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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:

Agnostic fundamental analysis works
Söhnke M. Bartram, Mark Grinblatt
Journal of Financial Economics (2017) Vol. 128, Iss. 1, pp. 125-147
Open Access | Times Cited: 94

Showing 1-25 of 94 citing articles:

Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs, Sebastian Müller
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 213-230
Closed Access | Times Cited: 194
Analyst recommendations and mispricing across the globe
Vitor Azevedo, Sebastian Müller
Journal of Banking & Finance (2024) Vol. 169, pp. 107296-107296
Open Access | Times Cited: 11
Global market inefficiencies
Söhnke M. Bartram, Mark Grinblatt
Journal of Financial Economics (2020) Vol. 139, Iss. 1, pp. 234-259
Open Access | Times Cited: 52
The fundamental-to-market ratio and the value premium decline
Andrei S. Gonçalves, Gregory K. Leonard
Journal of Financial Economics (2022) Vol. 147, Iss. 2, pp. 382-405
Closed Access | Times Cited: 27
Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets
Matthias X. Hanauer, Marina Kononova, Marc Steffen Rapp
Finance research letters (2022) Vol. 48, pp. 102856-102856
Open Access | Times Cited: 23
Relative Valuation with Machine Learning
Paul Geertsema, Helen Lu
Journal of Accounting Research (2022) Vol. 61, Iss. 1, pp. 329-376
Open Access | Times Cited: 23
The Impact of Financial Statement Integration in Machine Learning for Stock Price Prediction
Febrian Wahyu Christanto, Victor Gayuh Utomo, Rastri Prathivi, et al.
International Journal of Information Technology and Computer Science (2024) Vol. 16, Iss. 1, pp. 35-42
Open Access | Times Cited: 5
Fundamental Analysis via Machine Learning
Kai Cao, Haifeng You
Financial Analysts Journal (2024) Vol. 80, Iss. 2, pp. 74-98
Open Access | Times Cited: 5
Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns
Söhnke M. Bartram, Mark Grinblatt, Yoshio Nozawa
Journal of Financial and Quantitative Analysis (2024), pp. 1-49
Open Access | Times Cited: 4
A Quantum Leap in Asset Pricing: Explaining Anomalous Returns
James W. Kolari, Jianhua Z. Huang, Wei Liu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 10
Intrinsic Value, Transaction Price Movement, and Cointegration
William G. Hardin, Xiaoquan Jiang, Z.Y. Wu, et al.
Financial Management (2025)
Closed Access
Monetary Policy Predicts Currency Movements
Söhnke M. Bartram, Mark Grinblatt, Yan Xu
SSRN Electronic Journal (2025)
Closed Access
Emulating fundamental analysts: Analytical stage-based multi-agent framework enhanced with expert guidance and Preference-Anchored Likelihood Adjustment
Tao Xu, Zhe Piao, Toshiharu Mukai, et al.
Intelligent Systems with Applications (2025), pp. 200496-200496
Open Access
Agnostic Fundamental Analysis via Machine Learning
Zhen Hai Long, Bin Li
Accounting and Finance (2025)
Closed Access
Measure Mispricing with Price
Peng Li, Hanqiu Xu
(2025)
Closed Access
The value of growth: Changes in profitability and future stock returns
Bryan Lim, Juan M. Sotes-Paladino, George Jiaguo Wang, et al.
Journal of Banking & Finance (2023) Vol. 158, pp. 107036-107036
Open Access | Times Cited: 8
Geographic proximity and price efficiency: Evidence from high‐speed railway connections between firms and financial centers
Hao Gao, Yuanyu Qu, Tao Shen
Financial Management (2021) Vol. 51, Iss. 1, pp. 117-141
Closed Access | Times Cited: 19
Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective
Doron Avramov, Guy Kaplanski, Avanidhar Subrahmanyam
Management Science (2021) Vol. 68, Iss. 10, pp. 7658-7681
Closed Access | Times Cited: 18
When stock price crash risk meets fundamentals
Yongqiang Meng, Dehua Shen, Xiong Xiong
Research in International Business and Finance (2023) Vol. 65, pp. 101975-101975
Closed Access | Times Cited: 7
The world of anomalies: Smaller than we think?
Fabian Hollstein
Journal of International Money and Finance (2022) Vol. 129, pp. 102741-102741
Closed Access | Times Cited: 12
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Mi‐Hsiu Chiang, Hsin‐Yu Chiu, Yu‐Chin Hsu
Pacific-Basin Finance Journal (2024) Vol. 83, pp. 102268-102268
Closed Access | Times Cited: 2
Anomalies Across the Globe: Once Public, No Longer Existent?
Heiko Jacobs, Sebastian Müller
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 18
Numerical Studies of Channel Management Strategies for Nonstationary Immersion Environments: EURUSD Case Study
Alexander Azerovich Musaev, Andrey Makshanov, Dmitry Grigoriev
Mathematics (2022) Vol. 10, Iss. 9, pp. 1408-1408
Open Access | Times Cited: 10
RIM-based value premium and factor pricing using value-price divergence
Lin William Cong, Nathan Darden George, Guojun Wang
Journal of Banking & Finance (2023) Vol. 149, pp. 106812-106812
Closed Access | Times Cited: 6
Optimal Equity Valuation Using Multiples: The Number of Comparable Firms
Ian A. Cooper, Neophytos Lambertides
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 25
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