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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:

What explains the dynamics of 100 anomalies?
Heiko Jacobs
Journal of Banking & Finance (2015) Vol. 57, pp. 65-85
Closed Access | Times Cited: 161

Showing 1-25 of 161 citing articles:

Deep learning with long short-term memory networks for financial market predictions
Thomas Fischer, Christopher Krauß
European Journal of Operational Research (2017) Vol. 270, Iss. 2, pp. 654-669
Open Access | Times Cited: 1791
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
Christopher Krauß, Xuan Anh, Nicolas Huck
European Journal of Operational Research (2016) Vol. 259, Iss. 2, pp. 689-702
Closed Access | Times Cited: 488
Deep Learning with Gated Recurrent Unit Networks for Financial Sequence Predictions
Guizhu Shen, Qingping Tan, Haoyu Zhang, et al.
Procedia Computer Science (2018) Vol. 131, pp. 895-903
Open Access | Times Cited: 208
Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs, Sebastian Müller
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 213-230
Closed Access | Times Cited: 194
STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK
Christopher Krauß
Journal of Economic Surveys (2016) Vol. 31, Iss. 2, pp. 513-545
Closed Access | Times Cited: 173
Market maturity and mispricing
Heiko Jacobs
Journal of Financial Economics (2016) Vol. 122, Iss. 2, pp. 270-287
Closed Access | Times Cited: 144
Large data sets and machine learning: Applications to statistical arbitrage
Nicolas Huck
European Journal of Operational Research (2019) Vol. 278, Iss. 1, pp. 330-342
Closed Access | Times Cited: 96
Digesting anomalies in emerging European markets: A comparison of factor pricing models
Adam Zaremba, Anna Czapkiewicz
Emerging Markets Review (2016) Vol. 31, pp. 1-15
Closed Access | Times Cited: 93
Salience theory and the cross-section of stock returns: International and further evidence
Nusret Cakici, Adam Zaremba
Journal of Financial Economics (2021) Vol. 146, Iss. 2, pp. 689-725
Open Access | Times Cited: 67
High policy uncertainty and low implied market volatility: An academic puzzle?
Jędrzej Białkowski, Huong Dang, Xiaopeng Wei
Journal of Financial Economics (2021) Vol. 143, Iss. 3, pp. 1185-1208
Open Access | Times Cited: 59
Machine learning goes global: Cross-sectional return predictability in international stock markets
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Journal of Economic Dynamics and Control (2023) Vol. 155, pp. 104725-104725
Open Access | Times Cited: 22
Seasonality in the Cross-Section of Cryptocurrency Returns
Huaigang Long, Adam Zaremba, Ender Demir, et al.
Finance research letters (2020) Vol. 35, pp. 101566-101566
Open Access | Times Cited: 45
The battle of informational efficiency: Cryptocurrencies vs. classical assets
LEONARDO H. S. FERNANDES, José R.A. Figueirôa, Caleb M.F. Martins, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130427-130427
Closed Access
Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
Adam Zaremba
Journal of Behavioral and Experimental Finance (2016) Vol. 9, pp. 136-163
Closed Access | Times Cited: 41
The long-run reversal in the long run: Insights from two centuries of international equity returns
Adam Zaremba, Renatas Kizys, Muhammad Wajid Raza
Journal of Empirical Finance (2019) Vol. 55, pp. 177-199
Open Access | Times Cited: 36
Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Adam Zaremba, Mehmet Hüseyin Bilgin, Huaigang Long, et al.
International Review of Financial Analysis (2021) Vol. 78, pp. 101908-101908
Open Access | Times Cited: 31
Persistence of investor sentiment and market mispricing
Xiao Han, Nikolaos Sakkas, Jo Danbolt, et al.
Financial Review (2022) Vol. 57, Iss. 3, pp. 617-640
Open Access | Times Cited: 22
Beyond Fama-French Factors: Alpha from Short-Term Signals
David Blitz, Matthias X. Hanauer, Iman Honarvar, et al.
Financial Analysts Journal (2023) Vol. 79, Iss. 4, pp. 96-117
Closed Access | Times Cited: 11
Evolution of Investor Sentiment: A Systematic Literature Review and Bibliometric Analysis
Nhan Huynh, Lurion De Mello, Kai Li
International Review of Economics & Finance (2025), pp. 104115-104115
Open Access
Expected Skewness and Momentum
Heiko Jacobs, Tobias Regele, Martin Weber
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 35
Investor sentiment and stock market anomalies in Australia
Xinyue Zhang, Emawtee Bissoondoyal‐Bheenick, Angel Zhong
International Review of Economics & Finance (2023) Vol. 86, pp. 284-303
Open Access | Times Cited: 10
Factor Timing with Portfolio Characteristics
Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte, et al.
The Review of Asset Pricing Studies (2023) Vol. 14, Iss. 1, pp. 84-118
Open Access | Times Cited: 9
Cryptocurrency anomalies and economic constraints
Christian Fieberg, Gerrit Liedtke, Adam Zaremba
International Review of Financial Analysis (2024) Vol. 94, pp. 103218-103218
Closed Access | Times Cited: 3
Tail risk and expected stock returns around the world
Huaigang Long, Yanjian Zhu, Lifang Chen, et al.
Pacific-Basin Finance Journal (2019) Vol. 56, pp. 162-178
Closed Access | Times Cited: 28
Media tone and expected stock returns
Sha Liu, Jingguang Han
International Review of Financial Analysis (2020) Vol. 70, pp. 101522-101522
Closed Access | Times Cited: 27
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