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:

Macroeconomic Attention and Announcement Risk Premia
Adlai J. Fisher, Charles Martineau, Jinfei Sheng
Review of Financial Studies (2022) Vol. 35, Iss. 11, pp. 5057-5093
Closed Access | Times Cited: 83

Showing 1-25 of 83 citing articles:

More is better? The impact of predictor choice on the INE oil futures volatility forecasting
Tong Fu, Dasen Huang, Lingbing Feng, et al.
Energy Economics (2024) Vol. 134, pp. 107540-107540
Closed Access | Times Cited: 21

Asset Pricing in the Information Age: Employee Expectations and Stock Returns
Jinfei Sheng
The Review of Asset Pricing Studies (2025) Vol. 15, Iss. 1, pp. 74-101
Closed Access | Times Cited: 2

Macro news and micro news: Complements or substitutes?
David Hirshleifer, Jinfei Sheng
Journal of Financial Economics (2021) Vol. 145, Iss. 3, pp. 1006-1024
Open Access | Times Cited: 71

Macroeconomic attention and stock market return predictability
Feng Ma, Xinjie Lu, Jia Liu, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101603-101603
Closed Access | Times Cited: 51

Economic policy uncertainty, investor attention and post-earnings announcement drift
Xiuli Du, Zhu Ao, Yiwei Chai, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102615-102615
Closed Access | Times Cited: 15

Attention is all you need: An interpretable transformer-based asset allocation approach
Tian Ma, Wanwan Wang, Yu Chen
International Review of Financial Analysis (2023) Vol. 90, pp. 102876-102876
Closed Access | Times Cited: 15

Leveling Up Your Green Mojo: The Benefits of Beneficent Investment
Xiting Wu, Jiaxing You, Xiaoyun Yu, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 5

Asset Pricing in the Information Age: Employee Expectations and Stock Returns
Jinfei Sheng
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 41

Forecasting US GDP growth rates in a rich environment of macroeconomic data
Fei Lü, Qing Zeng, Elie Bouri, et al.
International Review of Economics & Finance (2024) Vol. 95, pp. 103476-103476
Closed Access | Times Cited: 4

Resurrecting the Downside Risk Premium -a Geographic Perspective
Frank Weikai Li, Zilong Niu
SSRN Electronic Journal (2025)
Closed Access

FOMC news and segmented markets
Benjamin Golez, Peter Kelly, Ben Matthies
Journal of Accounting and Economics (2025), pp. 101767-101767
Open Access

Main Street’s Pain, Wall Street’s gain
Nancy R. Xu, Yang You
Journal of Financial Economics (2025) Vol. 168, pp. 104037-104037
Closed Access

The causal effect of limited attention to FOMC announcements
Paul Marmora
Journal of Economic Behavior & Organization (2025) Vol. 234, pp. 106999-106999
Closed Access

Macro News, Micro News, and Stock Prices
David Hirshleifer, Jinfei Sheng
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 35

It is not just What you say, but How you say it: Why tonality matters in central bank communication
Chen Gu, Denghui Chen, Raluca Stan, et al.
Journal of Empirical Finance (2022) Vol. 68, pp. 216-231
Closed Access | Times Cited: 15

Inflation and Attention: Evidence from the Market Reaction to Macro Announcements
Niklas Kroner
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 9

Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan, et al.
Journal of Financial Stability (2023) Vol. 65, pp. 101118-101118
Open Access | Times Cited: 8

Less is more? New evidence from stock market volatility predictability
Fei Lü, Feng Ma, Qiang Guo
International Review of Financial Analysis (2023) Vol. 89, pp. 102819-102819
Closed Access | Times Cited: 8

Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Fei Lü, Feng Ma, Shiyang Hu
Energy Economics (2023) Vol. 129, pp. 107268-107268
Closed Access | Times Cited: 8

Public and Private Information in Quotes and Trades
James Brugler, Terrence Hendershott
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 2

Global mispricing matters
Fuwei Jiang, Hongkui Liu, Guohao Tang, et al.
Journal of International Money and Finance (2024) Vol. 147, pp. 103136-103136
Closed Access | Times Cited: 2

Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China
Rui Guo, Dun Jia, Xi Sun
Review of Finance (2022) Vol. 27, Iss. 3, pp. 1077-1118
Open Access | Times Cited: 10

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

Macroeconomic attention and oil futures volatility prediction
Shan Liu, Ziwei Li
Finance research letters (2023) Vol. 57, pp. 104167-104167
Closed Access | Times Cited: 6

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