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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:

A review of the Post-Earnings-Announcement Drift
Josef Fink
Journal of Behavioral and Experimental Finance (2020) Vol. 29, pp. 100446-100446
Open Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

Behavioral finance impacts on US stock market volatility: an analysis of market anomalies
Isik Akin, Meryem Akın
Behavioural Public Policy (2024), pp. 1-25
Open Access | Times Cited: 9
Limited attention and financial decision-making
Alexander Nekrasov, Siew Hong Teoh, Shijia Wu
Edward Elgar Publishing eBooks (2023), pp. 17-35
Open Access | Times Cited: 15
Mental Models of the Stock Market
Peter Andre, Philipp Schirmer, Johannes Wohlfart
SSRN Electronic Journal (2023)
Open Access | Times Cited: 15
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements
Jeremy Goh, Lisa Yang
Journal of Behavioral Finance (2025), pp. 1-19
Closed Access
Pricing anomalies in a general equilibrium model with biased learning
A. Antico, Giulio Bottazzi, Daniele Giachini
Journal of Behavioral and Experimental Finance (2025), pp. 101027-101027
Closed Access
Warp speed price moves: Jumps after earnings announcements
Kim Christensen, Allan Timmermann, Bezirgen Veliyev
Journal of Financial Economics (2025) Vol. 167, pp. 104010-104010
Closed Access
Multifractal Predictive Modeling of Post-Earnings Announcement Drift
N. E. Nwanze, Rares-Mihail Neagu, Asser Nasser Moustafa
2022 IEEE 12th Annual Computing and Communication Workshop and Conference (CCWC) (2025), pp. 00281-00285
Closed Access
Got milk? The effect of export price shocks on exchange rates
Hillary Stein
Journal of International Economics (2025), pp. 104080-104080
Closed Access
Post-Earnings-Announcement Drift Prediction: Leveraging Postevent Investor Responses with Multitask Learning
Yu Zhu, Xiao Liu, Olivia R. Liu Sheng
Information Systems Research (2025)
Closed Access
Nexus between the anchoring effect and management earnings forecasts: An investigation of the listed firms in the US stock market
Ahmed Bouteska, Taimur Sharif, Mohammad Zoynul Abedin
Journal of Contemporary Accounting & Economics (2025), pp. 100472-100472
Closed Access
PEAD.txt: Post-Earnings-Announcement Drift Using Text
Vitaly Meursault, Pierre Jinghong Liang, Bryan Routledge, et al.
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 6, pp. 2299-2326
Open Access | Times Cited: 18
Can sticky portfolios explain international capital flows and asset prices?
Philippe Bacchetta, Margaret Davenport, Eric van Wincoop
Journal of International Economics (2022) Vol. 136, pp. 103583-103583
Open Access | Times Cited: 14
Double Machine Learning: Explaining the Post-Earnings Announcement Drift
Jacob H. Hansen, Mathias V. Siggaard
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 3, pp. 1003-1030
Closed Access | Times Cited: 8
Audit report lag and the cost of equity capital
Md. Borhan Uddin Bhuiyan, Yimei Man, David H. Lont
Journal of Capital Markets Studies (2024)
Open Access | Times Cited: 2
Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
Philippe Bacchetta, Margaret Davenport, Eric van Wincoop
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 15


International Journal of Business Society (2022) Vol. 6, Iss. 6
Open Access | Times Cited: 11
Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange
Calvin E. Wright, Steve Swidler
Research in International Business and Finance (2022) Vol. 64, pp. 101804-101804
Closed Access | Times Cited: 10
Money supply, opinion dispersion, and stock prices
Shinichi Hirota
Journal of Economic Behavior & Organization (2023) Vol. 212, pp. 1286-1310
Open Access | Times Cited: 6
Investor Limited Attention, Opinion Divergence, and Post-earnings-announcement Drift: Evidence from China
Hao Shu, Weiqiang Tan
Emerging Markets Finance and Trade (2022) Vol. 58, Iss. 14, pp. 3985-4000
Closed Access | Times Cited: 8
Institutional ownership and analysts’ earnings forecasts
Liu Wen-jun, A.B. Chen
Finance research letters (2024) Vol. 61, pp. 104987-104987
Closed Access | Times Cited: 1
Overnight Post-Earnings Announcement Drift and SEC Form 8-K Disclosures
Kam Fong Chan, Terry A. Marsh
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy
Qiujun Lan, Kelvin Y. Xie, Xianhua Mi, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103460-103460
Closed Access | Times Cited: 1
Businessperson or Technologist: Stock Market Reaction to the Alignment between CIO Background and Firm Strategy
Rajiv D. Banker, Cecilia Feng, Paul A. Pavlou
Journal of Management Information Systems (2022) Vol. 39, Iss. 4, pp. 1006-1036
Closed Access | Times Cited: 7
FOMC Announcement Event Risk
Michael Johannes, Andreas Kaeck, Norman Seeger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Stealing the show: The negative effects of media coverage on peers’ stock liquidity
Jingjing Xia
Finance research letters (2023) Vol. 59, pp. 104691-104691
Closed Access | Times Cited: 3
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