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:

Salience theory in price and trading volume: Evidence from China
Kaisi Sun, Hui Wang, Yifeng Zhu
Journal of Empirical Finance (2022) Vol. 70, pp. 38-61
Closed Access | Times Cited: 20

Showing 20 citing articles:

Retail and Institutional Investor Trading Behaviors: Evidence from China
Lin Tan, Xiaoyan Zhang, Xinran Zhang
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 459-483
Closed Access | Times Cited: 8

Cracking the Code: Bayesian Evaluation of Millions of Factor Models in China
Yan Qian, Jinzhe Wang, WU Li-xia, et al.
SSRN Electronic Journal (2025)
Closed Access

A Comparison of Factor Models in China
Jinzhe Wang, Yifeng Zhu
Journal of Empirical Finance (2024) Vol. 79, pp. 101548-101548
Closed Access | Times Cited: 1

Volume Versus Returns: Reevaluating the Predictive Power of Salience Theory in the Cryptocurrency Market
Shaokai Ding, Bin Mo, He Nie
SSRN Electronic Journal (2024)
Closed Access

The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares
Manqing Zhang, Yao Ma, Baochen Yang, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102319-102319
Closed Access

Expected return, volume, and mispricing: Evidence from China
Xin Chen, Daniel Chai, Jin Zhang
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102390-102390
Open Access

Option trading volume and the cross-section of option returns
Jianglei Yuan, Dehong Liu, Carl R. Chen, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102229-102229
Closed Access

Trading on trends: How the ordering of historical volume predicts Chinese stock returns?
Y Li
International Review of Financial Analysis (2024) Vol. 95, pp. 103518-103518
Closed Access

Left-tail momentum and right-tail reversal: does trading attenuate or exacerbate the anomaly?
Mingmao Deng, Zhiyuan Wang, Xiaoyuan Wan
Applied Economics Letters (2024), pp. 1-5
Closed Access

Salience, psychological anchors, and stock return predictability
Mei‐Chen Lin
Pacific-Basin Finance Journal (2024), pp. 102543-102543
Closed Access

Fundamental Salience and Analyst Forecast Bias
Jiayi Li
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1

Retail and Institutional Investor Trading Behaviors: Evidence from China
Lin Tan, Xiaoyan Zhang, Xin-Ran Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1

Salience and Short-term Momentum and Reversals
Yili Chen, Huaixin Wang, Jianfeng Yu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1

Alternative Lottery Measure and Cross-Sectional Returns
Jia Bi, Yifeng Zhu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1

Salience Theory and Stock Returns: The Role of Reference-Dependent Preferences
Jihoon Goh, SukJoon Byun, Donghoon Kim
(2023)
Closed Access

A Comparison of Factor Models in China
Jinzhe Wang, Yifeng Zhu
SSRN Electronic Journal (2023)
Closed Access

Salient Memories and Risk-Return Trade-offs
Jiayi Li
SSRN Electronic Journal (2023)
Closed Access

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