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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:

Limits of Arbitrage
Denis Gromb, Dimitri Vayanos
Annual Review of Financial Economics (2010) Vol. 2, Iss. 1, pp. 251-275
Closed Access | Times Cited: 465

Showing 1-25 of 465 citing articles:

Presidential Address: Discount Rates
John H. Cochrane
The Journal of Finance (2011) Vol. 66, Iss. 4, pp. 1047-1108
Closed Access | Times Cited: 2077
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
Arvind Krishnamurthy, Annette Vissing‐Jørgensen
Brookings Papers on Economic Activity (2011) Vol. 2011, Iss. 2, pp. 215-287
Open Access | Times Cited: 1066
Global, local, and contagious investor sentiment
Malcolm Baker, Jeffrey Wurgler, Yu Yuan
Journal of Financial Economics (2011) Vol. 104, Iss. 2, pp. 272-287
Open Access | Times Cited: 922
Demand-Based Option Pricing
Nicolae Gârleanu, Lasse Heje Pedersen, Allen M. Poteshman
Review of Financial Studies (2009) Vol. 22, Iss. 10, pp. 4259-4299
Open Access | Times Cited: 797
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
Stefania D’Amico, Thomas B. King
Journal of Financial Economics (2012) Vol. 108, Iss. 2, pp. 425-448
Closed Access | Times Cited: 634
Financialization of Commodity Markets
Ing-Haw Cheng, Wei Xiong
Annual Review of Financial Economics (2014) Vol. 6, Iss. 1, pp. 419-441
Closed Access | Times Cited: 611
Deviations from Covered Interest Rate Parity
Wenxin Du, Alexander Tepper, Adrien Verdelhan
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 915-957
Open Access | Times Cited: 574
Speculators, commodities and cross-market linkages
Bahattin Büyükşahin, Michel A. Robe
Journal of International Money and Finance (2013) Vol. 42, pp. 38-70
Closed Access | Times Cited: 500
Currency momentum strategies
Lukas Menkhoff, Lucio Sarno, Maik Schmeling, et al.
Journal of Financial Economics (2012) Vol. 106, Iss. 3, pp. 660-684
Open Access | Times Cited: 478
Bond Supply and Excess Bond Returns
Robin Greenwood, Dimitri Vayanos
Review of Financial Studies (2014) Vol. 27, Iss. 3, pp. 663-713
Open Access | Times Cited: 435
Hedge Fund Stock Trading in the Financial Crisis of 2007–2009
Itzhak Ben‐David, Francesco A. Franzoni, Rabih Moussawi
Review of Financial Studies (2011) Vol. 25, Iss. 1, pp. 1-54
Closed Access | Times Cited: 413
Behavioral Finance
David Hirshleifer
Annual Review of Financial Economics (2015) Vol. 7, Iss. 1, pp. 133-159
Open Access | Times Cited: 351
Connected Stocks
Miguel Antón, Christopher Polk
The Journal of Finance (2014) Vol. 69, Iss. 3, pp. 1099-1127
Closed Access | Times Cited: 322
An Institutional Theory of Momentum and Reversal
Dimitri Vayanos, Paul Woolley
Review of Financial Studies (2013) Vol. 26, Iss. 5, pp. 1087-1145
Open Access | Times Cited: 320
Natural Expectations and Macroeconomic Fluctuations
Andreas Fuster, David Laibson, Brock Mendel
The Journal of Economic Perspectives (2010) Vol. 24, Iss. 4, pp. 67-84
Open Access | Times Cited: 295
Price Pressure in the Government Bond Market
Robin Greenwood, Dimitri Vayanos
American Economic Review (2010) Vol. 100, Iss. 2, pp. 585-590
Open Access | Times Cited: 294
Groupthink: Collective Delusions in Organizations and Markets
Roland Bénabou
The Review of Economic Studies (2012) Vol. 80, Iss. 2, pp. 429-462
Open Access | Times Cited: 290
A Preferred‐Habitat Model of the Term Structure of Interest Rates
Dimitri Vayanos, Jean-Luc Vila
Econometrica (2021) Vol. 89, Iss. 1, pp. 77-112
Open Access | Times Cited: 278
The History of the Cross-Section of Stock Returns
Juhani T. Linnainmaa, Michael R. Roberts
Review of Financial Studies (2018) Vol. 31, Iss. 7, pp. 2606-2649
Open Access | Times Cited: 251
A tug of war: Overnight versus intraday expected returns
Dong Lou, Christopher Polk, Spyros Skouras
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 192-213
Open Access | Times Cited: 245
Convective Risk Flows in Commodity Futures Markets*
Ing-Haw Cheng, Andrei Kirilenko, Wei Xiong
European Finance Review (2014) Vol. 19, Iss. 5, pp. 1733-1781
Closed Access | Times Cited: 219
Do stock prices influence corporate decisions? Evidence from the technology bubble
Murillo Campello, John R. Graham
Journal of Financial Economics (2012) Vol. 107, Iss. 1, pp. 89-110
Open Access | Times Cited: 216
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Alejandro Lopez-Lira, Yuehua Tang
SSRN Electronic Journal (2023)
Open Access | Times Cited: 216
Illiquidity Contagion and Liquidity Crashes
Giovanni Cespa, Thierry Foucault
Review of Financial Studies (2014) Vol. 27, Iss. 6, pp. 1615-1660
Closed Access | Times Cited: 213
Treasury inconvenience yields during the COVID-19 crisis
Zhiguo He, Stefan Nagel, Zhaogang Song
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 57-79
Open Access | Times Cited: 198
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