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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:

Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements
Mary E. Barth, Eric C. So
The Accounting Review (2014) Vol. 89, Iss. 5, pp. 1579-1607
Open Access | Times Cited: 97

Showing 1-25 of 97 citing articles:

A Tough Act to Follow: Contrast Effects in Financial Markets
Samuel M. Hartzmark, Kelly Shue
The Journal of Finance (2018) Vol. 73, Iss. 4, pp. 1567-1613
Open Access | Times Cited: 102
Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns
Travis L. Johnson, Eric C. So
Journal of Accounting Research (2017) Vol. 56, Iss. 1, pp. 217-263
Closed Access | Times Cited: 78
Option Pricing of Earnings Announcement Risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, et al.
Review of Financial Studies (2018) Vol. 32, Iss. 2, pp. 646-687
Open Access | Times Cited: 78
Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements
Rebecca N. Hann, Hee‐Dong Kim, Yue Zheng
Review of Accounting Studies (2019) Vol. 24, Iss. 3, pp. 927-971
Closed Access | Times Cited: 58
Value Relevance Research in Accounting and Reporting Domains: A Bibliometric Analysis
Giuseppe Nicolò, Serena Santis, Alberto Incollingo, et al.
Accounting in Europe (2023) Vol. 21, Iss. 2, pp. 176-211
Closed Access | Times Cited: 21
The Future of Financial Reporting: Insights from Research
Mary E. Barth
Abacus (2018) Vol. 54, Iss. 1, pp. 66-78
Closed Access | Times Cited: 54
Tests of investor learning models using earnings innovations and implied volatilities
Thaddeus Neururer, G. Papadakis, Edward J. Riedl
Review of Accounting Studies (2016) Vol. 21, Iss. 2, pp. 400-437
Closed Access | Times Cited: 50
Linguistic Formality and Audience Engagement: Investors' Reactions to Characteristics of Social Media Disclosures*
Kristina M. Rennekamp, Patrick D. Witz
Contemporary Accounting Research (2020) Vol. 38, Iss. 3, pp. 1748-1781
Closed Access | Times Cited: 41
Calendar rotations: A new approach for studying the impact of timing using earnings announcements
Suzie Noh, Eric C. So, Rodrigo S. Verdi
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 865-893
Closed Access | Times Cited: 39
Option Trading Activity, News Releases, and Stock Return Predictability
David Weinbaum, Andrew Fodor, Dmitriy Muravyev, et al.
Management Science (2022) Vol. 69, Iss. 8, pp. 4810-4827
Closed Access | Times Cited: 23
Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium
Shai Levi, Xiao‐Jun Zhang
Journal of Financial Economics (2015) Vol. 118, Iss. 2, pp. 383-398
Closed Access | Times Cited: 43
Measuring Risk Information
Kevin Smith, Eric C. So
Journal of Accounting Research (2021) Vol. 60, Iss. 2, pp. 375-426
Closed Access | Times Cited: 30
Volatility Forecasting Using Financial Statement Information
Suhas A. Sridharan
The Accounting Review (2015) Vol. 90, Iss. 5, pp. 2079-2106
Closed Access | Times Cited: 39
Do Investors Fully Unravel Persistent Pessimism in Analysts' Earnings Forecasts?
David Veenman, Patrick Verwijmeren
The Accounting Review (2017) Vol. 93, Iss. 3, pp. 349-377
Open Access | Times Cited: 39
Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years
S.P. Kothari, Charles E. Wasley
Journal of Accounting Research (2019) Vol. 57, Iss. 5, pp. 1117-1159
Closed Access | Times Cited: 30
Earnings and the Value of Voting Rights
Umit G. Gurun, Oğuzhan Karakaş
Financial Management (2025)
Closed Access
Market Returns and a Tale of Two Types of Attention
Zhi Da, Jian Hua, Tim Chih-Ching Hung, et al.
Management Science (2025)
Closed Access
Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?
Shai Levi, Xiao‐Jun Zhang
Management Science (2014) Vol. 61, Iss. 2, pp. 354-371
Closed Access | Times Cited: 33
Changes in Risk Factor Disclosures and the Variance Risk Premium
Matthew R. Lyle, Edward J. Riedl, Federico Siano
The Accounting Review (2023) Vol. 98, Iss. 6, pp. 327-352
Closed Access | Times Cited: 8
Losing is Optional: Retail Option Trading and Earnings Announcement Volatility
Tim de Silva, Kevin Smith, Eric C. So
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 14
The Effect of Reporting Streaks on Ex Ante Uncertainty
Thaddeus Neururer, G. Papadakis, Edward J. Riedl
Management Science (2019) Vol. 66, Iss. 8, pp. 3771-3787
Closed Access | Times Cited: 21
Asymmetric impact of earnings news on investor uncertainty
Zihang Peng, David Johnstone, Demetris Christodoulou
Journal of Business Finance & Accounting (2020) Vol. 47, Iss. 1-2, pp. 3-26
Open Access | Times Cited: 19
Valuation and Returns on Stock Return Volatility
Matthew R. Lyle
The Accounting Review (2024) Vol. 100, Iss. 2, pp. 299-328
Closed Access | Times Cited: 2
Recurring Firm Events and Predictable Returns: The Within-Firm Time Series
Samuel M. Hartzmark, David H. Solomon
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 499-517
Open Access | Times Cited: 20
When Crowds Aren't Wise: Biased Social Networks and its Price Impact
Edna Lopez Avila, Charles Martineau, Jordi Mondria
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
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