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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:

Volatility Forecasting Using Financial Statement Information
Suhas A. Sridharan
The Accounting Review (2015) Vol. 90, Iss. 5, pp. 2079-2106
Closed Access | Times Cited: 39

Showing 1-25 of 39 citing articles:

A theory of risk disclosure
Mirko Stanislav Heinle, Kevin Smith
Review of Accounting Studies (2017) Vol. 22, Iss. 4, pp. 1459-1491
Closed Access | Times Cited: 119
Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements
Rebecca N. Hann, Hee‐Dong Kim, Yue Zheng
Review of Accounting Studies (2019) Vol. 24, Iss. 3, pp. 927-971
Closed Access | Times Cited: 58
The effects of conference call tones on market perceptions of value uncertainty
Paul Borochin, James Cicon, R. Jared DeLisle, et al.
Journal of Financial Markets (2018) Vol. 40, pp. 75-91
Closed Access | Times Cited: 52
Tests of investor learning models using earnings innovations and implied volatilities
Thaddeus Neururer, G. Papadakis, Edward J. Riedl
Review of Accounting Studies (2016) Vol. 21, Iss. 2, pp. 400-437
Closed Access | Times Cited: 50
Measuring Risk Information
Kevin Smith, Eric C. So
Journal of Accounting Research (2021) Vol. 60, Iss. 2, pp. 375-426
Closed Access | Times Cited: 30
Hedging on the Hill: Does Political Hedging Reduce Firm Risk?
Dane M. Christensen, Hengda Jin, Suhas A. Sridharan, et al.
Management Science (2021) Vol. 68, Iss. 6, pp. 4356-4379
Open Access | Times Cited: 29
Risk information, investor learning, and informational feedback
Kevin Smith
Review of Accounting Studies (2022) Vol. 29, Iss. 1, pp. 237-275
Open Access | Times Cited: 16
Changes in Risk Factor Disclosures and the Variance Risk Premium
Matthew R. Lyle, Edward J. Riedl, Federico Siano
The Accounting Review (2023) Vol. 98, Iss. 6, pp. 327-352
Closed Access | Times Cited: 8
Discovering the drivers of stock market volatility in a data-rich world
Dohyun Chun, Hoon Cho, Doojin Ryu
Journal of International Financial Markets Institutions and Money (2022) Vol. 82, pp. 101684-101684
Closed Access | Times Cited: 14
Relating Product Prices to Long‐Run Marginal Cost: Evidence from Solar Photovoltaic Modules
Stefan Reichelstein, Anshuman Sahoo
Contemporary Accounting Research (2017) Vol. 35, Iss. 3, pp. 1464-1498
Closed Access | Times Cited: 22
The Higher Moments of Future Earnings
Woo‐Jin Chang, Steven J. Monahan, Amine Ouazad, et al.
The Accounting Review (2020) Vol. 96, Iss. 1, pp. 91-116
Closed Access | Times Cited: 20
Analyzing Firm Reports for Volatility Prediction: A Knowledge-Driven Text-Embedding Approach
Yi Yang, Kunpeng Zhang, Yangyang Fan
INFORMS journal on computing (2021) Vol. 34, Iss. 1, pp. 522-540
Open Access | Times Cited: 17
Valuation and Returns on Stock Return Volatility
Matthew R. Lyle
The Accounting Review (2024) Vol. 100, Iss. 2, pp. 299-328
Closed Access | Times Cited: 2
Fundamental Analysis and Option Returns
Theodore H. Goodman, Monica Neamtiu, Frank Zhang
Journal of Accounting Auditing & Finance (2017) Vol. 33, Iss. 1, pp. 72-97
Closed Access | Times Cited: 11
Valuation Uncertainty
Andrey Golubov, Theodosia Konstantinidi
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 9
Changes in Risk Factor Disclosures and the Variance Risk Premium
Matthew R. Lyle, Eddie Riedl, Federico Siano
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
A Theory of Risk Disclosure
Mirko Stanislav Heinle, Kevin Smith
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 7
Accounting quality, information risk and the term structure of implied volatility around earnings announcements
Seraina C. Anagnostopoulou, Andrianos Ε. Tsekrekos
Research in International Business and Finance (2017) Vol. 41, pp. 445-460
Closed Access | Times Cited: 7
The value relevance of Other Comprehensive Income: Extensive evidence from Europe
Murad Harasheh, F Doni, Maria Vittoria Franceschelli, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 3835-3851
Open Access | Times Cited: 7
Management forecasts of volatility
Atif Ellahie, Xiaoxia Peng
Review of Accounting Studies (2021) Vol. 26, Iss. 2, pp. 620-655
Open Access | Times Cited: 7
Inconsistent Signals, Earnings Announcements, and Market Uncertainty
Wen He, Andrew B. Jackson, Kevin Liang
Abacus (2019) Vol. 55, Iss. 2, pp. 411-435
Open Access | Times Cited: 6
Options trading strategy based on ARIMA forecasting
Pierre Rostan, Alexandra Rostan, Mohammad Nurunnabi
PSU Research Review (2020) Vol. 4, Iss. 2, pp. 111-127
Open Access | Times Cited: 6
Firm Fundamentals and Variance Risk Premiums
Matthew R. Lyle
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 5
A novel profit-based validity index approach for feature selection in credit risk prediction
Meng Pang, Zhe Li
AIMS Mathematics (2023) Vol. 9, Iss. 1, pp. 974-997
Open Access | Times Cited: 2
Risk Disclosure, Liquidity, and Investment Efficiency
Kevin Smith
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
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