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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:

Short- and Long-Horizon Behavioral Factors
Kent Daniel, David Hirshleifer, Lin Sun
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1673-1736
Closed Access | Times Cited: 377

Showing 1-25 of 377 citing articles:

Common Risk Factors in Cryptocurrency
YUKUN LIU, Aleh Tsyvinski, Xi Wu
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1133-1177
Open Access | Times Cited: 375
Shared analyst coverage: Unifying momentum spillover effects
Usman Ali, David Hirshleifer
Journal of Financial Economics (2019) Vol. 136, Iss. 3, pp. 649-675
Closed Access | Times Cited: 190
Factor Models, Machine Learning, and Asset Pricing
Stefano Giglio, Bryan Kelly, Dacheng Xiu
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 337-368
Closed Access | Times Cited: 97
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
The Journal of Finance (2022) Vol. 78, Iss. 1, pp. 487-557
Open Access | Times Cited: 80
Which Investors Matter for Equity Valuations and Expected Returns?
Ralph S. J. Koijen, Robert Richmond, Motohiro Yogo
The Review of Economic Studies (2023) Vol. 91, Iss. 4, pp. 2387-2424
Open Access | Times Cited: 55
Model Comparison with Transaction Costs
ANDREW DETZEL, ROBERT NOVY‐MARX, Mihail Velikov
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1743-1775
Closed Access | Times Cited: 53
Non-standard errors in asset pricing: Mind your sorts
Amar Soebhag, Bart van Vliet, Patrick Verwijmeren
Journal of Empirical Finance (2024) Vol. 78, pp. 101517-101517
Open Access | Times Cited: 22
The marketing–finance interface: A new integrative review of metrics, methods, and findings and an agenda for future research
Alexander Edeling, Shuba Srinivasan, Dominique M. Hanssens
International Journal of Research in Marketing (2020) Vol. 38, Iss. 4, pp. 857-876
Open Access | Times Cited: 83
Option Return Predictability
Xintong Zhan, Bing Han, Jie Cao, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1394-1442
Open Access | Times Cited: 83
Sentiment and uncertainty
Justin Birru, Trevor Young
Journal of Financial Economics (2022) Vol. 146, Iss. 3, pp. 1148-1169
Closed Access | Times Cited: 68
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
Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
Jules H. van Binsbergen, Xiao Han, Alejandro Lopez-Lira
Review of Financial Studies (2022) Vol. 36, Iss. 6, pp. 2361-2396
Open Access | Times Cited: 48
Do Anomalies Really Predict Market Returns? New Data and New Evidence
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Review of Finance (2023) Vol. 28, Iss. 1, pp. 1-44
Open Access | Times Cited: 24
Investor Regret and Stock Returns
Yakup Eser Arısoy, Turan G. Bali, Yi Tang
Management Science (2024) Vol. 70, Iss. 11, pp. 7537-7558
Closed Access | Times Cited: 13
Analyst recommendations and mispricing across the globe
Vitor Azevedo, Sebastian Müller
Journal of Banking & Finance (2024) Vol. 169, pp. 107296-107296
Open Access | Times Cited: 11
Firms' Perceived Cost of Capital
Niels Joachim Gormsen, Kilian Huber
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 8
Searching for Gambles: Gambling Sentiment and Stock Market Outcomes
Yao Chen, Alok Kumar, Chendi Zhang
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 6, pp. 2010-2038
Closed Access | Times Cited: 69
A review of the Post-Earnings-Announcement Drift
Josef Fink
Journal of Behavioral and Experimental Finance (2020) Vol. 29, pp. 100446-100446
Open Access | Times Cited: 52
Local, Regional, or Global Asset Pricing?
Fabian Hollstein
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 1, pp. 291-320
Open Access | Times Cited: 49
COVID-19, bitcoin market efficiency, herd behaviour
Emna Mnif, Anis Jarboui
Review of Behavioral Finance (2021) Vol. 13, Iss. 1, pp. 69-84
Closed Access | Times Cited: 42
FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns
Yitong Duan, Lei Wang, Qizhong Zhang, et al.
Proceedings of the AAAI Conference on Artificial Intelligence (2022) Vol. 36, Iss. 4, pp. 4468-4476
Open Access | Times Cited: 36
Winners from Winners: A Tale of Risk Factors
Siddhartha Chib, Lingxiao Zhao, Guofu Zhou
Management Science (2023) Vol. 70, Iss. 1, pp. 396-414
Closed Access | Times Cited: 22
Integrating Factor Models
D AVRAMOV, SI CHENG, LIOR METZKER, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1593-1646
Open Access | Times Cited: 22
Persistent and transitory components of firm characteristics: Implications for asset pricing
Fahiz Baba-Yara, Martijn Boons, Andrea Tamoni
Journal of Financial Economics (2024) Vol. 154, pp. 103808-103808
Open Access | Times Cited: 7
A Comparison of Global Factor Models
Matthias X. Hanauer
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 45
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