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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:

Investor Attention and Stock Market Volatility
Daniel Andrei, Michael Hasler
Review of Financial Studies (2014) Vol. 28, Iss. 1, pp. 33-72
Closed Access | Times Cited: 438

Showing 51-75 of 438 citing articles:

The impact of COVID-19 pandemic on abnormal returns of insurance firms: a cross-country evidence
Umar Farooq, Adeel Nasir, Boubellouta Bilal, et al.
Applied Economics (2021) Vol. 53, Iss. 31, pp. 3658-3678
Closed Access | Times Cited: 45
Ambiguity about volatility and investor behavior
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 277-296
Closed Access | Times Cited: 43
When does attention matter? The effect of investor attention on stock market volatility around news releases
Daniele Ballinari, Francesco Audrino, Fabio Sigrist
International Review of Financial Analysis (2022) Vol. 82, pp. 102185-102185
Open Access | Times Cited: 36
Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis
John W. Goodell, Satish Kumar, Xiao Li, et al.
International Review of Economics & Finance (2022) Vol. 82, pp. 511-529
Closed Access | Times Cited: 33
Measuring news media sentiment using big data for Chinese stock markets
Shulin Shen, Le Xia, Yulin Shuai, et al.
Pacific-Basin Finance Journal (2022) Vol. 74, pp. 101810-101810
Closed Access | Times Cited: 31
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
Stephanos Papadamou, Athanasios Fassas, Dimitris Kenourgios, et al.
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00317-e00317
Open Access | Times Cited: 20
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Yisu Huang, Feng Ma, Elie Bouri, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102656-102656
Closed Access | Times Cited: 19
The Effect of Gambling Preference on Stock Volatility: From the Evidence of Looser Price Limits Regulation
H. Liang, Shibo Liu, Xinyu Zhan, et al.
Emerging Markets Finance and Trade (2024) Vol. 60, Iss. 10, pp. 2174-2189
Closed Access | Times Cited: 7
The Ostrich in Us: Selective Attention to Financial Accounts, Income, Spending, and Liquidity
Arna Olafsson, Michaela Pagel
(2017)
Open Access | Times Cited: 56
Entrepreneurial ecosystem, entrepreneurial rate and innovation: the moderating role of internet attention
Yan Yan, Jiancheng Guan
International Entrepreneurship and Management Journal (2018) Vol. 15, Iss. 2, pp. 625-650
Closed Access | Times Cited: 54
Behavioral mediators of financial decision making – a state-of-art literature review
Rupali Misra Nigam, Sumita Srivastava, D.K. Banwet
Review of Behavioral Finance (2018) Vol. 10, Iss. 1, pp. 2-41
Closed Access | Times Cited: 54
Portfolio Rebalancing and Asset Pricing with Heterogeneous Inattention
Omar Rachedi
SSRN Electronic Journal (2017)
Open Access | Times Cited: 51
EXPECTATIONS-BASED REFERENCE-DEPENDENT PREFERENCES AND ASSET PRICING
Michaela Pagel
Journal of the European Economic Association (2015) Vol. 14, Iss. 2, pp. 468-514
Open Access | Times Cited: 50
Risk premium spillovers among stock markets: Evidence from higher-order moments
Marinela Adriana Finta, Sofiane Aboura
Journal of Financial Markets (2020) Vol. 49, pp. 100533-100533
Open Access | Times Cited: 47
Does investor attention increase stock market volatility during the COVID-19 pandemic?
Hua Wang, Liao Xu, Susan Sunila Sharma
Pacific-Basin Finance Journal (2021) Vol. 69, pp. 101638-101638
Open Access | Times Cited: 39
Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework
Yuanyuan Liu, Zibo Niu, Muhammad Tahir Suleman, et al.
Energy (2021) Vol. 238, pp. 121779-121779
Closed Access | Times Cited: 33
Corporate misconduct, media coverage, and stock returns
Hee-Eun Kim, Hoje Jo, Tae-Wook Ahn, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102381-102381
Closed Access | Times Cited: 26
The role of investor attention in global asset price variation during the invasion of Ukraine
Martina Halousková, Daniel Stašek, Matúš Horváth
Finance research letters (2022) Vol. 50, pp. 103292-103292
Closed Access | Times Cited: 25
Search and Predictability of Prices in the Housing Market
Stig V. Møller, Thomas Pedersen, Erik Christian Montes Schütte, et al.
Management Science (2023) Vol. 70, Iss. 1, pp. 415-438
Closed Access | Times Cited: 16
Active attention, retail investor base, and stock returns
Zhongdong Chen, Karen Ann Craig
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100820-100820
Closed Access | Times Cited: 15
Multi-source data driven cryptocurrency price movement prediction and portfolio optimization
Zhongbao Zhou, Zhengyang Song, Helu Xiao, et al.
Expert Systems with Applications (2023) Vol. 219, pp. 119600-119600
Closed Access | Times Cited: 14
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment
Yue Li, John W. Goodell, Dehua Shen
Finance research letters (2023) Vol. 58, pp. 104290-104290
Closed Access | Times Cited: 14
Information demand and stock return predictability
Dimitris K. Chronopoulos, Fotios I. Papadimitriou, Nikolaos Vlastakis
Journal of International Money and Finance (2017) Vol. 80, pp. 59-74
Open Access | Times Cited: 43
Institutional investor inattention and stock price crash risk
Cheng Xiang, Fengwen Chen, Qian Wang
Finance research letters (2019) Vol. 33, pp. 101184-101184
Closed Access | Times Cited: 42
Asymmetric attention and volatility asymmetry
Michał Dzieliński, Marc Oliver Rieger, Tõnn Talpsepp
Journal of Empirical Finance (2017) Vol. 45, pp. 59-67
Open Access | Times Cited: 40

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