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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:

Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns
Travis L. Johnson, Eric C. So
Journal of Accounting Research (2017) Vol. 56, Iss. 1, pp. 217-263
Closed Access | Times Cited: 78

Showing 1-25 of 78 citing articles:

The effect of economic policy uncertainty on investor information asymmetry and management disclosures
Venky Nagar, Jordan Schoenfeld, Laura Wellman
Journal of Accounting and Economics (2018) Vol. 67, Iss. 1, pp. 36-57
Closed Access | Times Cited: 524
Time Will Tell: Information in the Timing of Scheduled Earnings News
Travis L. Johnson, Eric C. So
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 6, pp. 2431-2464
Closed Access | Times Cited: 71
Earnings notifications, investor attention, and the earnings announcement premium
Kimball Chapman
Journal of Accounting and Economics (2018) Vol. 66, Iss. 1, pp. 222-243
Closed Access | Times Cited: 61
Disclosing to Informed Traders
Snehal Banerjee, Iván Marinovic, Kevin Smith
The Journal of Finance (2023) Vol. 79, Iss. 2, pp. 1513-1578
Closed Access | Times Cited: 17
Calendar rotations: A new approach for studying the impact of timing using earnings announcements
Suzie Noh, Eric C. So, Rodrigo S. Verdi
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 865-893
Closed Access | Times Cited: 40
Narrative innovation disclosure and stock price crash risk: Evidence from Chinese listed firms
Li Yuan, Jing Tao, Haitong Li, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102479-102479
Closed Access | Times Cited: 5
The Dog that Did Not Bark: Limited Price Efficiency and Strategic Nondisclosure
Frank Zhou, Yuqing Zhou
Journal of Accounting Research (2020) Vol. 58, Iss. 1, pp. 155-197
Closed Access | Times Cited: 33
Measuring Risk Information
Kevin Smith, Eric C. So
Journal of Accounting Research (2021) Vol. 60, Iss. 2, pp. 375-426
Closed Access | Times Cited: 30
How is Earnings News Transmitted to Stock Prices?
Vincent Grégoire, Charles Martineau
Journal of Accounting Research (2021) Vol. 60, Iss. 1, pp. 261-297
Open Access | Times Cited: 28
Investor information gathering and the resolution of uncertainty
Jed J. Neilson
Journal of Accounting and Economics (2022) Vol. 74, Iss. 1, pp. 101513-101513
Closed Access | Times Cited: 20
Expectations Management and Stock Returns
Travis L. Johnson, Jinhwan Kim, Eric C. So
Review of Financial Studies (2019) Vol. 33, Iss. 10, pp. 4580-4626
Closed Access | Times Cited: 35
Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years
S.P. Kothari, Charles E. Wasley
Journal of Accounting Research (2019) Vol. 57, Iss. 5, pp. 1117-1159
Closed Access | Times Cited: 31
Weather, institutional investors and earnings news
Danling Jiang, Dylan Norris, Lin Sun
Journal of Corporate Finance (2021) Vol. 69, pp. 101990-101990
Closed Access | Times Cited: 24
Asset pricing on earnings announcement days
Kam Fong Chan, Terry A. Marsh
Journal of Financial Economics (2021) Vol. 144, Iss. 3, pp. 1022-1042
Closed Access | Times Cited: 24
Stakeholder orientation and insider trading
Mehmet Akbulut, Arsenio Staer, Erdem Ucar
Financial Review (2025)
Closed Access
Investor Corporate Visits and Predictable Returns
R Zhang, Eric C. So, Rongfei Wang
Journal of Financial and Quantitative Analysis (2025), pp. 1-34
Closed Access
Market Returns and a Tale of Two Types of Attention
Zhi Da, Jian Hua, Tim Chih-Ching Hung, et al.
Management Science (2025)
Closed Access
Dark Trading and Post-Earnings-Announcement Drift
Jacob K. Thomas, Frank Zhang, Wei Zhu
Management Science (2021) Vol. 67, Iss. 12, pp. 7785-7811
Closed Access | Times Cited: 23
Crowdsourced Forecasts and the Market Reaction to Earnings Announcement News
Sandra G. Schafhäutle, David Veenman
The Accounting Review (2023) Vol. 99, Iss. 2, pp. 421-456
Closed Access | Times Cited: 8
Losing is Optional: Retail Option Trading and Earnings Announcement Volatility
Tim de Silva, Kevin Smith, Eric C. So
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 14
Experience with Non-GAAP Earnings and Investors’ Pricing of Exclusions
Sarah E. McVay, Edgar Rodriguez-Vazquez, Sara Toynbee
The Accounting Review (2023) Vol. 99, Iss. 3, pp. 397-427
Closed Access | Times Cited: 8
Earnings News and Over‐the‐Counter Markets
Stefan Huber, Chongho Kim, Edward M. Watts
Journal of Accounting Research (2024) Vol. 62, Iss. 2, pp. 701-735
Closed Access | Times Cited: 2
Overnight earnings announcements and preopening price discovery
Xijuan Xiao, Ryuichi Yamamoto
Japan and the World Economy (2024) Vol. 70, pp. 101249-101249
Closed Access | Times Cited: 2
Recurring Firm Events and Predictable Returns: The Within-Firm Time Series
Samuel M. Hartzmark, David H. Solomon
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 499-517
Open Access | Times Cited: 20
Does financial statement comparability mitigate delayed trading volume before earnings announcements?
Junwoo Kim, Robert Kim, Sangwan Kim
Journal of Business Research (2019) Vol. 107, pp. 62-75
Closed Access | Times Cited: 18
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