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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:

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
SSRN Electronic Journal (2012)
Open Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

A Closer Look at the Short-Term Return Reversal
Zhi Da, Qianqiu Liu, Ernst Schaumburg
Management Science (2013) Vol. 60, Iss. 3, pp. 658-674
Closed Access | Times Cited: 192
Presidential Address: Investment Noise and Trends
Robert F. Stambaugh
The Journal of Finance (2014) Vol. 69, Iss. 4, pp. 1415-1453
Open Access | Times Cited: 177
The Shorting Premium and Asset Pricing Anomalies
Itamar Drechsler, Qingyi Freda Drechsler
(2014)
Open Access | Times Cited: 119
Climate Sensitivity and Predictable Returns
Carina Cuculiza, Alok Kumar, Xin Wei, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 50
Investment Noise and Trends
Robert F. Stambaugh
(2014)
Open Access | Times Cited: 27
Smart Money, Dumb Money, and Equity Return Anomalies
Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu, et al.
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 25
Have We Solved the Idiosyncratic Volatility Puzzle?
Kewei Hou, Roger Loh
SSRN Electronic Journal (2012)
Open Access | Times Cited: 23
Anomalies Across the Globe: Once Public, No Longer Existent?
Heiko Jacobs, Sebastian Müller
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 18
Low Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 18
Who are the Sentiment Traders? Evidence from the Cross-Section of Stock Returns and Demand
Luke DeVault, Richard W. Sias, Laura T. Starks
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 18
A Market-Based Funding Liquidity Measure
Zhuo Chen, Andrea Lu
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 16
Option Return Predictability
Xintong Zhan, Bing Han, Jie Cao, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 15
Days to Cover and Stock Returns
Harrison Hong, Frank Weikai Li, Sophie Xiaoyan Ni, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 15
Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market
Jangkoo Kang, Eunmee Lee, Myounghwa Sim
Asia-Pacific Journal of Financial Studies (2014) Vol. 43, Iss. 2, pp. 183-222
Closed Access | Times Cited: 13
Volatility and Expected Option Returns
Guanglian Hu, Kris Jacobs
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 13
Manager Sentiment and Stock Returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 10
Idiosyncratic Risk, Costly Arbitrage, and the Cross-Section of Stock Returns
Jie Cao, Bing Han
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 8
Prospect Theory and the Risk-Return Tradeoff
Huijun Wang, Jinghua Yan, Jianfeng Yu
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 7
Skewness Preference and Market Anomalies
Alok Kumar, Mehrshad Motahari, Richard Taffler
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 6
Good Volatility, Bad Volatility and the Expected Stock Returns
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 5
Investor Attention and Sentiment: Risk or Anomaly?
Melk C. Bucher
SSRN Electronic Journal (2017)
Open Access | Times Cited: 5
Understanding the Idiosyncratic Volatility Puzzle: Evidence from Mutual Fund Flows
Christopher P. Clifford, Jon A. Fulkerson, Russell Jame, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 4
A Diagnostic Criterion for Approximate Factor Structure
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
SSRN Electronic Journal (2016)
Open Access | Times Cited: 4
Mispriced Stocks and Mutual Fund Performance
Doron Avramov, Si Cheng, Allaudeen Hameed
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
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