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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:

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

Showing 1-25 of 80 citing articles:

Portfolio pumping in mutual fund families
Pingle Wang
Journal of Financial Economics (2024) Vol. 156, pp. 103839-103839
Closed Access | Times Cited: 7
Mutual fund style drift measured using higher moments and its cash flow incentive
Qi Chen, Peng Wang, Dong Yang
The North American Journal of Economics and Finance (2025), pp. 102373-102373
Closed Access
The “Betting” Behavior of Mutual Fund Families
Yuanchun Wu, Lili Meng
Finance research letters (2025), pp. 106981-106981
Closed Access
Private Company Valuations by Mutual Funds
Vikas Agarwal, Brad M. Barber, Si Cheng, et al.
Review of Finance (2022) Vol. 27, Iss. 2, pp. 693-738
Open Access | Times Cited: 24
On the Other Side of Hedge Fund Equity Trades
Xinyu Cui, Olga Kolokolova, Jiaguo Wang
Management Science (2023) Vol. 70, Iss. 6, pp. 3684-3710
Open Access | Times Cited: 10
Stock return asymmetry in China
Dongxu Chen, Ke Wu, Yifeng Zhu
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101757-101757
Closed Access | Times Cited: 17
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows
Timothy B. Riley, Qing Yan
Financial Analysts Journal (2022) Vol. 78, Iss. 4, pp. 59-76
Closed Access | Times Cited: 16
Does the style drift caused by frequent cross-industry portfolio rebalancing harm fund performance? Evidence from China
Jianxiang Liu, Wenyu Yi
Finance research letters (2023) Vol. 60, pp. 104838-104838
Closed Access | Times Cited: 8
Lottery preference, short-sale constraint, and the salience effect: Evidence from China
Chang Liu, Peng Sun, Dongming Zhu
Economic Modelling (2023) Vol. 125, pp. 106341-106341
Closed Access | Times Cited: 7
Cryptocurrencies and the low volatility anomaly
Tobias Burggraf, Markus Rudolf
Finance research letters (2020) Vol. 40, pp. 101683-101683
Closed Access | Times Cited: 18
Mutual Fund Risk Shifting and Risk Anomalies
Xiao Han, Nikolai Roussanov, Hongxun Ruan
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 16
What we know about the low-risk anomaly: a literature review
Joshua Traut
Financial markets and portfolio management (2023) Vol. 37, Iss. 3, pp. 297-324
Open Access | Times Cited: 5
Is idiosyncratic asymmetry priced in commodity futures?
Yufeng Han, Xuan Mo, Zhi Su, et al.
The Journal of Financial Research (2023) Vol. 46, Iss. 3, pp. 875-898
Open Access | Times Cited: 5
Prospect theory preferences and global mutual fund flows
Nilesh Gupta, Anil V. Mishra, Joshy Jacob
Journal of International Money and Finance (2022) Vol. 125, pp. 102640-102640
Closed Access | Times Cited: 8
Skewness Sentiment and Market Anomalies
Alok Kumar, Mehrshad Motahari, Richard Taffler
Management Science (2023) Vol. 70, Iss. 7, pp. 4328-4356
Open Access | Times Cited: 4
The cumulative prospect theory and fund flows in emerging markets
Amit Pandey, Anil Kumar Sharma
Investment Analysts Journal (2024) Vol. 53, Iss. 4, pp. 335-365
Closed Access | Times Cited: 1
Managerial Incentives in the Mutual Fund Industry
Linlin Ma, Yuehua Tang, Yuan Wang
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Winning ways: How rank-based incentives shape risk-taking decisions
Dawei Fang, Changxia Ke, Gregory Kubitz, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Taking matters into their own hands: How Investors' stock preferences affect mutual fund flows in China
Shi Li, Rongsha Fu, Meng Li
Pacific-Basin Finance Journal (2024), pp. 102537-102537
Closed Access | Times Cited: 1
Fund tournaments and style drift
Yi Li, Yuxing Yan
International Review of Financial Analysis (2024), pp. 103730-103730
Closed Access | Times Cited: 1
Lottery‐like features and mutual fund performance‐flow sensitivity
Hua Cheng, Lingxue Kong, Tse‐Chun Lin, et al.
Financial Management (2024)
Open Access | Times Cited: 1
How is the change in left-tail risk priced in China?
Kaisi Sun, Hui Wang, Yifeng Zhu
Pacific-Basin Finance Journal (2021) Vol. 71, pp. 101703-101703
Closed Access | Times Cited: 11
Economic policy uncertainty and mutual fund risk shifting
Deming Luo, Sainan Jiang, Zhongwei Yao
Pacific-Basin Finance Journal (2022) Vol. 77, pp. 101921-101921
Closed Access | Times Cited: 7
What Should Investors Care About? Mutual Fund Ratings by Analysts vs. Machine Learning Technique
Si Cheng, Ruichang Lu, Xiao‐Jun Zhang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion
Xiaochen Chang, Guo Songlin, Junkai Huang
International Review of Financial Analysis (2022) Vol. 83, pp. 102279-102279
Closed Access | Times Cited: 5
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