermediation in the stock market
Marco Di Maggio, Mark Egan, Francesco A. Franzoni
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 208-233
Closed Access | Times Cited: 37

What Drives the Size and Value Factors?
Jiacui Li
The Review of Asset Pricing Studies (2022) Vol. 12, Iss. 4, pp. 845-885
Open Access | Times Cited: 27

The Granular Nature of Large Institutional Investors
Itzhak Ben‐David, Francesco A. Franzoni, Rabih Moussawi, et al.
(2016)
Open Access | Times Cited: 42

Trading out of sight: An analysis of cross-trading in mutual fund families
Alexander Eisele, Tamara Nefedova, Gianpaolo Parise, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 359-378
Open Access | Times Cited: 37

What Constrains Liquidity Provision? Evidence from Institutional Trades*
Efe Çötelioğlu, Francesco A. Franzoni, Alberto Plazzi
Review of Finance (2020) Vol. 25, Iss. 2, pp. 485-517
Open Access | Times Cited: 35

Who Pays Attention to SEC Form 8-K?
Azi Ben-Rephael, Zhi Da, Peter D. Easton, et al.
The Accounting Review (2021) Vol. 97, Iss. 5, pp. 59-88
Closed Access | Times Cited: 32

Slow-moving capital and execution costs: Evidence from a major trading glitch
Vincent Bogousslavsky, Pierre Collin‐Dufresne, Mehmet Sağlam
Journal of Financial Economics (2020) Vol. 139, Iss. 3, pp. 922-949
Closed Access | Times Cited: 32

The rise and fall of portfolio pumping among U.S. mutual funds
Truong X. Duong, Felix Meschke
Journal of Corporate Finance (2019) Vol. 60, pp. 101530-101530
Closed Access | Times Cited: 31

Institutional Investors and Corporate Governance
Amil Dasgupta, Vyacheslav Fos, Zacharias Sautner
SSRN Electronic Journal (2020)
Open Access | Times Cited: 29

Are Analyst Short‐Term Trade Ideas Valuable?
Justin Birru, Sinan Gokkaya, Xi Liu, et al.
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1829-1875
Closed Access | Times Cited: 17

Conflicts of interest in subscriber-paid credit ratings
Samuel B. Bonsall, Jacquelyn Gillette, Gabriel Pündrich, et al.
Journal of Accounting and Economics (2023) Vol. 77, Iss. 1, pp. 101614-101614
Closed Access | Times Cited: 9

Measuring institutional trading costs and the implications for finance research: The case of tick size reductions
Gregory W. Eaton, Paul J. Irvine, Tingting Liu
Journal of Financial Economics (2020) Vol. 139, Iss. 3, pp. 832-851
Closed Access | Times Cited: 27

The Anatomy of Trading Algorithms
Tyler Beason, Sunil Wahal
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 26

Active Funds and Bundled News
Charles M.C. Lee, Christina Zhu
The Accounting Review (2021) Vol. 97, Iss. 1, pp. 315-339
Open Access | Times Cited: 21

A literature review of securities holdings statistics research and a practitioner’s guide
Martijn Adriaan Boermans
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 14

TAXI! Do Mutual Funds Pursue and Exploit Information on Local Companies?
David C. Cicero, Andy Puckett, Albert Y. Wang, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-36
Closed Access | Times Cited: 8

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