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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:

Earnings Announcements and Systematic Risk
Pavel G. Savor, Mungo Ivor Wilson
The Journal of Finance (2015) Vol. 71, Iss. 1, pp. 83-138
Closed Access | Times Cited: 229

Showing 1-25 of 229 citing articles:

Asset pricing: A tale of two days
Pavel G. Savor, Mungo Ivor Wilson
Journal of Financial Economics (2014) Vol. 113, Iss. 2, pp. 171-201
Closed Access | Times Cited: 296
Anomalies and News
Joseph Engelberg, R. David McLean, Jeffrey Pontiff
The Journal of Finance (2018) Vol. 73, Iss. 5, pp. 1971-2001
Closed Access | Times Cited: 281
Economic uncertainty and investor attention
Daniel Andrei, Henry L. Friedman, N. Bugra Ozel
Journal of Financial Economics (2023) Vol. 149, Iss. 2, pp. 179-217
Closed Access | Times Cited: 68
One Central Bank to Rule Them All*
Francesca Brusa, Pavel G. Savor, Mungo Ivor Wilson
Review of Finance (2019)
Open Access | Times Cited: 115
The cash conversion cycle spread
Baolian Wang
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 472-497
Closed Access | Times Cited: 114
Market uncertainty and the importance of media coverage at earnings announcements
Samuel B. Bonsall, Jeremiah Green, Karl A. Muller
Journal of Accounting and Economics (2019) Vol. 69, Iss. 1, pp. 101264-101264
Closed Access | Times Cited: 112
High-Reputation Firms and Their Differential Acquisition Behaviors
Jerayr Haleblian, Michael D. Pfarrer, Jason Kiley
Strategic Management Journal (2017) Vol. 38, Iss. 11, pp. 2237-2254
Closed Access | Times Cited: 91
Information Consumption and Asset Pricing
Azi Ben-Rephael, Bruce Carlin, Zhi Da, et al.
The Journal of Finance (2020) Vol. 76, Iss. 1, pp. 357-394
Closed Access | Times Cited: 87
When You Talk, I Remain Silent: Spillover Effects of Peers' Mandatory Disclosures on Firms' Voluntary Disclosures
Matthias Breuer, Katharina Hombach, Maximilian A. Müller
The Accounting Review (2021) Vol. 97, Iss. 4, pp. 155-186
Closed Access | Times Cited: 63
Retail Attention, Institutional Attention
Hongqi Liu, Lin Peng, Yi Tang
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1005-1038
Closed Access | Times Cited: 43
Unusual Financial Communication - Evidence from ChatGPT, Earnings Calls, and the Stock Market
Lars Beckmann, Heiner Beckmeyer, Ilias Filippou, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 9
The dividend month premium
Samuel M. Hartzmark, David H. Solomon
Journal of Financial Economics (2013) Vol. 109, Iss. 3, pp. 640-660
Closed Access | Times Cited: 100
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
Option Pricing of Earnings Announcement Risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 2, pp. 646-687
Open Access | Times Cited: 78
Earnings announcement promotions: A Yahoo Finance field experiment
Alastair Lawrence, James Ryans, Estelle Sun, et al.
Journal of Accounting and Economics (2018) Vol. 66, Iss. 2-3, pp. 399-414
Open Access | Times Cited: 74
Microstructure in the Machine Age
David Easley, Marcos López de Prado, Maureen O’Hara, et al.
Review of Financial Studies (2020) Vol. 34, Iss. 7, pp. 3316-3363
Closed Access | Times Cited: 64
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
Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements
Rebecca N. Hann, Hee‐Dong Kim, Yue Zheng
Review of Accounting Studies (2019) Vol. 24, Iss. 3, pp. 927-971
Closed Access | Times Cited: 58
Pervasive underreaction: Evidence from high-frequency data
Hao Jiang, Sophia Zhengzi Li, Hao Wang
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 573-599
Closed Access | Times Cited: 50
Cater to Thy Client: Analyst Responsiveness to Institutional Investor Attention
Peng‐Chia Chiu, Ben Lourie, Alexander Nekrasov, et al.
Management Science (2021) Vol. 67, Iss. 12, pp. 7455-7471
Closed Access | Times Cited: 47
How does private firm disclosure affect demand for public firm equity? Evidence from the global equity market
Jinhwan Kim, Marcel Olbert
Journal of Accounting and Economics (2022) Vol. 74, Iss. 2-3, pp. 101545-101545
Open Access | Times Cited: 35
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov
Management Science (2022) Vol. 69, Iss. 2, pp. 922-939
Closed Access | Times Cited: 32
Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
Tom Chang, Samuel M. Hartzmark, David H. Solomon, et al.
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 281-323
Closed Access | Times Cited: 56
The term structure of credit spreads, firm fundamentals, and expected stock returns
Bing Han, Avanidhar Subrahmanyam, Yi Zhou
Journal of Financial Economics (2017) Vol. 124, Iss. 1, pp. 147-171
Closed Access | Times Cited: 51
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: 39
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