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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:

Shared analyst coverage: Unifying momentum spillover effects
Usman Ali, David Hirshleifer
Journal of Financial Economics (2019) Vol. 136, Iss. 3, pp. 649-675
Closed Access | Times Cited: 190

Showing 1-25 of 190 citing articles:

Geographic Lead-Lag Effects
Christopher A. Parsons, Riccardo Sabbatucci, Sheridan Titman
Review of Financial Studies (2019) Vol. 33, Iss. 10, pp. 4721-4770
Closed Access | Times Cited: 146
Peer effect in green credit induced green innovation: An empirical study from China's Green Credit Guidelines
Xiujie Tan, Yaxue Yan, Yuyang Dong
Resources Policy (2022) Vol. 76, pp. 102619-102619
Closed Access | Times Cited: 123
Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks
Rui Cheng, Qing Li
Proceedings of the AAAI Conference on Artificial Intelligence (2021) Vol. 35, Iss. 1, pp. 55-62
Open Access | Times Cited: 62
Combining intra-risk and contagion risk for enterprise bankruptcy prediction using graph neural networks
Shaopeng Wei, Jia Lv, Yu Guo, et al.
Information Sciences (2024) Vol. 659, pp. 120081-120081
Open Access | Times Cited: 11
Production complementarity and information transmission across industries
Charles M.C. Lee, Terrence Tianshuo Shi, Stephen Teng Sun, et al.
Journal of Financial Economics (2024) Vol. 155, pp. 103812-103812
Closed Access | Times Cited: 10
Stock trend prediction based on dynamic hypergraph spatio-temporal network
Sihao Liao, Liang Xie, Yuanchuang Du, et al.
Applied Soft Computing (2024) Vol. 154, pp. 111329-111329
Closed Access | Times Cited: 9
Digitalization, Spillover and Environmental, Social, and Governance Performance: Evidence From China
Jiafeng Gu
The Journal of Environment & Development (2024) Vol. 33, Iss. 2, pp. 286-311
Closed Access | Times Cited: 8
Psychological barrier and cross-firm return predictability
Shiyang Huang, Tse‐Chun Lin, Hong Xiang
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 338-356
Closed Access | Times Cited: 43
Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks
Yu Zhao, Huaming Du, Ying Liu, et al.
IEEE Transactions on Knowledge and Data Engineering (2022), pp. 1-12
Open Access | Times Cited: 33
Essential tensor learning for multimodal information-driven stock movement prediction
Jun Wang, Yexun Hu, Tai-Xiang Jiang, et al.
Knowledge-Based Systems (2023) Vol. 262, pp. 110262-110262
Closed Access | Times Cited: 21
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
Chao Zhang, Xingyue Pu, Mihai Cucuringu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
Peer effects of environmental regulation on sulfur dioxide emission intensity: Empirical evidence from China
Qiong Shen, Yuxi Pan, Rui Wu, et al.
Energy & Environment (2023)
Closed Access | Times Cited: 17
Institutional site visits and corporate innovation: The role of analyst coverage
Shiqi Weng, Rong Zhao, Li Yu
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102354-102354
Closed Access | Times Cited: 6
Social learning and analyst behavior
Alok Kumar, Ville Rantala, Rosy Xu
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 434-461
Open Access | Times Cited: 39
Anomalies in the China A-share market
Maarten Jansen, Laurens Swinkels, Weili Zhou
Pacific-Basin Finance Journal (2021) Vol. 68, pp. 101607-101607
Open Access | Times Cited: 39
When attention is away, analysts misplay: distraction and analyst forecast performance
Thomas Bourveau, Alexandre Garel, Peter R. Joos, et al.
Review of Accounting Studies (2022) Vol. 29, Iss. 1, pp. 916-958
Closed Access | Times Cited: 25
The benefits of transaction-level data: The case of NielsenIQ scanner data
Ilia D. Dichev, Jingyi Qian
Journal of Accounting and Economics (2022) Vol. 74, Iss. 1, pp. 101495-101495
Closed Access | Times Cited: 24
Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy
Juan Ni, Shuchang Jin, Yi Hu, et al.
International Review of Financial Analysis (2023) Vol. 87, pp. 102575-102575
Closed Access | Times Cited: 16
A frog in every pan: Information discreteness and the lead-lag returns puzzle
Shiyang Huang, Charles M.C. Lee, Yang Song, et al.
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 83-102
Closed Access | Times Cited: 31
Beyond Fama-French Factors: Alpha from Short-Term Signals
David Blitz, Matthias X. Hanauer, Iman Honarvar, et al.
Financial Analysts Journal (2023) Vol. 79, Iss. 4, pp. 96-117
Closed Access | Times Cited: 11
Analyst Coverage and Corporate ESG Performance
Chunying Zhang, Xiaohui Wu
Sustainability (2023) Vol. 15, Iss. 17, pp. 12763-12763
Open Access | Times Cited: 11
Relative Performance Evaluation and Peer Firms’ Analyst Following
Xiaohua Wu, Yuyu Zhang, Elisabeth Sinnewe
(2025)
Closed Access
How Much of Cross-Stock Momentum Reflects Underreaction? 
Jiacui Li, Jingda Yan
(2025)
Closed Access
The Spillover Effect of Natural Disaster on Analyst Forecast Inaccuracy: Evidence from Shared Analyst Coverage
Xiaoqi Chen, Agnes Cheng, Liangliang Jiang, et al.
The British Accounting Review (2025), pp. 101577-101577
Closed Access
Analysts’ ESG attention and stock pricing efficiency: evidence from machine learning and text analysis
Changchun Tan, Kangkang Yin, Huaqing Wu, et al.
Journal of Accounting Literature (2025)
Closed Access
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