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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:

Shared analyst coverage: Unifying momentum spillover effects
Usman Ali, David Hirshleifer
Journal of Financial Economics (2019) Vol. 136, Iss. 3, pp. 649-675
Closed Access | Times Cited: 190

Showing 26-50 of 190 citing articles:

Speed Matters: Limited Attention and Supply Chain Information Diffusion
Ling Cen, Michael G. Hertzel, Christoph Schiller
Management Science (2025)
Closed Access
Media Co-mention Structure, Attention Efficiency, and Cross-firm Predictability: A Tale of Two News-implied Linkages
Shuyi Ge, Shaoran Li, Hanyu Zheng
(2025)
Closed Access
Global Business Networks
Christian Breitung, Sebastian Mueller
Journal of Financial Economics (2025) Vol. 166, pp. 104007-104007
Open Access
ComNC: A unified framework for trends prediction integrating node and concept effects
S. Y. Xiao, Qing Li, Xiaoyue Gong, et al.
Neurocomputing (2025), pp. 129721-129721
Closed Access
Spillover effect of peer earnings quality on systematic risk of Brazilian companies
Vanessa Rodrigues dos Santos Cardoso, Rodrigo de Souza Gonçalves, Paulo Vitor Souza de Souza, et al.
Revista Contabilidade & Finanças (2025) Vol. 36, Iss. 97
Open Access
Efeito spillover da qualidade do lucro de pares no risco sistemático das empresas brasileiras
Vanessa Rodrigues dos Santos Cardoso, Rodrigo de Souza Gonçalves, Paulo Vitor Souza de Souza, et al.
Revista Contabilidade & Finanças (2025) Vol. 36, Iss. 97
Open Access
The leaders' shadow: Excessive information spillover in the Chinese stock market
Jiaxin Duan, Lei Lu, Yixin Wei, et al.
Accounting and Finance (2025)
Open Access
Information transfers from peer firms’ analyst revisions
Li Chen, Phil Shane, Xiaohua Wu, et al.
Meditari Accountancy Research (2025)
Closed Access
Unraveling asset pricing with AI: A systematic literature review
Yan Chen, Lin Zhang, Zhilong Xie, et al.
Applied Soft Computing (2025), pp. 112978-112978
Closed Access
Cross-industry knowledge spillovers through shared analyst coverage: Evidence from green technologies
Yali He, Tianqi Jiang, Yuanlu Suo, et al.
Pacific-Basin Finance Journal (2025), pp. 102771-102771
Closed Access
Harnessing Firm Similarities with Graph Neural Networks for Superior Stock Predictions
Tein Baaijens, Çiçek Güven, Gonzalo Nápoles
Studies in computational intelligence (2025), pp. 220-232
Closed Access
Attentive Market Timing
Yifei Mao, Hong Xiang, Meng Zhang
SSRN Electronic Journal (2025)
Closed Access
Common Investor Relations Representation
David Volant
Journal of Accounting Research (2025)
Open Access
From Econometrics to Machine Learning: Transforming Empirical Asset Pricing
Chuan Shi
(2025)
Closed Access
Intercity mentioning: Stock posts, city network, and firms
Dayong Dong, Danling Jiang, Y. Y. Peng, et al.
Journal of Corporate Finance (2025), pp. 102803-102803
Closed Access
Common Analysts: Method for Defining Peer Firms
Markku Kaustia, Ville Rantala
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 5, pp. 1505-1536
Closed Access | Times Cited: 32
Where Does the Predictability from Sorting on Returns of Economically Linked Firms Come From?
Aaron Burt, Christopher M. Hrdlicka
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 8, pp. 2634-2658
Closed Access | Times Cited: 30
Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?
Tobias Wiest
Financial markets and portfolio management (2022) Vol. 37, Iss. 1, pp. 95-114
Open Access | Times Cited: 18
Gradual information diffusion across commonly owned firms
Jie Ying
Journal of Financial Economics (2024) Vol. 156, pp. 103852-103852
Closed Access | Times Cited: 3
Competition Links and Stock Returns
Assaf Eisdorfer, Kenneth Froot, Gideon Ozik, et al.
Review of Financial Studies (2021) Vol. 35, Iss. 9, pp. 4300-4340
Closed Access | Times Cited: 23
Disseminating information across connected firms — Analyst site visits can help
Zhengyu Cao, Rundong Wang, Xinrong Xiao, et al.
Journal of Empirical Finance (2023) Vol. 72, pp. 510-531
Closed Access | Times Cited: 9
Cross-stock momentum and factor momentum
Jingda Yan, Jialin Yu
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103716-103716
Closed Access | Times Cited: 9
Information Complementarities and the Dynamics of Transparency Shock Spillovers
Shantanu Banerjee, Sudipto Dasgupta, Rui Shi, et al.
Journal of Accounting Research (2023) Vol. 62, Iss. 1, pp. 55-99
Open Access | Times Cited: 8
A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives
Jun Wang, Wenjin Zhao, Fu-Sheng Tsai, et al.
Applied Soft Computing (2023) Vol. 146, pp. 110548-110548
Closed Access | Times Cited: 8
Chairman Narcissism and Social Responsibility Choices: The Moderating Role of Analyst Coverage
Qingzhu Gao, Liangmou Gao, Dengjie Long, et al.
Behavioral Sciences (2023) Vol. 13, Iss. 3, pp. 245-245
Open Access | Times Cited: 7

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