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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:

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

Showing 15 citing articles:

Identifying Market Maker Trades as 'Retail' from TAQ: No Shortage of False Negatives and False Positives
Robert H. Battalio, Robert H. Jennings, Mehmet Sağlam, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 26
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
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
Retail Trading Intensity and the Overnight-Intraday Return Gap
Yongkil Ahn, Alfred Qi Fan, Don Noh, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
The Pricing of Continuous and Discontinuous Factor Risks
Tobias Hemauer
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
News and Trading After Hours
Bei Cui, Arie E. Gozluklu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Return Extrapolation and Day/Night Effects
Christopher S. Jones, Sungjune Pyun, Tong Wang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Informed Trading and Return Predictability in China: Research Based on Ensemble Neural Network
Peiran Li, Lu Yang
Emerging Markets Finance and Trade (2024), pp. 1-25
Closed Access
Is 24/7 Trading Better?
Patrick Blonien, Alexander Ober
(2024)
Closed Access
Examining the Influence of Crude Oil Price Volatility on the Stock Performance of Key Petroleum Corporations in the Indian Stock Exchange: A Quantitative Analysis
Sandesh Ramakant Bhat, Krishan K. Garg, M. P. Sarvanan, et al.
Studies in systems, decision and control (2024), pp. 13-21
Closed Access
Flow-Based Arbitrage Pricing Theory
Yu An
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
An Equilibrium Factor Model of Price Impacts
Yu An, Zeyu Zheng
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
The High Resolution Term Structure of Stock Return Predictability
Spyros Skouras
SSRN Electronic Journal (2023)
Closed Access
Which Information Is Underrated? The Day and Night Tale of Momentum Spillover Effects
Huaixin Wang
SSRN Electronic Journal (2022)
Closed Access
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