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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:

Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs, Sebastian Müller
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 213-230
Closed Access | Times Cited: 194

Showing 1-25 of 194 citing articles:

Disclosure processing costs, investors’ information choice, and equity market outcomes: A review
Elizabeth Blankespoor, Ed deHaan, Iván Marinovic
Journal of Accounting and Economics (2020) Vol. 70, Iss. 2-3, pp. 101344-101344
Closed Access | Times Cited: 752
ESG Rating Disagreement and Stock Returns
Rajna Gibson Brandon, Philipp Krueger, Peter Schmidt
Financial Analysts Journal (2021) Vol. 77, Iss. 4, pp. 104-127
Closed Access | Times Cited: 424
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 195
Chasing the ESG factor
Abraham Lioui, Andrea Tarelli
Journal of Banking & Finance (2022) Vol. 139, pp. 106498-106498
Closed Access | Times Cited: 69
ESG Rating Disagreement and Stock Returns
Rajna Gibson, Philipp Krueger, Peter Schmidt
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 91
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan T. Kelly, Lasse Heje Pedersen
SSRN Electronic Journal (2021)
Open Access | Times Cited: 83
Salience theory and the cross-section of stock returns: International and further evidence
Nusret Cakici, Adam Zaremba
Journal of Financial Economics (2021) Vol. 146, Iss. 2, pp. 689-725
Open Access | Times Cited: 67
Zeroing In on the Expected Returns of Anomalies
Andrew Y. Chen, Mihail Velikov
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 968-1004
Open Access | Times Cited: 63
Finding Anomalies in China
Kewei Hou, Fang Qiao, Xiaoyan Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 30
Do Anomalies Really Predict Market Returns? New Data and New Evidence
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Review of Finance (2023) Vol. 28, Iss. 1, pp. 1-44
Open Access | Times Cited: 24
Machine learning goes global: Cross-sectional return predictability in international stock markets
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Journal of Economic Dynamics and Control (2023) Vol. 155, pp. 104725-104725
Open Access | Times Cited: 22
Analyst recommendations and mispricing across the globe
Vitor Azevedo, Sebastian Müller
Journal of Banking & Finance (2024) Vol. 169, pp. 107296-107296
Open Access | Times Cited: 10
Is There A Replication Crisis In Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
(2021)
Open Access | Times Cited: 54
The Limits of p‐Hacking: Some Thought Experiments
Andrew Y. Chen
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2447-2480
Closed Access | Times Cited: 45
Chinese stock anomalies and investor sentiment
Chunmao Han, Yongdong Shi
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101739-101739
Closed Access | Times Cited: 36
Do Cross-Sectional Predictors Contain Systematic Information?
Joseph Engelberg, R. David McLean, Jeffrey Pontiff, et al.
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1172-1201
Open Access | Times Cited: 29
Machine learning and the cross-section of cryptocurrency returns
Nusret Cakici, Syed Jawad Hussain Shahzad, Barbara Będowska-Sójka, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103244-103244
Closed Access | Times Cited: 6
Efficient estimation of bid–ask spreads from open, high, low, and close prices
David Ardia, Emanuele Guidotti, Tim Alexander Kroencke
Journal of Financial Economics (2024) Vol. 161, pp. 103916-103916
Open Access | Times Cited: 6
Does it pay to follow anomalies research? Machine learning approach with international evidence
Ondřej Tobek, Martin Hronec
Journal of Financial Markets (2020) Vol. 56, pp. 100588-100588
Closed Access | Times Cited: 49
A Comparison of Global Factor Models
Matthias X. Hanauer
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 45
Liquidity and the cross-section of international stock returns
Nusret Cakici, Adam Zaremba
Journal of Banking & Finance (2021) Vol. 127, pp. 106123-106123
Closed Access | Times Cited: 39
Anomalies in the China A-share market
Maarten Jansen, Laurens Swinkels, Weili Zhou
Pacific-Basin Finance Journal (2021) Vol. 68, pp. 101607-101607
Open Access | Times Cited: 38
Anomalies and Their Short-Sale Costs
Dmitriy Muravyev, Neil D. Pearson, Joshua Matthew Pollet
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 26
ESG investing in good and bad times: An international study
Huaigang Long, Mardy Chiah, Nusret Cakici, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101916-101916
Closed Access | Times Cited: 14
Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks
Hendrik Bessembinder, Te‐Feng Chen, Goeun Choi, et al.
Financial Analysts Journal (2023) Vol. 79, Iss. 3, pp. 33-63
Closed Access | Times Cited: 13
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