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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:

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
The Journal of Finance (2015) Vol. 70, Iss. 5, pp. 1903-1948
Open Access | Times Cited: 884

Showing 1-25 of 884 citing articles:

Mispricing Factors
Robert F. Stambaugh, Yu Yuan
Review of Financial Studies (2016) Vol. 30, Iss. 4, pp. 1270-1315
Open Access | Times Cited: 753
Manager sentiment and stock returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, et al.
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 126-149
Closed Access | Times Cited: 547
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: 376
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: 374
Institutional investors and stock return anomalies
Roger M. Edelen, Ozgur Ince, Gregory B. Kadlec
Journal of Financial Economics (2016) Vol. 119, Iss. 3, pp. 472-488
Closed Access | Times Cited: 286
Have we solved the idiosyncratic volatility puzzle?
Kewei Hou, Roger Loh
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 167-194
Open Access | Times Cited: 269
Smart money, dumb money, and capital market anomalies
Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu, et al.
Journal of Financial Economics (2015) Vol. 118, Iss. 2, pp. 355-382
Closed Access | Times Cited: 214
Analysts’ Forecasts and Asset Pricing: A Survey
S.P. Kothari, Eric C. So, Rodrigo Verdi
Annual Review of Financial Economics (2016) Vol. 8, Iss. 1, pp. 197-219
Open Access | Times Cited: 206
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
Short‐Selling Risk
Joseph Engelberg, Adam V. Reed, Matthew C. Ringgenberg
The Journal of Finance (2017) Vol. 73, Iss. 2, pp. 755-786
Closed Access | Times Cited: 197
Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs, Sebastian Müller
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 213-230
Closed Access | Times Cited: 194
Investor sentiment and economic forces
Junyan Shen, Jianfeng Yu, Shen Zhao
Journal of Monetary Economics (2017) Vol. 86, pp. 1-21
Closed Access | Times Cited: 193
Cash flow duration and the term structure of equity returns
Michael Weber
Journal of Financial Economics (2018) Vol. 128, Iss. 3, pp. 486-503
Open Access | Times Cited: 168
CSR and idiosyncratic risk: Evidence from ESG information disclosure
Feng He, Shuqi Qin, Yuanyuan Liu, et al.
Finance research letters (2022) Vol. 49, pp. 102936-102936
Closed Access | Times Cited: 166
Anomalies and the Expected Market Return
Xi Dong, Yan Li, David E. Rapach, et al.
The Journal of Finance (2021) Vol. 77, Iss. 1, pp. 639-681
Closed Access | Times Cited: 135
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
Doron Avramov, Si Cheng, Lior Metzker
Management Science (2022) Vol. 69, Iss. 5, pp. 2587-2619
Closed Access | Times Cited: 108
ESG Preference, Institutional Trading, and Stock Return Patterns
Jie Cao, Sheridan Titman, Xintong Zhan, et al.
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 5, pp. 1843-1877
Open Access | Times Cited: 86
The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness
Linh Pham, Wei Hao, Ha Truong, et al.
Energy Economics (2023) Vol. 119, pp. 106564-106564
Open Access | Times Cited: 51
Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick
Zhifeng Dai, Haoyang Zhu, Xiaoming Chang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access | Times Cited: 2
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
Journal of Financial Economics (2014) Vol. 114, Iss. 3, pp. 613-619
Open Access | Times Cited: 179
Reference-dependent preferences and the risk–return trade-off
Huijun Wang, Jinghua Yan, Jianfeng Yu
Journal of Financial Economics (2016) Vol. 123, Iss. 2, pp. 395-414
Closed Access | Times Cited: 162
What explains the dynamics of 100 anomalies?
Heiko Jacobs
Journal of Banking & Finance (2015) Vol. 57, pp. 65-85
Closed Access | Times Cited: 161
Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market
Ming Gu, Wenjin Kang, Bu Xu
Journal of Banking & Finance (2016) Vol. 86, pp. 240-258
Closed Access | Times Cited: 160
Psychology-Based Models of Asset Prices and Trading Volume
Nicholas Barberis
Handbook of behavioral economics (2018), pp. 79-175
Closed Access | Times Cited: 154
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
Tarun Chordia, Amit Goyal, Yoshio Nozawa, et al.
Journal of Financial and Quantitative Analysis (2017) Vol. 52, Iss. 4, pp. 1301-1342
Open Access | Times Cited: 153
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