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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:

The MAX effect: An exploration of risk and mispricing explanations
Angel Zhong, Philip Gray
Journal of Banking & Finance (2016) Vol. 65, pp. 76-90
Closed Access | Times Cited: 77

Showing 26-50 of 77 citing articles:

Network centrality, information diffusion and asset pricing
Miao Yu, Xiaolu Hu, Angel Zhong
International Review of Financial Analysis (2024) Vol. 93, pp. 103223-103223
Open Access | Times Cited: 1
International evidence on global economic uncertainty and cross‐sectional stock returns
Xiaoyue Chen, Bin Li, Andrew C. Worthington, et al.
International Review of Finance (2024) Vol. 24, Iss. 3, pp. 493-534
Closed Access | Times Cited: 1
Firm-level productivity and stock return: New evidence from China
Ning Tang, Mengyao Gao, Yixun Zhou, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103557-103557
Closed Access | Times Cited: 1
Economic uncertainty and Australian stock returns
Xiaoyue Chen, Bin Li, Andrew C. Worthington
Accounting and Finance (2021) Vol. 62, Iss. 3, pp. 3441-3474
Closed Access | Times Cited: 9
Firms' profit instability and the cross-section of stock returns: Evidence from China
Libo Yin, Ya Wei, Liyan Han
Research in International Business and Finance (2020) Vol. 53, pp. 101203-101203
Closed Access | Times Cited: 9
Are idiosyncratic risk and extreme positive return priced in the Indian equity market?
Syed Riaz Mahmood Ali, Mohammad Nurul Hasan, Ralf Östermark
International Review of Economics & Finance (2020) Vol. 70, pp. 530-545
Open Access | Times Cited: 9
Directors' and Officers' liability insurance and cross section of expected stock returns: A mispricing explanation
Xuan‐Qi Su
Pacific-Basin Finance Journal (2023) Vol. 77, pp. 101938-101938
Closed Access | Times Cited: 3
Volume shocks and stock returns: An alternative test
Angel Zhong, Daniel Chai, Bob T. Li, et al.
Pacific-Basin Finance Journal (2018) Vol. 48, pp. 1-16
Closed Access | Times Cited: 8
Extreme returns and the idiosyncratic volatility puzzle: African evidence
Ji Wu, Eze Peter Chimezie, Gilbert V. Nartea, et al.
Applied Economics (2019) Vol. 51, Iss. 58, pp. 6264-6279
Closed Access | Times Cited: 8
Predictability of Extreme Returns in the Turkish Stock Market
Syed Riaz Mahmood Ali, Shaker Ahmed, Mohammad Nurul Hasan, et al.
Emerging Markets Finance and Trade (2019) Vol. 57, Iss. 2, pp. 482-494
Open Access | Times Cited: 7
The profitability effect: Insight from a dynamic perspective
Libo Yin, Zhichen Yang
International Review of Financial Analysis (2022) Vol. 80, pp. 102059-102059
Closed Access | Times Cited: 5
Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market
Syed Riaz Mahmood Ali, Shaker Ahmed, Ralf Östermark
The Quarterly Review of Economics and Finance (2019) Vol. 76, pp. 260-269
Open Access | Times Cited: 6
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk
Shima Amini, Robert Hudson, Andrew Urquhart, et al.
European Journal of Finance (2021) Vol. 27, Iss. 13, pp. 1326-1349
Open Access | Times Cited: 6
The beta anomaly in the Australian stock market and the lottery demand
Reza Bradrania, Jose Francisco Veron
Pacific-Basin Finance Journal (2022) Vol. 77, pp. 101903-101903
Closed Access | Times Cited: 4
CEO overconfidence, lottery preference and the cross-section of stock returns
Jing Lu, Keng‐Yu Ho, Po‐Hsin Ho, et al.
Finance research letters (2023) Vol. 54, pp. 103749-103749
Closed Access | Times Cited: 2
Institutional trading in stock market anomalies in Australia
Angel Zhong
Accounting and Finance (2021) Vol. 62, Iss. 1, pp. 893-930
Closed Access | Times Cited: 5
Positive IVOL-MAX effect: A study on the Singapore Stock Market
Syed Riaz Mahmood Ali, M. Arifur Rahman, Mohammad Nurul Hasan, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101245-101245
Open Access | Times Cited: 4
Past Stock Returns and the MAX Effect
Surya Chelikani, Osman KILIÇ, Xuewu Wang
Journal of Behavioral Finance (2021) Vol. 23, Iss. 3, pp. 338-352
Closed Access | Times Cited: 4
Can microstructure noise explain the MAX effect?
Xindong Zhang, Lixu Xie, Yue Zhai, et al.
Finance research letters (2018) Vol. 26, pp. 185-191
Closed Access | Times Cited: 3
Comovement in Anomalies between the Australian and US Equity Markets*
Mardy Chiah, Philip Gharghori, Angel Zhong
International Review of Finance (2018) Vol. 20, Iss. 4, pp. 1005-1017
Closed Access | Times Cited: 3
Investing in lottery-like stocks in India
Udayan Sharma, Madhumita Chakraborty
Studies in Economics and Finance (2019) Vol. 38, Iss. 3, pp. 640-658
Closed Access | Times Cited: 3
Investor propensity to speculate and price delay in emerging markets
Chin-Wen Hsin, Shu-Cing Peng
International Review of Financial Analysis (2023) Vol. 86, pp. 102557-102557
Closed Access | Times Cited: 1
Time-varying MAX preference: Evidence from revenue announcements
Mei‐Chen Lin
Pacific-Basin Finance Journal (2023) Vol. 80, pp. 102078-102078
Closed Access | Times Cited: 1
Lottery demand, lottery factor, and anomalies
Turan G. Bali, Quan Wen
Review of Financial Economics (2023) Vol. 41, Iss. 4, pp. 392-407
Closed Access | Times Cited: 1
Lottery Demand, Weather and the Cross-Section of Stock Returns
Reza Bradrania, Ya Gao
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1

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