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:

Premium for heightened uncertainty: Explaining pre-announcement market returns
Grace Xing Hu, Jun Pan, Jiang Wang, et al.
Journal of Financial Economics (2021) Vol. 145, Iss. 3, pp. 909-936
Open Access | Times Cited: 76

Showing 26-50 of 76 citing articles:

Pre-Announcement Risk
Toomas Laarits
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6

Learning, Price Discovery, and Macroeconomic Announcements
Haozhe Han, Grace Xing Hu, Calvin Dun Jia
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2

Corporate Bonds Distress and FOMC Announcement Returns
Tommaso Baglioni, Ruy M. Ribeiro
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2

Volume Dynamics around FOMC Announcements
Xingyu Zhu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5

Announcements, Expectations, and Stock Returns with Asymmetric Information
Leyla Jianyu Han
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 4

The Lead-Lag Relation between VIX Futures and SPX Futures
Christine Bangsgaard, Thomas Kokholm
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3

Pre-Refunding Announcement Gains in US Treasurys
Chen Wang, Kevin Zhao
SSRN Electronic Journal (2024)
Open Access

Factor returns and FOMC announcements: The role of sentiment
George Dotsis, Carlo Rosa
The Quarterly Review of Economics and Finance (2024) Vol. 97, pp. 101853-101853
Open Access

Option pricing with dynamic conditional skewness
Fang Liang, Lingshan Du
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1154-1188
Closed Access

Conditional Demand for Lottery-Type Stocks: Information Spillovers and Asset Prices Comovement
Yu Zhang, Ran Tao, Konstantina Kappou, et al.
SSRN Electronic Journal (2024)
Closed Access

The Price of Firm-Level Information Uncertainty
Xi Wang, Chao Gao, Tianfu Wang
Finance research letters (2024) Vol. 67, pp. 105782-105782
Closed Access

Spillover effects of local credit risk: Evidence from bank funding costs
Haoyu Gao, Jinxuan Li, Yiling Ouyang
SSRN Electronic Journal (2024)
Closed Access

Disagreement and the Macro Announcement Day Returns *
Xiaowen Lei, Zhenzhen Fan
(2024)
Closed Access

High‐beta stock valuation around macroeconomic announcements
Jingjing Chen, George J. Jiang
Financial Review (2024) Vol. 60, Iss. 1, pp. 95-120
Closed Access

Taylor Rule Monetary Policy and Equity Market Risk Premia
Hui Guo, Saidat Sanni, Yan Yu
SSRN Electronic Journal (2024)
Closed Access

Pricing efficiency of European carbon futures market during the COVID-19 pandemic
Abhinava Tripathi, Charu Vadhava, Ravi Raushan Jha
Australian Journal of Management (2024)
Closed Access

Impact of Monetary Policy on Municipal Bond ETFs 
Narayanan Jayaraman, Suzanne S. Lee, Minho Wang
(2024)
Closed Access

Market Reaction to Demonstration Events
Dewi Setyawati, Wahyu Widarjo
Journal of Economics Finance and Management Studies (2023) Vol. 06, Iss. 01
Open Access | Times Cited: 1

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