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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:

Sentiment Trading and Hedge Fund Returns
Yong Chen, Bing Han, Jing Pan
The Journal of Finance (2021) Vol. 76, Iss. 4, pp. 2001-2033
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

Will temperature change reduce stock returns? Evidence from China
Yumeng Yan, Xiong Xiong, Shuo Li, et al.
International Review of Financial Analysis (2022) Vol. 81, pp. 102112-102112
Closed Access | Times Cited: 34
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Turan G. Bali, Florian Weigert
Review of Finance (2024) Vol. 28, Iss. 5, pp. 1611-1661
Open Access | Times Cited: 7
Presidential economic approval rating and the cross-section of stock returns
Zilin Chen, Zhi Da, Dashan Huang, et al.
Journal of Financial Economics (2022) Vol. 147, Iss. 1, pp. 106-131
Open Access | Times Cited: 23
Institutional herding and investor sentiment
Xu Guo, Chen Gu, Chengping Zhang, et al.
Journal of Financial Markets (2024) Vol. 68, pp. 100891-100891
Closed Access | Times Cited: 5
The influence of consumer, manager, and investor sentiment on US stock market returns
Pedro Manuel Nogueira Reis, António Pedro Soares Pinto, André Guimarães
Investment Management and Financial Innovations (2025) Vol. 22, Iss. 1, pp. 231-256
Open Access
Sentiment and the cross‐section of expected stock returns
Gady Jacoby, Chi Liao, Nanying Lin, et al.
Financial Review (2024) Vol. 59, Iss. 2, pp. 459-485
Closed Access | Times Cited: 3
Carbon market design and market sentiment
Grischa Perino
Journal of Environmental Economics and Management (2024), pp. 103057-103057
Open Access | Times Cited: 3
Media Sentiment and Currency Reversals
Ilias Filippou, Mark P. Taylor, Zigan Wang
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 3, pp. 1401-1429
Closed Access | Times Cited: 7
Investor Sentiment and the Pricing of Macro Risks for Hedge Funds
Zhuo Chen, Andrea Lu, Xiaoquan Zhu
Management Science (2024)
Closed Access | Times Cited: 2
Capital structure and momentum strategies
George Li, Ming Li, Shuming Liu
Studies in Economics and Finance (2024)
Closed Access | Times Cited: 1
Institutional Herding and Investor Sentiment
Xu Guo, Chen Gu, Chengping Zhang, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Do Hedge Funds Hedge? Evidence from Risk Gap
Yong Chen, Hanjiang Zhang
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Short-Selling Hedge Funds
Jialin Qian, Zhen Shi, Baozhong Yang
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Disagreement exploitation and the cross‐section of hedge fund performance
Gady Jacoby, Shi Li, Nanying Lin, et al.
Financial Management (2024) Vol. 53, Iss. 4, pp. 681-713
Open Access | Times Cited: 1
Sentiment Beta and Asset Prices: Evidence from China
Fengjiao Lin, Zhigang Qiu
Emerging Markets Finance and Trade (2022) Vol. 59, Iss. 1, pp. 78-89
Closed Access | Times Cited: 7
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Junhuan Zhang, Jiaqi Wen, Jing Chen
European Journal of Finance (2021) Vol. 29, Iss. 1, pp. 17-32
Open Access | Times Cited: 9
CEO political connection and stock sentiment beta: Evidence from China
Shangkun Yi, Jian Wang, Xiaoting Wang, et al.
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101813-101813
Closed Access | Times Cited: 5
Hedge fund manager timing and selectivity skill over time. A holdings-based estimate
Adam L. Aiken, M Kang
Finance research letters (2023) Vol. 58, pp. 104439-104439
Closed Access | Times Cited: 2
Do fund managers time implied tail risk? — Evidence from Chinese mutual funds
Zhongxin Ni, Wang Linyu, Weishu Li
Pacific-Basin Finance Journal (2021) Vol. 68, pp. 101590-101590
Closed Access | Times Cited: 4
Happy App Happy Tip: The Return Predictability from Amusement Apps Downloads Around the World
Tse‐Chun Lin, Yayuan Liu, Fangzhou Lu
SSRN Electronic Journal (2024)
Closed Access
Are the Hedges of Funds Green?
Tianyi Qu, Bing Liang, Mila Getmansky Sherman, et al.
SSRN Electronic Journal (2024)
Closed Access
Are Hedge Funds Exploiting Climate Concerns?
George O. Aragon, Yuxiang Jiang, Juha Joenväärä, et al.
SSRN Electronic Journal (2024)
Closed Access
Does Economic Policy Uncertainty Matter for Hedge Fund Returns?
Bing Liang, Songtao Wang, Chunyang Zhou
(2024)
Closed Access
Higher-Order Beliefs and Risky Asset Holdings
Xiao Yin, Yuriy Gorodnichenko
SSRN Electronic Journal (2024)
Open Access
Higher-Order Beliefs and Risky Asset Holdings
Yuriy Gorodnichenko, Xiao Yin
SSRN Electronic Journal (2024)
Open Access
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