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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:

Asset pricing in production economies with extrapolative expectations
David Hirshleifer, Jun Li, Jianfeng Yu
Journal of Monetary Economics (2015) Vol. 76, pp. 87-106
Open Access | Times Cited: 189

Showing 1-25 of 189 citing articles:

Manager sentiment and stock returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, et al.
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 126-149
Closed Access | Times Cited: 552
Diagnostic Expectations and Credit Cycles
Pedro Bordalo, Nicola Gennaioli, Andrei Shleifer
The Journal of Finance (2017) Vol. 73, Iss. 1, pp. 199-227
Open Access | Times Cited: 517
Natural Expectations and Macroeconomic Fluctuations
Andreas Fuster, David Laibson, Brock Mendel
The Journal of Economic Perspectives (2010) Vol. 24, Iss. 4, pp. 67-84
Open Access | Times Cited: 298
Expectations and Investment
Nicola Gennaioli, Yueran Ma, Andrei Shleifer
NBER Macroeconomics Annual (2016) Vol. 30, Iss. 1, pp. 379-431
Open Access | Times Cited: 273
Stock Price Booms and Expected Capital Gains
Klaus Adam, Albert Marcet, Johannes Beutel
American Economic Review (2017) Vol. 107, Iss. 8, pp. 2352-2408
Open Access | Times Cited: 212
Social Transmission Bias and Investor Behavior
Bing Han, David Hirshleifer, Johan Waldén
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 1, pp. 390-412
Open Access | Times Cited: 169
Extrapolative beliefs in the cross-section: What can we learn from the crowds?
Zhi Da, Xing Huang, Lawrence J. Jin
Journal of Financial Economics (2020) Vol. 140, Iss. 1, pp. 175-196
Open Access | Times Cited: 139
Asset Pricing with Fading Memory
Stefan Nagel, Zhengyang Xu
Review of Financial Studies (2021) Vol. 35, Iss. 5, pp. 2190-2245
Open Access | Times Cited: 132
Overreaction in Expectations: Evidence and Theory
Hassan Afrouzi, Spencer Yongwook Kwon, Augustin Landier, et al.
The Quarterly Journal of Economics (2023) Vol. 138, Iss. 3, pp. 1713-1764
Closed Access | Times Cited: 80
A Macro-Finance Model with Sentiment
Peter Maxted
The Review of Economic Studies (2023) Vol. 91, Iss. 1, pp. 438-475
Closed Access | Times Cited: 67
Measuring Investor Sentiment
Guofu Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 239-259
Closed Access | Times Cited: 161
Psychology-Based Models of Asset Prices and Trading Volume
Nicholas Barberis
Handbook of behavioral economics (2018), pp. 79-175
Closed Access | Times Cited: 155
Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
Stefano Cassella, Huseyin Gulen
Review of Financial Studies (2018) Vol. 31, Iss. 11, pp. 4345-4397
Closed Access | Times Cited: 116
Tail Risk Concerns Everywhere
George Gao, Xiaomeng Lu, Zhaogang Song
Management Science (2018) Vol. 65, Iss. 7, pp. 3111-3130
Closed Access | Times Cited: 89
Asset pricing with return extrapolation
Lawrence J. Jin, Pengfei Sui
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 273-295
Open Access | Times Cited: 77
(Almost) 200 Years of News-Based Economic Sentiment
Jules van Binsbergen, Svetlana Bryzgalova, Mayukh Mukhopadhyay, et al.
(2024)
Open Access | Times Cited: 10
Which Subjective Expectations Explain Asset Prices?
Ricardo De la O, Sean Myers
Review of Financial Studies (2024) Vol. 37, Iss. 6, pp. 1929-1978
Closed Access | Times Cited: 10
Insensitive Investors
Constantin Charles, Cary Frydman, Mete Kilic
The Journal of Finance (2024) Vol. 79, Iss. 4, pp. 2473-2503
Closed Access | Times Cited: 8
Confidence Risk and Asset Prices
Ravi Bansal, Ivan Shaliastovich
American Economic Review (2010) Vol. 100, Iss. 2, pp. 537-541
Open Access | Times Cited: 87
Excess Volatility: Beyond Discount Rates*
Stefano Giglio, Bryan Kelly
The Quarterly Journal of Economics (2017) Vol. 133, Iss. 1, pp. 71-127
Closed Access | Times Cited: 84
Asset Pricing with Fading Memory
Stefan Nagel, Zhengyang Xu
(2019)
Open Access | Times Cited: 68
Long‐Run Risk: Is It There?
YUKUN LIU, Ben Matthies
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1587-1633
Closed Access | Times Cited: 36
Valuation Fundamentals
Paul H. Décaire, John R. Graham
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 6
Long-Run Risk Is the Worst-Case Scenario
Rhys Bidder, Ian Dew-Becker
American Economic Review (2016) Vol. 106, Iss. 9, pp. 2494-2527
Open Access | Times Cited: 55
Diagnostic bubbles
Pedro Bordalo, Nicola Gennaioli, Spencer Yongwook Kwon, et al.
Journal of Financial Economics (2020) Vol. 141, Iss. 3, pp. 1060-1077
Closed Access | Times Cited: 49
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