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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:

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

Showing 1-25 of 37 citing articles:

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
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
(2021)
Open Access | Times Cited: 51
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
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
Factor Models for Conditional Asset Pricing
Paolo Zaffaroni
Journal of Political Economy (2025)
Closed Access
Risk premiums from temperature trends
Richard Paul Gregory
International Review of Economics & Finance (2024) Vol. 91, pp. 505-525
Closed Access | Times Cited: 3
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
The Journal of Finance (2024)
Closed Access | Times Cited: 3
Inference in Sparsity-Induced Weak Factor Models
Yoshimasa Uematsu, Takashi Yamagata
Journal of Business and Economic Statistics (2021) Vol. 41, Iss. 1, pp. 126-139
Open Access | Times Cited: 23
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
M. Hashem Pesaran, Ron Smith
SSRN Electronic Journal (2023)
Open Access | Times Cited: 5
Mining the factor zoo: Estimation of latent factor models with sufficient proxies
Runzhe Wan, Yingying Li, Wenbin Lu, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 2, pp. 105386-105386
Open Access | Times Cited: 4
Testing for Weak Factors in Asset Pricing
Soohun Kim, Valentina Raponi, Paolo Zaffaroni
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Instability of Factor Strength in Asset Returns*
Daniele Massacci
Journal of Business and Economic Statistics (2024), pp. 1-30
Closed Access | Times Cited: 1
A conditional linear combination test with many weak instruments
Dennis Lim, Wenjie Wang, Yichong Zhang
Journal of Econometrics (2023) Vol. 238, Iss. 2, pp. 105602-105602
Open Access | Times Cited: 3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li Yu-ning, Jia Chen, Oliver Linton
Journal of Econometrics (2023), pp. 105382-105382
Open Access | Times Cited: 2
Dissecting Anomalies in Conditional Asset Pricing
Valentina Raponi, Paolo Zaffaroni
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
Xu Cheng, Winston Wei Dou, Zhipeng Liao
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 4
Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
SSRN Electronic Journal (2024)
Closed Access
A simple test of misspecification for linear asset pricing models
Antoine Giannetti
Financial markets and portfolio management (2024) Vol. 38, Iss. 3, pp. 305-330
Closed Access
Synthetic instruments in DiD designs with unmeasured confounding
Jaume Vives-i-Bastida, Ahmet Gulek
SSRN Electronic Journal (2024)
Closed Access
Identification robust inference for the risk premium in term structure models
Frank Kleibergen, Lingwei Kong
Journal of Econometrics (2024), pp. 105728-105728
Open Access
The Role of Political Uncertainty in Climate-Related Disaster Impacts on Financial Markets
Richard Paul Gregory
Journal of risk and financial management (2024) Vol. 17, Iss. 7, pp. 273-273
Open Access
Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
M. Hashem Pesaran, Ron Smith
Journal of Financial Econometrics (2024)
Open Access
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Marie‐Claude Beaulieu, Jean–Marie Dufour, Lynda Khalaf, et al.
Journal of Econometrics (2023) Vol. 236, Iss. 1, pp. 105464-105464
Closed Access | Times Cited: 1
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
Xu Cheng, Winston Wei Dou, Zhipeng Liao
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
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