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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:

A diagnostic criterion for approximate factor structure
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
Journal of Econometrics (2019) Vol. 212, Iss. 2, pp. 503-521
Open Access | Times Cited: 71

Showing 1-25 of 71 citing articles:

Taming the Factor Zoo: A Test of New Factors
Guanhao Feng, Stefano Giglio, Dacheng Xiu
The Journal of Finance (2020) Vol. 75, Iss. 3, pp. 1327-1370
Closed Access | Times Cited: 527
Asset Pricing with Omitted Factors
Stefano Giglio, Dacheng Xiu
Journal of Political Economy (2021) Vol. 129, Iss. 7, pp. 1947-1990
Closed Access | Times Cited: 276
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures
Lucia Alessi, Elisa Ossola, Roberto Panzica
Journal of Financial Stability (2021) Vol. 54, pp. 100869-100869
Open Access | Times Cited: 149
Factor Models, Machine Learning, and Asset Pricing
Stefano Giglio, Bryan Kelly, Dacheng Xiu
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 337-368
Closed Access | Times Cited: 96
Factors and risk premia in individual international stock returns
Ines Chaieb, Hugues Langlois, Olivier Scaillet
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 669-692
Open Access | Times Cited: 67
Large dimensional latent factor modeling with missing observations and applications to causal inference
Ruoxuan Xiong, Markus Pelger
Journal of Econometrics (2022) Vol. 233, Iss. 1, pp. 271-301
Open Access | Times Cited: 46
Panel data in environmental economics: Econometric issues and applications to IPAT models
Tobias Eibinger, Beate Deixelberger, Hans Manner
Journal of Environmental Economics and Management (2024) Vol. 125, pp. 102941-102941
Open Access | Times Cited: 14
Material ESG Alpha: A Fundamentals-Based Perspective
Byung Hyun Ahn, Panos N. Patatoukas, George Skiadopoulos
The Accounting Review (2024) Vol. 99, Iss. 4, pp. 1-27
Open Access | Times Cited: 13
Reaching for Yield and the Cross Section of Bond Returns
Qianwen Chen, Jaewon Choi
Management Science (2024) Vol. 70, Iss. 8, pp. 5226-5245
Closed Access | Times Cited: 12
Rank regularized estimation of approximate factor models
Jushan Bai, Serena Ng
Journal of Econometrics (2019) Vol. 212, Iss. 1, pp. 78-96
Open Access | Times Cited: 64
Testing Beta-Pricing Models Using Large Cross-Sections
Valentina Raponi, Cesare Robotti, Paolo Zaffaroni
Review of Financial Studies (2019) Vol. 33, Iss. 6, pp. 2796-2842
Open Access | Times Cited: 55
Bridging factor and sparse models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
The Annals of Statistics (2023) Vol. 51, Iss. 4
Open Access | Times Cited: 17
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure
Stanislav Anatolyev, Anna Mikusheva
Journal of Econometrics (2021) Vol. 229, Iss. 1, pp. 103-126
Open Access | Times Cited: 37
Quantifying the Impact of Impact Investing
Andrew W. Lo, Ruixun Zhang
Management Science (2023) Vol. 70, Iss. 10, pp. 7161-7186
Closed Access | Times Cited: 14
When do investors go green? Evidence from a time-varying asset-pricing model
Lucia Alessi, Elisa Ossola, Roberto Panzica
International Review of Financial Analysis (2023) Vol. 90, pp. 102898-102898
Open Access | Times Cited: 13
Increasing the Share of Renewable Energy Sources (RESs) in the Specific Portfolio by Using the Taxation Mechanism: Study at the Level of EU States
Bogdan Fîrţescu, Ionel Bostan, Maria Grosu, et al.
Economic Analysis and Policy (2025)
Closed Access
Financial integration in the EU28 equity markets: Measures and drivers
M. Nardo, Elisa Ossola, Ευαγγελία Θωμάς Παπαναγιώτου
Journal of Financial Markets (2021) Vol. 57, pp. 100633-100633
Open Access | Times Cited: 31
Factor Models for Conditional Asset Pricing
Paolo Zaffaroni
Journal of Political Economy (2025)
Closed Access
Factor models with local factors — Determining the number of relevant factors
Simon Freyaldenhoven
Journal of Econometrics (2021) Vol. 229, Iss. 1, pp. 80-102
Open Access | Times Cited: 26
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
What contributes more to BRI economic growth, renewable or non-renewable energy consumption: A third generation panel data analysis
Kashif Ali, Yuanying Chi, Xufeng Zhang, et al.
Environmental Science and Pollution Research (2024) Vol. 31, Iss. 14, pp. 22102-22118
Closed Access | Times Cited: 3
Estimation of large dimensional conditional factor models in finance
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
Handbook of econometrics (2020), pp. 219-282
Open Access | Times Cited: 27
Eigenvalue Tests for the Number of Latent Factors in Short Panels
Alain-Philippe Fortin, Patrick Gagliardini, Olivier Scaillet
Journal of Financial Econometrics (2023)
Open Access | Times Cited: 8
Common Factors in Equity Option Returns
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 27
Latent Factor Analysis in Short Panels
Alain-Philippe Fortin, Patrick Gagliardini, Olivier Scaillet
SSRN Electronic Journal (2023)
Open Access | Times Cited: 7
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