
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:
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
Terrence Hendershott, Dmitry Livdan, Norman Schürhoff
Journal of Financial Economics (2015) Vol. 117, Iss. 2, pp. 249-287
Closed Access | Times Cited: 262
Showing 1-25 of 262 citing articles:
Natural language processing (NLP) in management research: A literature review
Yue Kang, Zhao Cai, Chee‐Wee Tan, et al.
Journal of Management Analytics (2020) Vol. 7, Iss. 2, pp. 139-172
Closed Access | Times Cited: 361
Yue Kang, Zhao Cai, Chee‐Wee Tan, et al.
Journal of Management Analytics (2020) Vol. 7, Iss. 2, pp. 139-172
Closed Access | Times Cited: 361
Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade
David C. Broadstock, Louis T. W. Cheng
Finance research letters (2019) Vol. 29, pp. 17-22
Closed Access | Times Cited: 266
David C. Broadstock, Louis T. W. Cheng
Finance research letters (2019) Vol. 29, pp. 17-22
Closed Access | Times Cited: 266
Does media coverage deter firms from withholding bad news? Evidence from stock price crash risk
Zhe An, Chen Chen, Vic Naiker, et al.
Journal of Corporate Finance (2020) Vol. 64, pp. 101664-101664
Closed Access | Times Cited: 209
Zhe An, Chen Chen, Vic Naiker, et al.
Journal of Corporate Finance (2020) Vol. 64, pp. 101664-101664
Closed Access | Times Cited: 209
News vs. Sentiment: Predicting Stock Returns from News Stories
Steven L. Heston, Nitish Ranjan Sinha
Financial Analysts Journal (2017) Vol. 73, Iss. 3, pp. 67-83
Closed Access | Times Cited: 186
Steven L. Heston, Nitish Ranjan Sinha
Financial Analysts Journal (2017) Vol. 73, Iss. 3, pp. 67-83
Closed Access | Times Cited: 186
How news and its context drive risk and returns around the world
Charles W. Calomiris, Harry Mamaysky
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 299-336
Closed Access | Times Cited: 182
Charles W. Calomiris, Harry Mamaysky
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 299-336
Closed Access | Times Cited: 182
Informing the Market: The Effect of Modern Information Technologies on Information Production
Meng Gao, Jiekun Huang
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1367-1411
Closed Access | Times Cited: 181
Meng Gao, Jiekun Huang
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1367-1411
Closed Access | Times Cited: 181
Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19
Simon Gloßner, Pedro Matos, Stefano Ramelli, et al.
Management Science (2025)
Closed Access | Times Cited: 2
Simon Gloßner, Pedro Matos, Stefano Ramelli, et al.
Management Science (2025)
Closed Access | Times Cited: 2
When Transparency Improves, Must Prices Reflect Fundamentals Better?
Snehal Banerjee, Jesse Davis, Naveen Gondhi
Review of Financial Studies (2018) Vol. 31, Iss. 6, pp. 2377-2414
Closed Access | Times Cited: 109
Snehal Banerjee, Jesse Davis, Naveen Gondhi
Review of Financial Studies (2018) Vol. 31, Iss. 6, pp. 2377-2414
Closed Access | Times Cited: 109
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
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
What is the Optimal Trading Frequency in Financial Markets?
Songzi Du, Haoxiang Zhu
The Review of Economic Studies (2017)
Open Access | Times Cited: 101
Songzi Du, Haoxiang Zhu
The Review of Economic Studies (2017)
Open Access | Times Cited: 101
Chasing Private Information
Marcin Kacperczyk, Emiliano Pagnotta
Review of Financial Studies (2019) Vol. 32, Iss. 12, pp. 4997-5047
Open Access | Times Cited: 96
Marcin Kacperczyk, Emiliano Pagnotta
Review of Financial Studies (2019) Vol. 32, Iss. 12, pp. 4997-5047
Open Access | Times Cited: 96
The convergence and divergence of investors' opinions around earnings news: Evidence from a social network
Robert Charles Giannini, Paul J. Irvine, Tao Shu
Journal of Financial Markets (2018) Vol. 42, pp. 94-120
Closed Access | Times Cited: 91
Robert Charles Giannini, Paul J. Irvine, Tao Shu
Journal of Financial Markets (2018) Vol. 42, pp. 94-120
Closed Access | Times Cited: 91
Textual analysis and machine leaning: Crack unstructured data in finance and accounting
Guo Li, Feng Shi, Jun Tu
The Journal of Finance and Data Science (2016) Vol. 2, Iss. 3, pp. 153-170
Open Access | Times Cited: 89
Guo Li, Feng Shi, Jun Tu
The Journal of Finance and Data Science (2016) Vol. 2, Iss. 3, pp. 153-170
Open Access | Times Cited: 89
Does social media elevate supply chain importance? An empirical examination of supply chain glitches, Twitter reactions, and stock market returns
Christoph G. Schmidt, David Wuttke, George Ball, et al.
Journal of Operations Management (2020) Vol. 66, Iss. 6, pp. 646-669
Closed Access | Times Cited: 73
Christoph G. Schmidt, David Wuttke, George Ball, et al.
Journal of Operations Management (2020) Vol. 66, Iss. 6, pp. 646-669
Closed Access | Times Cited: 73
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
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
A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions
Jules van Binsbergen, Jungsuk Han, Hongxun Ruan, et al.
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 1831-1882
Closed Access | Times Cited: 13
Jules van Binsbergen, Jungsuk Han, Hongxun Ruan, et al.
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 1831-1882
Closed Access | Times Cited: 13
The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis
Niall O’Donnell, Darren Shannon, Barry Sheehan
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 9
Niall O’Donnell, Darren Shannon, Barry Sheehan
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 9
Retail and Institutional Investor Trading Behaviors: Evidence from China
Lin Tan, Xiaoyan Zhang, Xinran Zhang
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 459-483
Closed Access | Times Cited: 8
Lin Tan, Xiaoyan Zhang, Xinran Zhang
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 459-483
Closed Access | Times Cited: 8
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization
Marc K. Chan, Simon Kwok
Journal of Banking & Finance (2017) Vol. 84, pp. 166-187
Closed Access | Times Cited: 74
Marc K. Chan, Simon Kwok
Journal of Banking & Finance (2017) Vol. 84, pp. 166-187
Closed Access | Times Cited: 74
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
Alan Guoming Huang, Hongping Tan, Russ Wermers
Review of Financial Studies (2019) Vol. 33, Iss. 10, pp. 4627-4675
Closed Access | Times Cited: 73
Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19
Simon Gloßner, Pedro Matos, Stefano Ramelli, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 69
Simon Gloßner, Pedro Matos, Stefano Ramelli, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 69
Is information risk priced? Evidence from abnormal idiosyncratic volatility
Yung Chiang Yang, Bohui Zhang, Chu Zhang
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 528-554
Closed Access | Times Cited: 66
Yung Chiang Yang, Bohui Zhang, Chu Zhang
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 528-554
Closed Access | Times Cited: 66
Market Structure and Transaction Costs of Index CDSs
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2719-2763
Closed Access | Times Cited: 52
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2719-2763
Closed Access | Times Cited: 52
The Rise of Reddit: How Social Media Affects Retail Investors and Short-sellers’ Roles in Price Discovery
Danqi Hu, Charles M. Jones, Valerie Zhang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 42
Danqi Hu, Charles M. Jones, Valerie Zhang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 42
Price revelation from insider trading: Evidence from hacked earnings news
Pat Akey, Vincent Grégoire, Charles Martineau
Journal of Financial Economics (2022) Vol. 143, Iss. 3, pp. 1162-1184
Open Access | Times Cited: 36
Pat Akey, Vincent Grégoire, Charles Martineau
Journal of Financial Economics (2022) Vol. 143, Iss. 3, pp. 1162-1184
Open Access | Times Cited: 36