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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:

… and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Caroline Zhu
Review of Financial Studies (2015) Vol. 29, Iss. 1, pp. 5-68
Open Access | Times Cited: 1717

Showing 1-25 of 1717 citing articles:

Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan Kelly, Dacheng Xiu
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 2223-2273
Open Access | Times Cited: 1399
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
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
Replicating Anomalies
Kewei Hou, Xue Chen, Lu Zhang
Review of Financial Studies (2018) Vol. 33, Iss. 5, pp. 2019-2133
Closed Access | Times Cited: 767
A Taxonomy of Anomalies and Their Trading Costs
Robert Novy‐Marx, Mihail Velikov
Review of Financial Studies (2015) Vol. 29, Iss. 1, pp. 104-147
Closed Access | Times Cited: 576
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
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 545
Taming the Factor Zoo: A Test of New Factors
Guanhao Feng, Stefano Giglio, Dacheng Xiu
The Journal of Finance (2020) Vol. 75, Iss. 3, pp. 1327-1370
Closed Access | Times Cited: 527
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
Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis
John W. Goodell, Satish Kumar, Weng Marc Lim, et al.
Journal of Behavioral and Experimental Finance (2021) Vol. 32, pp. 100577-100577
Closed Access | Times Cited: 476
Dissecting Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
Review of Financial Studies (2019) Vol. 33, Iss. 5, pp. 2326-2377
Open Access | Times Cited: 469
Presidential Address: The Scientific Outlook in Financial Economics
Campbell R. Harvey
The Journal of Finance (2017) Vol. 72, Iss. 4, pp. 1399-1440
Closed Access | Times Cited: 439
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
Short- and Long-Horizon Behavioral Factors
Kent Daniel, David Hirshleifer, Lin Sun
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1673-1736
Closed Access | Times Cited: 375
Is economic uncertainty priced in the cross-section of stock returns?
Turan G. Bali, Stephen J. Brown, Yi Tang
Journal of Financial Economics (2017) Vol. 126, Iss. 3, pp. 471-489
Closed Access | Times Cited: 351
Transparency, Reproducibility, and the Credibility of Economics Research
Garret Christensen, Edward Miguel
Journal of Economic Literature (2018) Vol. 56, Iss. 3, pp. 920-980
Open Access | Times Cited: 339
An Augmented q-Factor Model with Expected Growth*
Kewei Hou, Haitao Mo, Xue Chen, et al.
Review of Finance (2020) Vol. 25, Iss. 1, pp. 1-41
Open Access | Times Cited: 336
Which Alpha?
Francisco Barillas, Jay Shanken
Review of Financial Studies (2016) Vol. 30, Iss. 4, pp. 1316-1338
Closed Access | Times Cited: 302
Macro-Finance*
John H. Cochrane
Review of Finance (2017) Vol. 21, Iss. 3, pp. 945-985
Open Access | Times Cited: 295
Anomalies and News
Joseph Engelberg, R. David McLean, Jeffrey Pontiff
The Journal of Finance (2018) Vol. 73, Iss. 5, pp. 1971-2001
Closed Access | Times Cited: 281
Prospect Theory and Stock Returns: An Empirical Test
Nicholas Barberis, Abhiroop Mukherjee, Baolian Wang
Review of Financial Studies (2016) Vol. 29, Iss. 11, pp. 3068-3107
Closed Access | Times Cited: 277
Asset Pricing with Omitted Factors
Stefano Giglio, Dacheng Xiu
Journal of Political Economy (2021) Vol. 129, Iss. 7, pp. 1947-1990
Closed Access | Times Cited: 276
Corporate culture: Evidence from the field
John R. Graham, Jillian Grennan, Campbell R. Harvey, et al.
Journal of Financial Economics (2022) Vol. 146, Iss. 2, pp. 552-593
Open Access | Times Cited: 268
Factors That Fit the Time Series and Cross-Section of Stock Returns
Martin Lettau, Markus Pelger
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 2274-2325
Open Access | Times Cited: 262
The History of the Cross-Section of Stock Returns
Juhani T. Linnainmaa, Michael R. Roberts
Review of Financial Studies (2018) Vol. 31, Iss. 7, pp. 2606-2649
Open Access | Times Cited: 251
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