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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:

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

Showing 1-25 of 303 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
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: 376
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
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
Which Factors?*
Kewei Hou, Haitao Mo, Xue Chen, et al.
Review of Finance (2018) Vol. 23, Iss. 1, pp. 1-35
Open Access | Times Cited: 162
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
Lucky factors
Campbell R. Harvey, Yan Liu
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 413-435
Closed Access | Times Cited: 117
Factor Models, Machine Learning, and Asset Pricing
Stefano Giglio, Bryan Kelly, Dacheng Xiu
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 337-368
Closed Access | Times Cited: 96
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
Trend Factor in China: The Role of Large Individual Trading
Yang Liu, Guofu Zhou, Yingzi Zhu
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 348-380
Closed Access | Times Cited: 16
Forest Through the Trees: Building Cross-Sections of Stock Returns
Svetlana Bryzgalova, Markus Pelger, Jason Zhu
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 130
Model Comparison with Sharpe Ratios
Francisco Barillas, Raymond Kan, Cesare Robotti, et al.
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 6, pp. 1840-1874
Closed Access | Times Cited: 123
The cash conversion cycle spread
Baolian Wang
Journal of Financial Economics (2019) Vol. 133, Iss. 2, pp. 472-497
Closed Access | Times Cited: 114
Basis‐Momentum
Martijn Boons, Melissa Porras Prado
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 239-279
Closed Access | Times Cited: 111
Factors and risk premia in individual international stock returns
Ines Chaieb, Hugues Langlois, Olivier Scaillet
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 669-692
Open Access | Times Cited: 67
Factor Momentum
Robert D. Arnott, Vitali Kalesnik, Juhani T. Linnainmaa
Review of Financial Studies (2023) Vol. 36, Iss. 8, pp. 3034-3070
Closed Access | Times Cited: 40
Integrating Factor Models
D AVRAMOV, SI CHENG, LIOR METZKER, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1593-1646
Open Access | Times Cited: 22
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
Raymond Kan, Xiaolu Wang, Xinghua Zheng
Journal of Financial Economics (2024) Vol. 155, pp. 103837-103837
Closed Access | Times Cited: 13
Comparing factor models with price-impact costs
Sicong Li, Victor DeMiguel, Alberto Martín-Utrera
Journal of Financial Economics (2024) Vol. 162, pp. 103949-103949
Open Access | Times Cited: 9
The risk–return tradeoff among equity factors
Pedro Barroso, Paulo F. Maio
Journal of Empirical Finance (2024) Vol. 78, pp. 101518-101518
Closed Access | Times Cited: 8
The Cross-Section of Corporate Bond Returns
Guido Baltussen, Frederik Muskens, Patrick Verwijmeren
SSRN Electronic Journal (2025)
Closed Access | Times Cited: 1
Measuring skewness premia
Hugues Langlois
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 399-424
Closed Access | Times Cited: 67
The profitability and investment premium: Pre-1963 evidence
Sunil Wahal
Journal of Financial Economics (2018) Vol. 131, Iss. 2, pp. 362-377
Closed Access | Times Cited: 63
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