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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:

Asset pricing: A tale of two days
Pavel G. Savor, Mungo Ivor Wilson
Journal of Financial Economics (2014) Vol. 113, Iss. 2, pp. 171-201
Closed Access | Times Cited: 296

Showing 1-25 of 296 citing articles:

Are institutions informed about news?
Terrence Hendershott, Dmitry Livdan, Norman Schürhoff
Journal of Financial Economics (2015) Vol. 117, Iss. 2, pp. 249-287
Closed Access | Times Cited: 262
A tug of war: Overnight versus intraday expected returns
Dong Lou, Christopher Polk, Spyros Skouras
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 192-213
Open Access | Times Cited: 245
Stock Returns over the FOMC Cycle
Anna Cieślak, Adair Morse, Annette Vissing‐Jørgensen
The Journal of Finance (2019) Vol. 74, Iss. 5, pp. 2201-2248
Closed Access | Times Cited: 231
Earnings Announcements and Systematic Risk
Pavel G. Savor, Mungo Ivor Wilson
The Journal of Finance (2015) Vol. 71, Iss. 1, pp. 83-138
Closed Access | Times Cited: 229
Exchange Rates and Monetary Policy Uncertainty
Philippe Mueller, Alireza Tahbaz-Salehi, Andrea Vedolin
The Journal of Finance (2017) Vol. 72, Iss. 3, pp. 1213-1252
Open Access | Times Cited: 197
Can information be locked up? Informed trading ahead of macro-news announcements
Gennaro Bernile, Jianfeng Hu, Yuehua Tang
Journal of Financial Economics (2016) Vol. 121, Iss. 3, pp. 496-520
Open Access | Times Cited: 185
Channels of US monetary policy spillovers to international bond markets
Elías Albagli, Luis Ceballos, Sebastián Claro, et al.
Journal of Financial Economics (2019) Vol. 134, Iss. 2, pp. 447-473
Closed Access | Times Cited: 149
Macroeconomic Attention and Announcement Risk Premia
Adlai J. Fisher, Charles Martineau, Jinfei Sheng
Review of Financial Studies (2022) Vol. 35, Iss. 11, pp. 5057-5093
Closed Access | Times Cited: 81
Economic uncertainty and investor attention
Daniel Andrei, Henry L. Friedman, N. Bugra Ozel
Journal of Financial Economics (2023) Vol. 149, Iss. 2, pp. 179-217
Closed Access | Times Cited: 68
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial Economics (2016) Vol. 120, Iss. 3, pp. 464-490
Closed Access | Times Cited: 147
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 3, pp. 751-781
Closed Access | Times Cited: 140
One Central Bank to Rule Them All*
Francesca Brusa, Pavel G. Savor, Mungo Ivor Wilson
Review of Finance (2019)
Open Access | Times Cited: 114
Asset pricing: A tale of night and day
Terrence Hendershott, Dmitry Livdan, Dominik Rösch
Journal of Financial Economics (2020) Vol. 138, Iss. 3, pp. 635-662
Closed Access | Times Cited: 110
Volume, Volatility, and Public News Announcements
Tim Bollerslev, Jia Li, Yuan Xue
The Review of Economic Studies (2018) Vol. 85, Iss. 4, pp. 2005-2041
Open Access | Times Cited: 100
Margin Requirements and the Security Market Line
Petri Jylhä
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1281-1321
Closed Access | Times Cited: 100
Nominal Rigidities and Asset Pricing
Michael Weber
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 93
Information Consumption and Asset Pricing
Azi Ben-Rephael, Bruce Carlin, Zhi Da, et al.
The Journal of Finance (2020) Vol. 76, Iss. 1, pp. 357-394
Closed Access | Times Cited: 87
Show me the money: The monetary policy risk premium
Ali K. Ozdagli, Mihail Velikov
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 320-339
Open Access | Times Cited: 82
Investor Attention and Asset Pricing Anomalies
Lei Jiang, Jinyu Liu, Lin Peng, et al.
Review of Finance (2021) Vol. 26, Iss. 3, pp. 563-593
Open Access | Times Cited: 81
Asset prices, midterm elections, and political uncertainty
Kam Fong Chan, Terry A. Marsh
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 276-296
Closed Access | Times Cited: 73
Macro news and micro news: Complements or substitutes?
David Hirshleifer, Jinfei Sheng
Journal of Financial Economics (2021) Vol. 145, Iss. 3, pp. 1006-1024
Open Access | Times Cited: 68
Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion
Carolin Pflueger, Gianluca Rinaldi
Journal of Financial Economics (2022) Vol. 146, Iss. 1, pp. 71-89
Open Access | Times Cited: 68
Retail Attention, Institutional Attention
Hongqi Liu, Lin Peng, Yi Tang
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1005-1038
Closed Access | Times Cited: 43
Recovering the FOMC risk premium
Hong Liu, Xiaoxiao Tang, Guofu Zhou
Journal of Financial Economics (2022) Vol. 145, Iss. 1, pp. 45-68
Closed Access | Times Cited: 38
The Lost Capital Asset Pricing Model
Daniel Andrei, Julien Cujean, Mungo Ivor Wilson
The Review of Economic Studies (2023) Vol. 90, Iss. 6, pp. 2703-2762
Open Access | Times Cited: 30
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