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:

Dissecting Anomalies with a Five-Factor Model
Eugene F. Fama, Kenneth R. French
Review of Financial Studies (2015) Vol. 29, Iss. 1, pp. 69-103
Closed Access | Times Cited: 798

Showing 1-25 of 798 citing articles:

Choosing factors
Eugene F. Fama, Kenneth R. French
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 234-252
Closed Access | Times Cited: 784

Mispricing Factors
Robert F. Stambaugh, Yu Yuan
Review of Financial Studies (2016) Vol. 30, Iss. 4, pp. 1270-1315
Open Access | Times Cited: 753

International tests of a five-factor asset pricing model
Eugene F. Fama, Kenneth R. French
Journal of Financial Economics (2016) Vol. 123, Iss. 3, pp. 441-463
Closed Access | Times Cited: 700

Risks and Returns of Cryptocurrency
Yukun Liu, Aleh Tsyvinski
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2689-2727
Open Access | Times Cited: 619

Shrinking the cross-section
Serhiy Kozak, Stefan Nagel, Shrihari Santosh
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 271-292
Closed Access | Times Cited: 569

The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
Jeremiah Green, John R. M. Hand, Frank Zhang
Review of Financial Studies (2017) Vol. 30, Iss. 12, pp. 4389-4436
Open Access | Times Cited: 520

Comparing Asset Pricing Models
Francisco Barillas, Jay Shanken
The Journal of Finance (2018) Vol. 73, Iss. 2, pp. 715-754
Open Access | Times Cited: 388

Accruals, cash flows, and operating profitability in the cross section of stock returns
Ray Ball, Joseph Gerakos, Juhani T. Linnainmaa, et al.
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 28-45
Closed Access | Times Cited: 314

Which Alpha?
Francisco Barillas, Jay Shanken
Review of Financial Studies (2016) Vol. 30, Iss. 4, pp. 1316-1338
Closed Access | Times Cited: 303

An intertemporal CAPM with stochastic volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, et al.
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 207-233
Open Access | Times Cited: 302

Stock price reactions to ESG news: the role of ESG ratings and disagreement
George Serafeim, Aaron Yoon
Review of Accounting Studies (2022) Vol. 28, Iss. 3, pp. 1500-1530
Closed Access | Times Cited: 301

An Intertemporal CAPM with Stochastic Volatility
John Campbell, Stefano Giglio, Christopher Polk, et al.
(2012)
Open Access | Times Cited: 216

Risks and Returns of Cryptocurrency
Yukun Liu, Aleh Tsyvinski
(2018)
Open Access | Times Cited: 204

Comparing Cross-Section and Time-Series Factor Models
Eugene F. Fama, Kenneth R. French
Review of Financial Studies (2019) Vol. 33, Iss. 5, pp. 1891-1926
Open Access | Times Cited: 174

Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
Xuemin Sterling Yan, Lingling Zheng
Review of Financial Studies (2017) Vol. 30, Iss. 4, pp. 1382-1423
Closed Access | Times Cited: 172

A Transaction-Cost Perspective on the Multitude of Firm Characteristics
Victor DeMiguel, Alberto Martín-Utrera, Francisco J. Nogales, et al.
Review of Financial Studies (2019) Vol. 33, Iss. 5, pp. 2180-2222
Open Access | Times Cited: 159

Factor Momentum and the Momentum Factor
Sina Ehsani, Juhani T. Linnainmaa
The Journal of Finance (2022) Vol. 77, Iss. 3, pp. 1877-1919
Closed Access | Times Cited: 151

Do high-ability managers choose ESG projects that create shareholder value? Evidence from employee opinions
Kyle Welch, Aaron Yoon
Review of Accounting Studies (2022) Vol. 28, Iss. 4, pp. 2448-2475
Closed Access | Times Cited: 109

How to survive a pandemic: The corporate resiliency of travel and leisure companies to the COVID-19 outbreak
Tomasz Kaczmarek, Katarzyna Perez, Ender Demir, et al.
Tourism Management (2021) Vol. 84, pp. 104281-104281
Open Access | Times Cited: 103

Duration‐Driven Returns
Niels Joachim Gormsen, Eben Lazarus
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1393-1447
Closed Access | Times Cited: 82

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
Leland Bybee, Bryan Kelly, Yinan Su
Review of Financial Studies (2023) Vol. 36, Iss. 12, pp. 4759-4787
Closed Access | Times Cited: 60

Size matters, if you control your junk
Clifford S. Asness, Andrea Frazzini, Ronen Israel, et al.
Journal of Financial Economics (2018) Vol. 129, Iss. 3, pp. 479-509
Open Access | Times Cited: 157

A six-factor asset pricing model
Rahul Roy, Santhakumar Shijin
Borsa Istanbul Review (2018) Vol. 18, Iss. 3, pp. 205-217
Open Access | Times Cited: 143

The five-factor asset pricing model tests for the Chinese stock market
Bin Guo, Wei Zhang, Yongjie Zhang, et al.
Pacific-Basin Finance Journal (2017) Vol. 43, pp. 84-106
Closed Access | Times Cited: 141

The cash conversion cycle spread
Baolian Wang
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 472-497
Closed Access | Times Cited: 114

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