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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:

Estimating latent asset-pricing factors
Martin Lettau, Markus Pelger
Journal of Econometrics (2020) Vol. 218, Iss. 1, pp. 1-31
Closed Access | Times Cited: 140

Showing 1-25 of 140 citing articles:

Scaled PCA: A New Approach to Dimension Reduction
Dashan Huang, Fuwei Jiang, Kunpeng Li, et al.
Management Science (2021) Vol. 68, Iss. 3, pp. 1678-1695
Open Access | Times Cited: 163
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
Doron Avramov, Si Cheng, Lior Metzker
Management Science (2022) Vol. 69, Iss. 5, pp. 2587-2619
Closed Access | Times Cited: 108
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
Deep Learning in Characteristics-Sorted Factor Models
Guanhao Feng, Jingyu He, Nicholas G. Polson, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-36
Open Access | Times Cited: 48
Approximate factor models with weaker loadings
Jushan Bai, Serena Ng
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1893-1916
Open Access | Times Cited: 41
Arbitrage Portfolios
Soohun Kim, Robert A. Korajczyk, Andreas Neuhierl
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2813-2856
Closed Access | Times Cited: 70
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
Missing Financial Data
Svetlana Bryzgalova, Sven Lerner, Martin Lettau, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 43
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
Machine Learning Versus Economic Restrictions: Evidence from Stock Return Predictability
Doron Avramov, Si Cheng, Lior Metzker
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 60
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
(2021)
Open Access | Times Cited: 51
Currency Risk Premiums Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 356-408
Open Access | Times Cited: 21
Are bond returns predictable with real-time macro data?
Dashan Huang, Fuwei Jiang, Kunpeng Li, et al.
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105438-105438
Open Access | Times Cited: 16
Carbon price prediction based on a scaled PCA approach
Xiaolu Wei, Ouyang Hongbing
PLoS ONE (2024) Vol. 19, Iss. 1, pp. e0296105-e0296105
Open Access | Times Cited: 6
Factors that Fit the Time Series and Cross-Section of Stock Returns
Martin Lettau, Markus Pelger
(2018)
Open Access | Times Cited: 47
State-Varying Factor Models of Large Dimensions
Markus Pelger, Ruoxuan Xiong
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1315-1333
Open Access | Times Cited: 39
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
Estimation of Sparsity-Induced Weak Factor Models
Yoshimasa Uematsu, Takashi Yamagata
Journal of Business and Economic Statistics (2021) Vol. 41, Iss. 1, pp. 213-227
Open Access | Times Cited: 35
Markowitz Portfolio Construction at Seventy
Stephen Boyd, Kasper Johansson, Ronald N. Kahn, et al.
The Journal of Portfolio Management (2024) Vol. 50, Iss. 8, pp. 117-160
Open Access | Times Cited: 5
Measurement of factor strength: Theory and practice
N. T. J. Bailey, George Kapetanios, M. Hashem Pesaran
Journal of Applied Econometrics (2021) Vol. 36, Iss. 5, pp. 587-613
Open Access | Times Cited: 32
Deep Learning Statistical Arbitrage
Jorge Guijarro-Ordóñez, Markus Pelger, Greg Zanotti
SSRN Electronic Journal (2021)
Open Access | Times Cited: 30
A survey of AI in finance
Yi Cao, Jia Zhai
Journal of Chinese Economic and Business Studies (2022) Vol. 20, Iss. 2, pp. 125-137
Open Access | Times Cited: 21
Test for Change in Error Variance of Multiple Time Series
Elfred John C. Abacan, Joseph Ryan G. Lansangan, Erniel B. Barrios
SAGE Open (2025) Vol. 15, Iss. 1
Open Access
On the Statistical Properties of Tests of Parameter Restrictions in Beta-pricing Models With a Large Number of Assets
Amedeo Andriollo, Cesare Robotti, Giulio Rossetti
(2025)
Closed Access
In the shadows of opacity: Firm information quality and latent factor model performance
Chuyu Wang, Guanglong Zhang
International Review of Financial Analysis (2025), pp. 103970-103970
Closed Access
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