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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:

Carry
Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen, et al.
Journal of Financial Economics (2017) Vol. 127, Iss. 2, pp. 197-225
Open Access | Times Cited: 249

Showing 26-50 of 249 citing articles:

Integrating prediction in mean-variance portfolio optimization
Andrew Butler, Roy H. Kwon
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 429-452
Open Access | Times Cited: 14
Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets
Yonghwan Jo, Dain Jung
Journal of Derivatives and Quantitative Studies 선물연구 (2025)
Closed Access
Predicting Commodity Returns: Time Series vs. Cross Sectional Prediction Models
Timotheos Angelidis, Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of commodity markets (2025), pp. 100475-100475
Closed Access
The Tokenomics of Staking
Lin William Cong, Zhiheng He, Ke Tang
SSRN Electronic Journal (2025)
Closed Access
Understanding the Performance of Currency Basis‐Momentum
Minyou Fan, Xing Han, Ang Li, et al.
European Financial Management (2025)
Open Access
Factor based commodity investing
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 37
Time‐series momentum in China's commodity futures market
Hyuna Ham, Hoon Cho, Hyeongjun Kim, et al.
Journal of Futures Markets (2019) Vol. 39, Iss. 12, pp. 1515-1528
Closed Access | Times Cited: 35
AlphaPortfolio for Investment and Economically Interpretable AI
Lin William Cong, Ke Tang, Jingyuan Wang, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 34
Commodity Futures Characteristics and Asset Pricing Models
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras
Hiroaki Shirokawa, Kohei Yamaguchi, Takahiro Obata, et al.
Journal of Futures Markets (2025)
Closed Access
Speculators and time series momentum in commodity futures markets
Björn Uhl
Review of Financial Economics (2025)
Closed Access
Factor Premia and Factor Timing: A Century of Evidence
Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 30
Value Return Predictability across Asset Classes and Commonalities in Risk Premia
Fahiz Baba Yara, Martijn Boons, Andrea Tamoni
Review of Finance (2020) Vol. 25, Iss. 2, pp. 449-484
Open Access | Times Cited: 30
Which Factors for Corporate Bond Returns?
Thuy Duong Dang, Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2023) Vol. 13, Iss. 4, pp. 615-652
Closed Access | Times Cited: 9
Is it alpha or beta? Decomposing hedge fund returns when models are misspecified
David Ardia, Laurent Barras, Patrick Gagliardini, et al.
Journal of Financial Economics (2024) Vol. 154, pp. 103805-103805
Open Access | Times Cited: 3
A comprehensive appraisal of style-integration methods
Adrian Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre
Journal of Banking & Finance (2019) Vol. 105, pp. 134-150
Open Access | Times Cited: 29
Dissecting currency momentum
Shaojun Zhang
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 154-173
Closed Access | Times Cited: 22
What Do We Know About Corporate Bond Returns?
Jing‐Zhi Huang, Zhan Shi
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 363-399
Open Access | Times Cited: 22
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
Huaigang Long, Adam Zaremba, Wenyu Zhou, et al.
Journal of Financial Markets (2022) Vol. 61, pp. 100736-100736
Closed Access | Times Cited: 14
Staking, Token Pricing, and Crypto Carry
Lin William Cong, Zhiheng He, Ke Tang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 14
Climate Change Vulnerability and Currency Returns
Alexander Cheema-Fox, George Serafeim, Hui Wang
Financial Analysts Journal (2022) Vol. 78, Iss. 4, pp. 37-58
Closed Access | Times Cited: 14
Wisdom of crowds and commodity pricing
John Hua Fan, Sebastian Binnewies, Sanuri De Silva
Journal of Futures Markets (2023) Vol. 43, Iss. 8, pp. 1040-1068
Open Access | Times Cited: 8
Global Factor Premiums
Guido Baltussen, Laurens Swinkels, Pim van Vliet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 24
Curve momentum
Raphael Paschke, Marcel Prokopczuk, Chardin Wese Simen
Journal of Banking & Finance (2019) Vol. 113, pp. 105718-105718
Closed Access | Times Cited: 24
Hedging with an Edge: Parametric Currency Overlay
Pedro Barroso, Jurij‐Andrei Reichenecker, Marco J. Menichetti
Management Science (2021) Vol. 68, Iss. 1, pp. 669-689
Closed Access | Times Cited: 19

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