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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 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

Showing 1-25 of 110 citing articles:

The cross-section of intraday and overnight returns
Vincent Bogousslavsky
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 172-194
Closed Access | Times Cited: 94
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
Hedging demand and market intraday momentum
Guido Baltussen, Zhi Da, Sten Lammers, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 377-403
Open Access | Times Cited: 59
Overnight returns, daytime reversals, and future stock returns
Ferhat Akbas, Ekkehart Boehmer, Chao Jiang, et al.
Journal of Financial Economics (2021) Vol. 145, Iss. 3, pp. 850-875
Closed Access | Times Cited: 59
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
Intraday Market Return Predictability Culled from the Factor Zoo
Saketh Aleti, Tim Bollerslev, Mathias Siggaard
Management Science (2025)
Closed Access | Times Cited: 1
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence
Jennie Bai, Turan G. Bali, Quan Wen
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1017-1037
Open Access | Times Cited: 35
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
Heterogeneous liquidity providers and night-minus-day return predictability
Zhongjin Lu, Steven Malliaris, Zhongling Qin
Journal of Financial Economics (2023) Vol. 148, Iss. 3, pp. 175-200
Closed Access | Times Cited: 15
Information shocks and short-term market overreaction: The role of investor attention
Yongqiang Meng, Xiao Li, Xiong Xiong
International Review of Financial Analysis (2024) Vol. 93, pp. 103219-103219
Closed Access | Times Cited: 5
Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China
Ya Gao, Xing Han, Youwei Li, et al.
Financial Review (2025)
Closed Access
Give me a break: What does the equity premium compensate for?
Patrizia Perras, Niklas Wagner
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102103-102103
Open Access
Economic policy uncertainty and the cost of equity capital
Yizhi Wang, Jingze Zhang, Qiaoqiao Zhu
The Journal of Financial Research (2025)
Closed Access
The Night and Day of Amihud’s (2002) Liquidity Measure
Yashar H. Barardehi, Dan Bernhardt, Thomas Ruchti, et al.
The Review of Asset Pricing Studies (2020) Vol. 11, Iss. 2, pp. 269-308
Open Access | Times Cited: 37
Overnight vs. Intraday Returns: Investor Disagreement, Information Uncertainty, and Future Stock Returns
Richard Harris, Nan Li, Nicholas Taylor
(2025)
Closed Access
Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns
Xiaojun Zhao, Na Zhang, Yali Zhang, et al.
Journal of Empirical Finance (2024) Vol. 77, pp. 101487-101487
Closed Access | Times Cited: 3
Equity Return Predictability with the ICAPM
Michael Hasler, Charles Martineau
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 3, pp. 481-512
Closed Access | Times Cited: 3
Asset pricing on earnings announcement days
Kam Fong Chan, Terry A. Marsh
Journal of Financial Economics (2021) Vol. 144, Iss. 3, pp. 1022-1042
Closed Access | Times Cited: 22
Market Return Around the Clock: A Puzzle
Oleg Bondarenko, Dmitriy Muravyev
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 939-967
Closed Access | Times Cited: 14
Asset pricing and FOMC press conferences
Simon Tranberg Bodilsen, Jonas N. Eriksen, Niels S. Grønborg
Journal of Banking & Finance (2021) Vol. 128, pp. 106163-106163
Open Access | Times Cited: 19
Asset Pricing in the Resource-Constrained Brain
Hammad Siddiqi
SSRN Electronic Journal (2024)
Open Access | Times Cited: 2
Liquidity and the Strategic Value of Information
Ohad Kadan, Asaf Manela
Review of Finance (2024)
Closed Access | Times Cited: 2
Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
Michael Hasler, Charles Martineau
Management Science (2022) Vol. 69, Iss. 3, pp. 1835-1855
Closed Access | Times Cited: 11
Overnight returns, daytime reversals, and future stock returns: Is China different?
Muhammad A. Cheema, Mardy Chiah, Yimei Man
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101809-101809
Closed Access | Times Cited: 10
What Drives Momentum and Reversal? Evidence from Day and Night Signals
Yashar H. Barardehi, Vincent Bogousslavsky, Dmitriy Muravyev
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 9
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