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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:

Dark Pool Trading and Information Acquisition
Jonathan Brogaard, Jing Pan
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2625-2666
Closed Access | Times Cited: 49

Showing 1-25 of 49 citing articles:

Climate shocks, institutional investors, and the information content of stock prices
Iván Blanco, José M. Martín-Flores, Alvaro Remesal
Journal of Corporate Finance (2024) Vol. 86, pp. 102567-102567
Closed Access | Times Cited: 6
Efficient estimation of bid–ask spreads from open, high, low, and close prices
David Ardia, Emanuele Guidotti, Tim Alexander Kroencke
Journal of Financial Economics (2024) Vol. 161, pp. 103916-103916
Open Access | Times Cited: 5
The Effects of MiFID II on Voluntary Disclosure
Chongho Kim, Jihwon Park, Edward Sul
Management Science (2025)
Closed Access
Dark trading volume and market quality: A natural experiment
Ryan Farley, Eric K. Kelley, Andy Puckett
Journal of Corporate Finance (2025), pp. 102742-102742
Closed Access
The Invisible Hand in the Dark: The Disciplinary Effect of Dark Trading on Firm Investment
Mengdie Deng, Tse‐Chun Lin, Jiayu Zhou
(2025)
Closed Access
Warp speed price moves: Jumps after earnings announcements
Kim Christensen, Allan Timmermann, Bezirgen Veliyev
Journal of Financial Economics (2025) Vol. 167, pp. 104010-104010
Closed Access
On the Effects of Continuous Trading
Ivan Indriawan, Roberto Pascual, Andriy Shkilko
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 37
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program
Mengdie Deng, Tse‐Chun Lin, Jiayu Zhou
Journal of Financial Markets (2023), pp. 100870-100870
Closed Access | Times Cited: 8
Competition for Retail Order Flow and Market Quality
Edwin Hu, Dermot Murphy
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 13
Information and optimal trading strategies with dark pools
Anna Bayona, Ariadna Dumitrescu, Carolina Manzano
Economic Modelling (2023) Vol. 126, pp. 106376-106376
Open Access | Times Cited: 6
Institutional investor cliques and stock price efficiency: Evidence from China
Xiaodong Guo, Caiji Pang, Zheng Qiao, et al.
Journal of Financial Markets (2024) Vol. 71, pp. 100935-100935
Closed Access | Times Cited: 1
A bibliometric review of Market Microstructure literature: Current status, development, and future directions
Anand Krishnan V.K., Meera Davi Chalissery, S. B. Thomas
Finance research letters (2024), pp. 106086-106086
Closed Access | Times Cited: 1
Disclosure Processing Costs and Market Feedback Around the World
Charles McClure, Shawn Shi, Edward M. Watts
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 12
Information and Optimal Trading Strategies with Dark Pools
Anna Bayona, Ariadna Dumitrescu, Carolina Manzano
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 11
Dark Market Share around Earnings Announcements and Speed of Resolution of Investor Disagreement
Karthik Balakrishnan, Xanthi Gkougkousi, Wayne R. Landsman, et al.
The Accounting Review (2021) Vol. 97, Iss. 5, pp. 1-28
Closed Access | Times Cited: 9
Warp Speed Price Moves: Jumps after Earnings Announcements
Kim Christensen, Allan Timmermann, Bezirgen Veliyev
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
The Dynamic Informativeness of Scheduled News
Julio A. Crego, Jasmin Gider
Management Science (2023) Vol. 70, Iss. 10, pp. 6724-6739
Open Access | Times Cited: 3
Socially Responsible Investors and Stock Price Informativeness
Yong Yang, Xintong Zhan, Weiming Elaine Zhang, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
David Ardia, Emanuele Guidotti, Tim Alexander Kroencke
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 7
Can Machine Learning Unlock New Insights into High-Frequency Trading?
Gbenga Ibikunle, Ben Moews, Khaladdin Rzayev
SSRN Electronic Journal (2024)
Open Access
The Invisible Hand in the Dark: The Disciplinary Effect of Dark Trading on Firm Investment
Mengdie Deng, Tse‐Chun Lin, Jiayu Zhou
(2024)
Closed Access
The Real Economic Effects of Mandatory Non-Financial Disclosure: International Evidence
Thang Ho, Tung Lam Dang, Do Duc Trung
(2024)
Closed Access
Do short-sale constraints inhibit information acquisition? Evidence from Regulation SHO
Lixin Su, Sonia M.L. Wong, Yuan Xue, et al.
Journal of Financial Markets (2024), pp. 100945-100945
Closed Access
The relevance of dark trading for information acquisition in the German stock market
Deelaka Ekanayake, Lee A. Smales, Yuanji Wen
Finance research letters (2024) Vol. 69, pp. 106245-106245
Open Access
Dark Pool Trading: How Shadows Shape Compensation Packages for the Suits Upstairs
Elif Şişli Ciamarra, Tanseli Savaşer, Khaladdin Rzayev
(2024)
Closed Access
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