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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:

Salience theory and stock prices: Empirical evidence
Mathijs Cosemans, Rik Frehen
Journal of Financial Economics (2020) Vol. 140, Iss. 2, pp. 460-483
Open Access | Times Cited: 152

Showing 1-25 of 152 citing articles:

Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach
Muhammad Umar, Yasir Riaz, Imran Yousaf
Resources Policy (2022) Vol. 79, pp. 102966-102966
Closed Access | Times Cited: 250
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
Competition for Attention in the ETF Space
Itzhak Ben‐David, Francesco A. Franzoni, Byung‐Wook Kim, et al.
Review of Financial Studies (2022) Vol. 36, Iss. 3, pp. 987-1042
Open Access | Times Cited: 67
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Huaigang Long, Ender Demir, Barbara Będowska-Sójka, et al.
Finance research letters (2022) Vol. 49, pp. 103131-103131
Open Access | Times Cited: 56
Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jianmin Liu, Xiong Xiong, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102359-102359
Closed Access | Times Cited: 34
Predictable Effects of Visual Salience in Experimental Decisions and Games
Xiaomin Li, Colin F. Camerer
The Quarterly Journal of Economics (2022) Vol. 137, Iss. 3, pp. 1849-1900
Closed Access | Times Cited: 33
Decision Weights for Experimental Asset Prices Based on Visual Salience
Devdeepta Bose, Henning Cordes, Sven Nolte, et al.
Review of Financial Studies (2022) Vol. 35, Iss. 11, pp. 5094-5126
Open Access | Times Cited: 29
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zehua Zhang, Ran Zhao
International Review of Financial Analysis (2023) Vol. 89, pp. 102712-102712
Closed Access | Times Cited: 17
Salience theory and cryptocurrency returns
Charlie X. Cai, Ran Zhao
Journal of Banking & Finance (2023) Vol. 159, pp. 107052-107052
Open Access | Times Cited: 17
Attention Allocation of Investors on Social Media: The Role of Prospect Theory
Felix Reichenbach, Martin Walther
Journal of Behavioral Finance (2024), pp. 1-18
Open Access | Times Cited: 6
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
Do climate risks matter for green investment?
Ben R. Marshall, Hung T. Nguyen, Nhut H. Nguyen, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 75, pp. 101438-101438
Closed Access | Times Cited: 35
Non-standard errors in the cryptocurrency world
Christian Fieberg, Steffen Günther, Thorsten Poddig, et al.
International Review of Financial Analysis (2024) Vol. 92, pp. 103106-103106
Closed Access | Times Cited: 5
The idiosyncratic volatility of volatility effect in the A-Share Market: An Interpretation based on heterogeneous variance beliefs
Zhijun Hu, Xiang Gao, Aifan Ling
Finance research letters (2025), pp. 106851-106851
Closed Access
ERM value for community banks: a natural experiment
GW Smith, Gary A. Danforth
Managerial Finance (2025)
Closed Access
ESG rating changes and stock returns
Rients Galema, Dirk Gerritsen
Journal of International Money and Finance (2025)
Open Access
Uncovering the Distress Anomaly: The Role of Insider Silence and Limited Investor Attention
Chen Yong-ming, Hui Li
International Review of Economics & Finance (2025), pp. 103991-103991
Open Access
Local bias under natural disasters
Haiqiang Chen, Yining Chen, Dongxu Li
International Review of Finance (2025) Vol. 25, Iss. 1
Closed Access
Too Sensitive to Fail: The Impact of Sentiment Connectedness on Stock Price Crash Risk
Jie Cao, Guoqing He, Ying Jiao
Entropy (2025) Vol. 27, Iss. 4, pp. 345-345
Open Access
The ordering of historical returns and the cross-section of subsequent returns
Hannes Mohrschladt
Journal of Banking & Finance (2021) Vol. 125, pp. 106064-106064
Closed Access | Times Cited: 31
Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market
Rongxin Chen, Gabriele M. Lepori, Chung-Ching Tai, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102419-102419
Open Access | Times Cited: 21
Salience theory in price and trading volume: Evidence from China
Kaisi Sun, Hui Wang, Yifeng Zhu
Journal of Empirical Finance (2022) Vol. 70, pp. 38-61
Closed Access | Times Cited: 20
Systematic Information Asymmetry and Equity Costs of Capital
Peng Li, Haoyu Xu
(2025)
Closed Access
Salience perception and dominated choices in contracts
Mark Schneider, Cary Deck, Patrick DeJarnette
Journal of Behavioral and Experimental Economics (2025), pp. 102363-102363
Closed Access
Unraveling asset pricing with AI: A systematic literature review
Yan Chen, Lin Zhang, Zhilong Xie, et al.
Applied Soft Computing (2025), pp. 112978-112978
Closed Access
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