Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Anomalies and False Rejections
Tarun Chordia, Amit Goyal, Alessio Saretto
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 2134-2179
Closed Access | Times Cited: 122

Showing 1-25 of 122 citing articles:

Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 190
Market efficiency in the age of big data
Ian Martin, Stefan Nagel
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 154-177
Open Access | Times Cited: 103
Reusing Natural Experiments
Davidson Heath, Matthew C. Ringgenberg, Mehrdad Samadi, et al.
The Journal of Finance (2023) Vol. 78, Iss. 4, pp. 2329-2364
Closed Access | Times Cited: 84
Nonstandard Errors
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, et al.
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2339-2390
Open Access | Times Cited: 33
False (and Missed) Discoveries in Financial Economics
Campbell R. Harvey, Yan Liu
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2503-2553
Open Access | Times Cited: 85
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan T. Kelly, Lasse Heje Pedersen
SSRN Electronic Journal (2021)
Open Access | Times Cited: 84
Thousands of Alpha Tests
Stefano Giglio, Yuan Liao, Dacheng Xiu
Review of Financial Studies (2020) Vol. 34, Iss. 7, pp. 3456-3496
Closed Access | Times Cited: 77
Methodological Variation in Empirical Corporate Finance
Todd Mitton
Review of Financial Studies (2021) Vol. 35, Iss. 2, pp. 527-575
Closed Access | Times Cited: 63
Global factor premiums
Guido Baltussen, Laurens Swinkels, Pim van Vliet
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1128-1154
Open Access | Times Cited: 56
Replicating and Digesting Anomalies in the Chinese A-Share Market
Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu, et al.
Management Science (2023) Vol. 70, Iss. 8, pp. 5066-5090
Closed Access | Times Cited: 23
New Methods for the Cross-Section of Returns
George Andrew Karolyi, Stijn Van Nieuwerburgh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1879-1890
Closed Access | Times Cited: 65
Is There A Replication Crisis In Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
(2021)
Open Access | Times Cited: 54
The Limits of p‐Hacking: Some Thought Experiments
Andrew Y. Chen
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2447-2480
Closed Access | Times Cited: 45
Do Cross-Sectional Predictors Contain Systematic Information?
Joseph Engelberg, R. David McLean, Jeffrey Pontiff, et al.
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 3, pp. 1172-1201
Open Access | Times Cited: 29
Momentum: Evidence and insights 30 years later
Narasimhan Jegadeesh, Sheridan Titman
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102202-102202
Closed Access | Times Cited: 18
Do hedge funds still manipulate stock prices?
Xinyu Cui, Olga Kolokolova
Journal of Corporate Finance (2025), pp. 102765-102765
Open Access
Have risk premia vanished?
Simon C. Smith, Allan Timmermann
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 553-576
Closed Access | Times Cited: 34
The explanatory power of explanatory variables
Erik Johannesson, James A. Ohlson, Sophia Weihuan Zhai
Review of Accounting Studies (2023) Vol. 29, Iss. 4, pp. 3053-3083
Open Access | Times Cited: 13
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns
Tarun Chordia, Tse‐Chun Lin, Vincent Xiang
Journal of Financial and Quantitative Analysis (2020) Vol. 56, Iss. 5, pp. 1713-1737
Closed Access | Times Cited: 38
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios
Pedro Barroso, Konark Saxena
Review of Financial Studies (2021) Vol. 35, Iss. 3, pp. 1222-1278
Closed Access | Times Cited: 27
Shrinking Factor Dimension: A Reduced-Rank Approach
Ai He, Dashan Huang, Jiaen Li, et al.
Management Science (2022) Vol. 69, Iss. 9, pp. 5501-5522
Open Access | Times Cited: 19
A Quantum Leap in Asset Pricing: Explaining Anomalous Returns
James W. Kolari, Jianhua Z. Huang, Wei Liu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 10
An Evaluation of Alternative Multiple Testing Methods for Finance Applications
Campbell R. Harvey, Yan Liu, Alessio Saretto
The Review of Asset Pricing Studies (2020) Vol. 10, Iss. 2, pp. 199-248
Open Access | Times Cited: 31
Long-term discount rates do not vary across firms
Matti Keloharju, Juhani T. Linnainmaa, Peter Nyberg
Journal of Financial Economics (2021) Vol. 141, Iss. 3, pp. 946-967
Open Access | Times Cited: 26
Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence
CAMPBELL R. HARVEY, YAN LIU
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1921-1966
Open Access | Times Cited: 16
Page 1 - Next Page

Scroll to top