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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:

. . . and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Heqing Zhu
(2014)
Open Access | Times Cited: 149

Showing 26-50 of 149 citing articles:

A Characteristic Model for Asset Pricing
Stephen H. Penman, Francesco Reggiani, Scott A. Richardson, et al.
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 30
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
SSRN Electronic Journal (2011)
Open Access | Times Cited: 29
Asset-pricing anomalies at the firm level
Scott Cederburg, Michael S. O’Doherty
Journal of Econometrics (2014) Vol. 186, Iss. 1, pp. 113-128
Closed Access | Times Cited: 28
Sparse Signals in the Cross-Section of Returns
Alexander Chinco, Adam Clark-Joseph, Mao Ye
(2017)
Open Access | Times Cited: 28
Shrinking the Cross Section
Serhiy Kozak, Stefan Nagel, Shrihari Santosh
(2017)
Open Access | Times Cited: 26
Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment
Leonid Kogan, Mary Tian
SSRN Electronic Journal (2012)
Open Access | Times Cited: 26
Econometric Analysis of Multivariate Realised QML: Efficient Positive Semi-Definite Estimators of the Covariation of Equity Prices
Neil Shephard, Dacheng Xiu
SSRN Electronic Journal (2012)
Open Access | Times Cited: 25
Anomalies Abroad: Beyond Data Mining
Xiaomeng Lu, Robert F. Stambaugh, Yu Yuan
(2017)
Open Access | Times Cited: 24
Assessing asset pricing models using revealed preference
Jonathan Berk, Jules H. van Binsbergen
Journal of Financial Economics (2015) Vol. 119, Iss. 1, pp. 1-23
Closed Access | Times Cited: 24
Fact, Fiction, and Value Investing
Clifford S. Asness, Andrea Frazzini, Ronen Israel, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 23
What Explains the Dynamics of 100 Anomalies?
Heiko Jacobs
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 21
Evaluating Trading Strategies
Campbell R. Harvey, Yan Liu
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 20
The History of the Cross Section of Stock Returns
Juhani T. Linnainmaa, Michael J. Roberts
(2016)
Open Access | Times Cited: 19
Market Efficiency in the Age of Big Data
Ian Martin, Stefan Nagel
(2019)
Open Access | Times Cited: 19
Effects of Core Resource and Competence Characteristics of Sharing Economy Business on Shared Value, Distinctive Competitive Advantage, and Behavior Intention
Youn Kue Na, Sungmin Kang
Sustainability (2018) Vol. 10, Iss. 10, pp. 3416-3416
Open Access | Times Cited: 17
Size Matters, If You Control Your Junk
Clifford S. Asness, Andrea Frazzini, Ronen Israel, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 16
The Market's Assessment of the Probability of Meeting or Beating the Consensus
Guang Ma, Stanimir Markov
Contemporary Accounting Research (2016) Vol. 34, Iss. 1, pp. 314-342
Closed Access | Times Cited: 15
Recent Developments in Factor Models and Applications in Econometric Learning
Jianqing Fan, Kunpeng Li, Yuan Liao
Annual Review of Financial Economics (2021) Vol. 13, Iss. 1, pp. 401-430
Open Access | Times Cited: 14
Backtesting
Campbell R. Harvey, Yan Liu
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 16
Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets
Tihana Škrinjarić
International Journal of Financial Studies (2019) Vol. 7, Iss. 1, pp. 7-7
Open Access | Times Cited: 15
A Protocol for Factor Identification
Kuntara Pukthuanthong, Richard Roll
SSRN Electronic Journal (2014)
Open Access | Times Cited: 12
Comparing Asset Pricing Models
Dimitrios Nteventzis
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Is It Ethical to Teach That Beta and CAPM Explain Something?
Pablo Fernández
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 12
Do investors price industry risk? Evidence from the cross-section of the oil industry
Sofía B. Ramos, Abderrahim Taamouti, Helena Veiga, et al.
The Journal of Energy Markets (2017)
Open Access | Times Cited: 11
Does Academic Research Destroy Stock Return Predictability?
R. David McLean, Jeffrey Pontiff
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 11

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