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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:

Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Can Gao, Ian Martin
The Journal of Finance (2021) Vol. 76, Iss. 6, pp. 3211-3254
Open Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

Sentiment and Speculation in a Market with Heterogeneous Beliefs
Ian Martin, Dimitris Papadimitriou
American Economic Review (2022) Vol. 112, Iss. 8, pp. 2465-2517
Open Access | Times Cited: 41
Equity Term Structures Without Dividend Strips Data
Stefano Giglio, Bryan T. Kelly, Serhiy Kozak
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 39
Exploring Bubbles in the Digital Economy: The Case of China
Meng Qin, Nawazish Mirza, Chi‐Wei Su, et al.
Global Finance Journal (2023) Vol. 57, pp. 100871-100871
Closed Access | Times Cited: 34
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
A Model of the Fed Put
Stefano Pastore
(2025)
Closed Access
Technical Analysis of a Non-Globally Integrated Stock Index
Franklin Antonio Gallegos Erazo, Ana María Gallardo-Cornejo
Revista Venezolana de Gerencia (2025) Vol. 30, Iss. 110, pp. 847-864
Open Access
The Impact of Sentiment Indices on the Stock Exchange—The Connections between Quantitative Sentiment Indicators, Technical Analysis, and Stock Market
Florin Cornel Dumiter, Florin Marius Turcaș, Ștefania Amalia Nicoară, et al.
Mathematics (2023) Vol. 11, Iss. 14, pp. 3128-3128
Open Access | Times Cited: 11
Volatility of Price-Earnings Ratio and Return Predictability
Xiaoquan Jiang, Li Chen
(2025)
Closed Access
Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Chao Liang, Yongan Xu, Jianqiong Wang, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102169-102169
Closed Access | Times Cited: 18
A Case Study of Bank Equity Valuation Methods Employed by South African, Nigerian and Kenyan Equity Researchers
Vusani Moyo, Ayodeji Michael Obadire
Risks (2024) Vol. 12, Iss. 6, pp. 89-89
Open Access | Times Cited: 2
Equity Term Structures without Dividend Strips Data
Stefano Giglio, Bryan Kelly, Serhiy Kozak
The Journal of Finance (2024) Vol. 79, Iss. 6, pp. 4143-4196
Open Access | Times Cited: 2
Equity Term Structures without Dividend Strips Data
Stefano Giglio, Bryan T. Kelly, Serhiy Kozak
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 18
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges
Nina Boyarchenko, Giovanni Favara, Moritz Schularick
Finance and Economics Discussion Series (2022) Vol. 2022.0, Iss. 5, pp. 1-33
Open Access | Times Cited: 8
Debt and Deficits: Fiscal Analysis with Stationary Ratios
John Y. Campbell, Can Gao, Ian Martin
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 4
A Novel Market Sentiment Analysis Model for Forecasting Stock and Cryptocurrency Returns
Ksenija Doroslovački, Nikola Gradojević, Albane Tarnaud
IEEE Transactions on Systems Man and Cybernetics Systems (2024) Vol. 54, Iss. 9, pp. 5248-5259
Closed Access | Times Cited: 1
The asymmetric effects of monetary policy on stock price bubbles
Christophe Blot, Paul Hubert, Fabien Labondance
European Economic Review (2024) Vol. 168, pp. 104824-104824
Open Access | Times Cited: 1
FOMC Announcement Event Risk
Michael Johannes, Andreas Kaeck, Norman Seeger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
The role of investor sentiment in bank liquidity creation
Jin Cai, Michael S. Pagano, John Sedunov
Finance research letters (2023) Vol. 58, pp. 104663-104663
Closed Access | Times Cited: 3
The Price of Macroeconomic Uncertainty: Evidence from Daily Option Expirations
Juan M. Londoño, Mehrdad Samadi
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
On the Stock Market Variance-Return or Price Relations: A Tale Of Two Variances
Hui Guo, Qian Lin, Yu‐Jou Pai
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 6
House price bubble detection in Ukraine
Alona Shmygel, Martin Hoesli
Journal of European real estate research (2023) Vol. 16, Iss. 2, pp. 297-324
Open Access | Times Cited: 2
A Mathematical Model of Financial Bubbles: A Behavioral Approach
Andrei Afilipoaei, Gustavo Carrero
Mathematics (2023) Vol. 11, Iss. 19, pp. 4102-4102
Open Access | Times Cited: 2
Does the Market Understand Time Variation in the Equity Premium?
Mihir Gandhi, Niels Joachim Gormsen, Eben Lazarus
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Betting Against the Crowd: Option Trading and Market Risk Premium
Jie Cao, Gang Li, Xintong Zhan, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Uncovering China's Stock Market Risk Return Relation: Crazy Casino Punters or Risk Averse Investors?
Hang Cheng, Hui Guo, Yongdong Shi
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
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