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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:

Option Return Predictability with Machine Learning and Big Data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, et al.
Review of Financial Studies (2023) Vol. 36, Iss. 9, pp. 3548-3602
Closed Access | Times Cited: 100

Showing 1-25 of 100 citing articles:

Machine learning and fund characteristics help to select mutual funds with positive alpha
Victor DeMiguel, Javier Gil‐Bazo, Francisco J. Nogales, et al.
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103737-103737
Open Access | Times Cited: 45
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
Yufeng Han, Ai He, David E. Rapach, et al.
Review of Finance (2024)
Closed Access | Times Cited: 19
Machine learning and the cross-section of emerging market stock returns
Matthias X. Hanauer, Tobias Kalsbach
Emerging Markets Review (2023) Vol. 55, pp. 101022-101022
Closed Access | Times Cited: 25
Machine Learning for Continuous-Time Finance
Victor Duarte, Diogo Duarte, Dejanir H. Silva
Review of Financial Studies (2024) Vol. 37, Iss. 11, pp. 3217-3271
Open Access | Times Cited: 8
Too Good to Be True: Look-ahead Bias in Empirical Option Research
Jefferson Duarte, Christopher S. Jones, Mehdi Khorram, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
Pricing cryptocurrency options with machine learning regression for handling market volatility
Alessio Brini, Jimmie Lenz
Economic Modelling (2024) Vol. 136, pp. 106752-106752
Closed Access | Times Cited: 7
Exploring accounting and AI using topic modelling
Bríd Murphy, Orla Feeney, Pierangelo Rosati, et al.
International Journal of Accounting Information Systems (2024) Vol. 55, pp. 100709-100709
Open Access | Times Cited: 6
Glass Box Machine Learning and Corporate Bond Returns
Steven L. Bell, Ali Kakhbod, Martin Lettau, et al.
SSRN Electronic Journal (2025)
Closed Access
Expected Option Returns and Large Language Models
Mo Wang
(2025)
Closed Access
Credit Card Default Prediction: An Empirical Analysis on Predictive Performance Using Statistical and Machine Learning Methods
Rakshith Bhandary, Bidyut Kumar Ghosh
Journal of risk and financial management (2025) Vol. 18, Iss. 1, pp. 23-23
Open Access
Growing the efficient frontier on panel trees
Lin William Cong, Guanhao Feng, Jingyu He, et al.
Journal of Financial Economics (2025) Vol. 167, pp. 104024-104024
Open Access
Forecasting the Bitcoin price using the various Machine Learning: A systematic review in data-driven marketing
Payam Boozary, Sohgand Sheykhan, Hamed GhorbanTanhaei
Systems and Soft Computing (2025), pp. 200209-200209
Open Access
Machine Learning Analysis of Equity Mutual Funds’ Portfolio Characteristics and Investment Decisions
E. Uma Reddy, N. Nagarjuna, LNC Prakash K, et al.
Lecture notes in networks and systems (2025), pp. 91-100
Closed Access
Do industries predict stock market volatility? Evidence from machine learning models
Zibo Niu, Rıza Demirer, Muhammad Tahir Suleman, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 90, pp. 101903-101903
Closed Access | Times Cited: 12
Machine Learning for Enhanced Credit Risk Assessment: An Empirical Approach
Nicolas Suhadolnik, Jó Ueyama, Sérgio Da Silva
Journal of risk and financial management (2023) Vol. 16, Iss. 12, pp. 496-496
Open Access | Times Cited: 11
Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency
Efstathios Polyzos, Ghulame Rubbaniy, Mieszko Mazur
Financial Review (2024) Vol. 59, Iss. 3, pp. 807-829
Closed Access | Times Cited: 4
Stock Return Autocorrelations and Expected Option Returns
Yoontae Jeon, Raymond Kan, Gang Li
Management Science (2024)
Closed Access | Times Cited: 4
How do Investors Trade Option Anomalies? <br>
Fabian Hollstein, Chardin Wese Simen
(2025)
Closed Access
Lockdowns and Leverage: Option Pricing during the Covid Pandemic
Junbo L. Wang, Christopher S. Jones, Yuanyi Zhang
SSRN Electronic Journal (2025)
Closed Access
Measuring Economic Distress Using The Contingent Claims Approach
Olli Castrén, Raphael M. Kopp
SSRN Electronic Journal (2025)
Closed Access
Do Trades and Holdings of Market Participants Contain Information About Stocks? A Machine-Learning Approach
Victor DeMiguel, Li Guo, Bo Sang, et al.
(2025)
Closed Access
Enhancing Cryptocurrency Price Forecasting by Integrating Machine Learning with Social Media and Market Data
Loris Belcastro, Domenico Carbone, Cristian Cosentino, et al.
Algorithms (2023) Vol. 16, Iss. 12, pp. 542-542
Open Access | Times Cited: 9
Out‐of‐sample predictability of firm‐specific stock price crashes: A machine learning approach
Devrimi Kaya, Doron Reichmann, Milan Reichmann
Journal of Business Finance & Accounting (2024)
Open Access | Times Cited: 3
Machine Learning for Realised Volatility Forecasting
Eghbal Rahimikia, Ser‐Huang Poon
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 25
A Joint Factor Model for Bonds, Stocks, and Options
Turan G. Bali, Heiner Beckmeyer, Amit Goyal
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
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