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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:

Brokers and Order Flow Leakage: Evidence from Fire Sales
Andrea Barbon, Marco Di Maggio, Francesco A. Franzoni, et al.
The Journal of Finance (2019) Vol. 74, Iss. 6, pp. 2707-2749
Open Access | Times Cited: 71

Showing 1-25 of 71 citing articles:

Back-Running: Seeking and Hiding Fundamental Information in Order Flows*
Liyan Yang, Haoxiang Zhu
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1484-1533
Closed Access | Times Cited: 167
The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach
Imran Yousaf, Linh Pham, John W. Goodell
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101694-101694
Closed Access | Times Cited: 79
Generating synthetic data in finance
Samuel Assefa, Danial Dervovic, Mahmoud Mahfouz, et al.
(2020), pp. 1-8
Open Access | Times Cited: 115
The relevance of broker networks for information diffusion in the stock market
Marco Di Maggio, Francesco A. Franzoni, Amir Kermani, et al.
Journal of Financial Economics (2019) Vol. 134, Iss. 2, pp. 419-446
Open Access | Times Cited: 98
Do real estate agents have information advantages in housing markets?
Sumit Agarwal, Jia He, Tien Foo Sing, et al.
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 715-735
Open Access | Times Cited: 65
Bank-Intermediated Arbitrage
Nina Boyarchenko, Thomas M. Eisenbach, Pooja Gupta, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 61
YOLO trading: Riding with the herd during the GameStop episode
Štefan Lyócsa, Eduard Baumöhl, Tomáš Výrost
Finance research letters (2021) Vol. 46, pp. 102359-102359
Open Access | Times Cited: 55
Machine learning methods in finance: Recent applications and prospects
Daniel Hoang, Kevin Wiegratz
European Financial Management (2022) Vol. 29, Iss. 5, pp. 1657-1701
Open Access | Times Cited: 35
Siphoned apart: A portfolio perspective on order flow segmentation
Markus Baldauf, Joshua Mollner, Bart Zhou Yueshen
Journal of Financial Economics (2024) Vol. 154, pp. 103807-103807
Open Access | Times Cited: 8
The value of intermediation in the stock market
Marco Di Maggio, Mark Egan, Francesco A. Franzoni
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 208-233
Closed Access | Times Cited: 39
What Constrains Liquidity Provision? Evidence from Institutional Trades*
Efe Çötelioğlu, Francesco A. Franzoni, Alberto Plazzi
Review of Finance (2020) Vol. 25, Iss. 2, pp. 485-517
Open Access | Times Cited: 36
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets
Péter Kondor, Gábor Pintér
The Journal of Finance (2021) Vol. 77, Iss. 1, pp. 505-544
Open Access | Times Cited: 30
The Information in Asset Fire Sales
Sheng Huang, Matthew C. Ringgenberg, Zhe Zhang
Management Science (2022) Vol. 69, Iss. 9, pp. 5066-5086
Open Access | Times Cited: 22
The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers
Robert H. Battalio, Brian Hatch, Mehmet Sağlam
Management Science (2023) Vol. 70, Iss. 6, pp. 3597-3618
Closed Access | Times Cited: 11
Dealers, Information and Liquidity Provision in Safe Assets
Robert Czech, Win Monroe
SSRN Electronic Journal (2025)
Closed Access
Brokers and Informed Traders: Dealing with Toxic Flow and Extracting Trading Signals
Álvaro Cartea, Leandro Sánchez-Betancourt
SIAM Journal on Financial Mathematics (2025) Vol. 16, Iss. 2, pp. 243-270
Closed Access
Relative performance evaluation for dynamic contracts in a large competitive market
Jinhui Han, Guiyuan Ma, Sheung Chi Phillip Yam
European Journal of Operational Research (2022) Vol. 302, Iss. 2, pp. 768-780
Closed Access | Times Cited: 15
Informed Options Trading Before Corporate Events
Patrick Augustin, Marti G. Subrahmanyam
Annual Review of Financial Economics (2020) Vol. 12, Iss. 1, pp. 327-355
Open Access | Times Cited: 22
Customers as Friendly Shareholders: Uncovering the Complex Mutual Fund-Broker Relationship
Nitish Kumar, Yuehua Tang, Kelsey D. Wei
Management Science (2023) Vol. 70, Iss. 4, pp. 2568-2589
Closed Access | Times Cited: 7
Strategic trading as a response to short sellers
Marco Di Maggio, Francesco A. Franzoni, Massimo Massa, et al.
Journal of Financial Markets (2024) Vol. 69, pp. 100911-100911
Closed Access | Times Cited: 2
Analysis and modeling of client order flow in limit order markets
Rama Cont, Mihai Cucuringu, Vacslav Glukhov, et al.
Quantitative Finance (2023) Vol. 23, Iss. 2, pp. 187-205
Open Access | Times Cited: 6
What is Forensic Finance?
John M. Griffin, Samuel Kruger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Brokers and Informed Traders: dealing with toxic flow and extracting trading signals
Álvaro Cartea, Leandro Sánchez-Betancourt
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 9
Is There Investment Value in the Soft-Dollar Arrangement? Evidence from Mutual Funds
Sinan Gokkaya, Xi Liu, Veronika Krepely Pool, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 8, pp. 3122-3162
Closed Access | Times Cited: 5
The Other Insiders: Personal Trading by Brokers, Analysts, and Fund Managers
Henk Berkman, Paul D. Koch, P. Joakim Westerholm
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 3, pp. 481-522
Closed Access | Times Cited: 5
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