Open Access Helper

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:

Crowded Trades and Tail Risk
Gregory W. Brown, Philip Howard, Christian Lundblad
Review of Financial Studies (2021) Vol. 35, Iss. 7, pp. 3231-3271
Closed Access | Times Cited: 16

Showing 16 citing articles:

Speculators and time series momentum in commodity futures markets
Björn Uhl
Review of Financial Economics (2025)
Closed Access
Leveraged speculators and asset prices
Wenxi Jiang
Review of Finance (2023) Vol. 28, Iss. 3, pp. 769-804
Open Access | Times Cited: 7
Leveraged Speculators and Asset Prices
Wenxi Jiang
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 9
Trading in Crowded Markets
Anna A. Obizhaeva, Yajun Wang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 7
Expensive anomalies
Deniz Anginer, Sugata Ray, H. Nejat Seyhun, et al.
Journal of Empirical Finance (2023) Vol. 75, pp. 101440-101440
Closed Access | Times Cited: 2
Crowding and Liquidity Provision in Factor Investing
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 4
Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings
J Schroeder, Peter N. Posch
SSRN Electronic Journal (2024)
Closed Access
Crowded Spaces and Anomalies
Fabio Moneta, Ludwig B. Chincarini, Renato Lazo-Paz
(2024)
Closed Access
ESG risk and returns implied by demand-based asset pricing models
Chi Zhang, Xinyang Li, Andrea Tamoni, et al.
Journal of Asset Management (2024) Vol. 25, Iss. 3, pp. 203-221
Closed Access
Can Competition Increase Profits in Factor Investing?
Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
Management Science (2024)
Closed Access
Crowded Spaces and Anomalies
Renato Lazo-Paz, Fabio Moneta, Ludwig B. Chincarini
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Few-Shot Learning Patterns in Financial Time Series for Trend-Following Strategies
Kieran Wood, Samuel Kessler, Stephen Roberts, et al.
The Journal of Financial Data Science (2024) Vol. 6, Iss. 2, pp. 88-115
Open Access
Are Hedge Funds Exploiting Climate Concerns?
George O. Aragon, Yuxiang Jiang, Juha Joenväärä, et al.
SSRN Electronic Journal (2024)
Closed Access
Anticipatory Trading Against Distressed Mega Hedge Funds
Vikas Agarwal, George O. Aragon, Vikram K. Nanda, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Hedge Funds With(out) Edge
Eric Wilson
SSRN Electronic Journal (2023)
Closed Access
Alpha by Affiliation
Nimesh Patel, Harold D. Spilker, Jonathan Reuter
SSRN Electronic Journal (2020)
Closed Access
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