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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:

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

Showing 1-25 of 576 citing articles:

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
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
Characteristics are covariances: A unified model of risk and return
Bryan T. Kelly, Seth Pruitt, Yinan Su
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 501-524
Closed Access | Times Cited: 545
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
ESG Rating Disagreement and Stock Returns
Rajna Gibson Brandon, Philipp Krueger, Peter Schmidt
Financial Analysts Journal (2021) Vol. 77, Iss. 4, pp. 104-127
Closed Access | Times Cited: 424
Common Risk Factors in Cryptocurrency
YUKUN LIU, Aleh Tsyvinski, Xi Wu
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1133-1177
Open Access | Times Cited: 374
Interpreting Factor Models
Serhiy Kozak, Stefan Nagel, Shrihari Santosh
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1183-1223
Closed Access | Times Cited: 318
Sparse Signals in the Cross‐Section of Returns
ALEX CHINCO, Adam D. Clark-Joseph, Mao Ye
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 449-492
Open Access | Times Cited: 239
Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs, Sebastian Müller
Journal of Financial Economics (2019) Vol. 135, Iss. 1, pp. 213-230
Closed Access | Times Cited: 194
Are Financial Constraints Priced? Evidence from Textual Analysis
Matthias M. M. Buehlmaier, Toni M. Whited
Review of Financial Studies (2018) Vol. 31, Iss. 7, pp. 2693-2728
Closed 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
Estimating latent asset-pricing factors
Martin Lettau, Markus Pelger
Journal of Econometrics (2020) Vol. 218, Iss. 1, pp. 1-31
Closed Access | Times Cited: 140
ESG, liquidity, and stock returns
Di Luo
Journal of International Financial Markets Institutions and Money (2022) Vol. 78, pp. 101526-101526
Open Access | Times Cited: 127
Prospect Theory and Stock Market Anomalies
Nicholas Barberis, Lawrence J. Jin, BAOLIAN WANG
The Journal of Finance (2021) Vol. 76, Iss. 5, pp. 2639-2687
Open Access | Times Cited: 118
Lucky factors
Campbell R. Harvey, Yan Liu
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 413-435
Closed Access | Times Cited: 117
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
Doron Avramov, Si Cheng, Lior Metzker
Management Science (2022) Vol. 69, Iss. 5, pp. 2587-2619
Closed Access | Times Cited: 108
Predicting Future Earnings Changes Using Machine Learning and Detailed Financial Data
XI CHEN, YANG HA CHO, Yiwei Dou, et al.
Journal of Accounting Research (2022) Vol. 60, Iss. 2, pp. 467-515
Closed Access | Times Cited: 89
Model Comparison with Transaction Costs
ANDREW DETZEL, ROBERT NOVY‐MARX, Mihail Velikov
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1743-1775
Closed Access | Times Cited: 53
Non-standard errors in asset pricing: Mind your sorts
Amar Soebhag, Bart van Vliet, Patrick Verwijmeren
Journal of Empirical Finance (2024) Vol. 78, pp. 101517-101517
Open Access | Times Cited: 22
A trend factor: Any economic gains from using information over investment horizons?
Yufeng Han, Guofu Zhou, Yingzi Zhu
Journal of Financial Economics (2016) Vol. 122, Iss. 2, pp. 352-375
Closed Access | Times Cited: 166
Return Seasonalities
Matti Keloharju, Juhani T. Linnainmaa, Peter Nyberg
The Journal of Finance (2016) Vol. 71, Iss. 4, pp. 1557-1590
Closed Access | Times Cited: 163
Psychology-Based Models of Asset Prices and Trading Volume
Nicholas Barberis
Handbook of behavioral economics (2018), pp. 79-175
Closed Access | Times Cited: 154
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
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