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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:

A Lottery-Demand-Based Explanation of the Beta Anomaly
Turan G. Bali, Stephen J. Brown, Scott Murray, et al.
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 6, pp. 2369-2397
Closed Access | Times Cited: 312

Showing 1-25 of 312 citing articles:

Is economic uncertainty priced in the cross-section of stock returns?
Turan G. Bali, Stephen J. Brown, Yi Tang
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 471-489
Closed Access | Times Cited: 352
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
Yiğit Atılgan, Turan G. Bali, K. Özgür Demirtaş, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 725-753
Closed Access | Times Cited: 200
Lottery-Related Anomalies: The Role of Reference-Dependent Preferences
Li An, Huijun Wang, Jian Wang, et al.
Management Science (2019) Vol. 66, Iss. 1, pp. 473-501
Closed Access | Times Cited: 148
Does It Pay to Be Responsible? The Performance of ESG Investing in China
Xiaoke Zhang, Xuankai Zhao, Yu He
Emerging Markets Finance and Trade (2022) Vol. 58, Iss. 11, pp. 3048-3075
Closed Access | Times Cited: 87
Duration‐Driven Returns
Niels Joachim Gormsen, Eben Lazarus
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1393-1447
Closed Access | Times Cited: 82
Crash Sensitivity and the Cross Section of Expected Stock Returns
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 3, pp. 1059-1100
Open Access | Times Cited: 155
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Political risk and cost of equity: The mediating role of political connections
Anh Viet Pham
Journal of Corporate Finance (2019) Vol. 56, pp. 64-87
Closed Access | Times Cited: 117
Margin Requirements and the Security Market Line
Petri Jylhä
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1281-1321
Closed Access | Times Cited: 100
Maxing Out Globally: Individualism, Investor Attention, and the Cross Section of Expected Stock Returns
Yong-Ho Cheon, Kuan‐Hui Lee
Management Science (2017) Vol. 64, Iss. 12, pp. 5807-5831
Closed Access | Times Cited: 96
Betting against correlation: Testing theories of the low-risk effect
Cliff Asness, Andrea Frazzini, Niels Joachim Gormsen, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 629-652
Open Access | Times Cited: 95
Time-varying demand for lottery: Speculation ahead of earnings announcements
Bibo Liu, Huijun Wang, Jianfeng Yu, et al.
Journal of Financial Economics (2020) Vol. 138, Iss. 3, pp. 789-817
Closed Access | Times Cited: 87
Why Do Mutual Funds Hold Lottery Stocks?
Vikas Agarwal, Lei Jiang, Quan Wen
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 3, pp. 825-856
Closed Access | Times Cited: 80
Speculation and lottery-like demand in cryptocurrency markets
Klaus Grobys, Juha-Pekka Junttila
Journal of International Financial Markets Institutions and Money (2021) Vol. 71, pp. 101289-101289
Open Access | Times Cited: 63
Finding Anomalies in China
Kewei Hou, Fang Qiao, Xiaoyan Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 30
Measuring skewness premia
Hugues Langlois
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 399-424
Closed Access | Times Cited: 67
Bear beta
Zhongjin Lu, Scott Murray
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 736-760
Closed Access | Times Cited: 65
Realized semibetas: Disentangling “good” and “bad” downside risks
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 227-246
Open Access | Times Cited: 48
The Effect of Gambling Preference on Stock Volatility: From the Evidence of Looser Price Limits Regulation
H. Liang, Shibo Liu, Xinyu Zhan, et al.
Emerging Markets Finance and Trade (2024) Vol. 60, Iss. 10, pp. 2174-2189
Closed Access | Times Cited: 7
Disagreement in economic forecasts and equity returns: risk or mispricing?
Turan G. Bali, Stephen J. Brown, Yi Tang
China Finance Review International (2022) Vol. 13, Iss. 3, pp. 309-341
Closed Access | Times Cited: 24
Presidential economic approval rating and the cross-section of stock returns
Zilin Chen, Zhi Da, Dashan Huang, et al.
Journal of Financial Economics (2022) Vol. 147, Iss. 1, pp. 106-131
Open Access | Times Cited: 23
Why Does Volatility Uncertainty Predict Equity Option Returns?
Jie Cao, Aurelio Vasquez, Xiao Xiao, et al.
Quarterly Journal of Finance (2023) Vol. 13, Iss. 01
Open Access | Times Cited: 14
When to bet against beta? Ask Google.
Pedro Piccoli
Borsa Istanbul Review (2025)
Open Access
The volatility puzzle of the beta anomaly
Pedro Barroso, Andrew L. Detzel, Paulo F. Maio
Journal of Financial Economics (2025) Vol. 165, pp. 103994-103994
Closed Access
Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets
Yonghwan Jo, Dain Jung
Journal of Derivatives and Quantitative Studies 선물연구 (2025)
Closed Access
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