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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‐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

Showing 1-25 of 197 citing articles:

Deep learning with long short-term memory networks for financial market predictions
Thomas Fischer, Christopher Krauß
European Journal of Operational Research (2017) Vol. 270, Iss. 2, pp. 654-669
Open Access | Times Cited: 1816
Why Don't We Agree? Evidence from a Social Network of Investors
J. Anthony Cookson, Marina Niessner
The Journal of Finance (2019) Vol. 75, Iss. 1, pp. 173-228
Closed Access | Times Cited: 278
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: 89
Short Squeezes After Short‐Selling Attacks
Lorien Stice‐Lawrence, Yu Ting Forester Wong, Wuyang Zhao
Journal of Accounting Research (2025)
Closed Access | Times Cited: 2
The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
Yongqiang Chu, David Hirshleifer, Liang Ma
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2631-2672
Closed Access | Times Cited: 131
Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
Lorraine Rupande, Hilary Tinotenda Muguto, Paul‐Francois Muzindutsi
Cogent Economics & Finance (2019) Vol. 7, Iss. 1, pp. 1600233-1600233
Open Access | Times Cited: 93
Portfolio management system in equity market neutral using reinforcement learning
Mu‐En Wu, Jia-Hao Syu, Jerry Chun‐Wei Lin, et al.
Applied Intelligence (2021) Vol. 51, Iss. 11, pp. 8119-8131
Open Access | Times Cited: 59
Standard Error Biases When Using Generated Regressors in Accounting Research
Wei Chen, Paul Hribar, Sam Melessa
Journal of Accounting Research (2022) Vol. 61, Iss. 2, pp. 531-569
Closed Access | Times Cited: 49
Trading is a losing game: an audit of deceptive choice architecture in demo-mode Contract for Difference (CFD) trading apps
Maira Andrade, Daniel Fonseca Costa, Leonardo Weiss‐Cohen, et al.
Behavioural Public Policy (2025), pp. 1-23
Open Access | Times Cited: 1
Short Selling: A Review of the Literature and Implications for Future Research
Haiyan Jiang, Ahsan Habib, Mostafa Monzur Hasan
European Accounting Review (2020) Vol. 31, Iss. 1, pp. 1-31
Closed Access | Times Cited: 66
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
Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options
Dmitriy Muravyev, Neil D. Pearson, Joshua Matthew Pollet
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1787-1828
Closed Access | Times Cited: 34
The Loan Fee Anomaly: A Short Seller’s Best Ideas
Joseph Engelberg, Richard B. Evans, Greg Leonard, et al.
Management Science (2024)
Closed Access | Times Cited: 7
Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War
Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 10, pp. 1613-1639
Closed Access | Times Cited: 6
Pairs trading with partial cointegration
Matthew Clegg, Christopher Krauß
Quantitative Finance (2017) Vol. 18, Iss. 1, pp. 121-138
Open Access | Times Cited: 56
Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
Stephan Jank, Christoph Roling, Esad Smajlbegovic
Journal of Financial Economics (2020) Vol. 139, Iss. 1, pp. 209-233
Open Access | Times Cited: 47
Shorting flows, public disclosure, and market efficiency
Xue Wang, Xuemin Sterling Yan, Lingling Zheng
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 191-212
Closed Access | Times Cited: 44
Does capital market drive corporate investment efficiency? Evidence from equity lending supply
Hsin‐Ju Tsai, Yuliang Wu, Bin Xu
Journal of Corporate Finance (2021) Vol. 69, pp. 102042-102042
Open Access | Times Cited: 34
Short Selling ETFs
Frank Weikai Li, Qifei Zhu
The Review of Asset Pricing Studies (2022) Vol. 12, Iss. 4, pp. 960-998
Closed Access | Times Cited: 23
Dynamic Equilibrium with Costly Short-Selling and Lending Market
Adem Atmaz, Suleyman Basak, Fangcheng Ruan
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 444-506
Open Access | Times Cited: 16
Unleashing the Crowd: The Effect of Social Networks in Crowdfunding Markets
Lin Peng, Linyi Zhang
Management Science (2024)
Closed Access | Times Cited: 6
What is going on with studies on financial speculation? Evidence from a bibliometric analysis
David Alaminos, Miguel Guillén-Pujadas, Emili Vizuete–Luciano, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 429-445
Open Access | Times Cited: 13
Strategic borrowing from passive investors
Darius Palia, Stanislav Sokolinski
Review of Finance (2024) Vol. 28, Iss. 5, pp. 1537-1573
Open Access | Times Cited: 4
A Survey of Short-Selling Regulations
Amy K. Edwards, Adam V. Reed, Pedro A. C. Saffi
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 4, pp. 613-639
Open Access | Times Cited: 4
Squeezing Shorts Through Social Media Platforms
Franklin Allen, Marlene Haas, Éric Nowak, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 26
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