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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:

Investor Sentiment, Beta, and the Cost of Equity Capital
Constantinos Antoniou, John A. Doukas, Avanidhar Subrahmanyam
Management Science (2015) Vol. 62, Iss. 2, pp. 347-367
Closed Access | Times Cited: 278

Showing 1-25 of 278 citing articles:

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
The Journal of Finance (2015) Vol. 70, Iss. 5, pp. 1903-1948
Open Access | Times Cited: 882
Manager sentiment and stock returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, et al.
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 126-149
Closed Access | Times Cited: 547
Investor sentiment and economic forces
Junyan Shen, Jianfeng Yu, Shen Zhao
Journal of Monetary Economics (2017) Vol. 86, pp. 1-21
Closed Access | Times Cited: 193
Salience theory and stock prices: Empirical evidence
Mathijs Cosemans, Rik Frehen
Journal of Financial Economics (2020) Vol. 140, Iss. 2, pp. 460-483
Open Access | Times Cited: 152
Investor sentiment and stock returns: Global evidence
Wenzhao Wang, Chen Su, Darren Duxbury
Journal of Empirical Finance (2021) Vol. 63, pp. 365-391
Open Access | Times Cited: 108
Measuring Investor Sentiment
Guofu Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 239-259
Closed Access | Times Cited: 158
Day of the week and the cross-section of returns
Justin Birru
Journal of Financial Economics (2018) Vol. 130, Iss. 1, pp. 182-214
Closed Access | Times Cited: 143
Sentiment Metrics and Investor Demand
Luke DeVault, Richard W. Sias, Laura T. Starks
The Journal of Finance (2018) Vol. 74, Iss. 2, pp. 985-1024
Closed Access | Times Cited: 138
Absolving beta of volatility’s effects
Jianan Liu, Robert F. Stambaugh, Yu Yuan
Journal of Financial Economics (2018) Vol. 128, Iss. 1, pp. 1-15
Open Access | Times Cited: 130
Margin Requirements and the Security Market Line
Petri Jylhä
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1281-1321
Closed Access | Times Cited: 100
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: 91
Aggregate investor sentiment and stock return synchronicity
Timothy K. Chue, Ferdinand A. Gul, G. Mujtaba Mian
Journal of Banking & Finance (2019) Vol. 108, pp. 105628-105628
Open Access | Times Cited: 79
Sentiment and uncertainty
Justin Birru, Trevor Young
Journal of Financial Economics (2022) Vol. 146, Iss. 3, pp. 1148-1169
Closed Access | Times Cited: 68
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Pedro Barroso, Andrew L. Detzel
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 744-767
Closed Access | Times Cited: 65
Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
Jules H. van Binsbergen, Xiao Han, Alejandro Lopez-Lira
Review of Financial Studies (2022) Vol. 36, Iss. 6, pp. 2361-2396
Open Access | Times Cited: 48
The conditional impact of investor sentiment in global stock markets: A two-channel examination
Wenzhao Wang, Chen Su, Darren Duxbury
Journal of Banking & Finance (2022) Vol. 138, pp. 106458-106458
Open Access | Times Cited: 46
The Lost Capital Asset Pricing Model
Daniel Andrei, Julien Cujean, Mungo Ivor Wilson
The Review of Economic Studies (2023) Vol. 90, Iss. 6, pp. 2703-2762
Open Access | Times Cited: 30
Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach
Peng Guo, Jing Shi
The North American Journal of Economics and Finance (2024) Vol. 72, pp. 102139-102139
Closed Access | Times Cited: 11
The influence of cost of debt, cost of equity and weighted average cost of capital on dividend policy decision: evidence from non-financial companies listed on the Frankfurt Stock Exchange
Richard Arhinful, Leviticus Mensah, Halkawt Ismail Mohammed Amin, et al.
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 10
Firm-specific investor sentiment and daily stock returns
Sangik Seok, Hoon Cho, Doojin Ryu
The North American Journal of Economics and Finance (2018) Vol. 50, pp. 100857-100857
Closed Access | Times Cited: 74
Individual stock crowded trades, individual stock investor sentiment and excess returns
Chunpeng Yang, Liyun Zhou
The North American Journal of Economics and Finance (2016) Vol. 38, pp. 39-53
Closed Access | Times Cited: 72
Ambiguity aversion and stock market participation: An empirical analysis
Constantinos Antoniou, Richard Harris, Ruogu Zhang
Journal of Banking & Finance (2015) Vol. 58, pp. 57-70
Open Access | Times Cited: 72
Dual effects of investor sentiment and uncertainty in financial markets
Sangik Seok, Hoon Cho, Doojin Ryu
The Quarterly Review of Economics and Finance (2024) Vol. 95, pp. 300-315
Closed Access | Times Cited: 7
Valuation Fundamentals
Paul H. Décaire, John R. Graham
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 6
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
SSRN Electronic Journal (2012)
Open Access | Times Cited: 63
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