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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:

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

Showing 1-25 of 520 citing articles:

Deep learning with long short-term memory networks for financial market predictions
Thomas Fischer, Christopher Krauß
European Journal of Operational Research (2017) Vol. 270, Iss. 2, pp. 654-669
Open Access | Times Cited: 1791
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
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: 551
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
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
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
Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan Kelly, Dacheng Xiu
(2018)
Open Access | Times Cited: 351
Machine learning in the Chinese stock market
Markus Leippold, Qian Wang, Wenyu Zhou
Journal of Financial Economics (2021) Vol. 145, Iss. 2, pp. 64-82
Open Access | Times Cited: 328
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 195
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
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
Anomalies and the Expected Market Return
Xi Dong, Yan Li, David E. Rapach, et al.
The Journal of Finance (2021) Vol. 77, Iss. 1, pp. 639-681
Closed Access | Times Cited: 135
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
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
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
Machine-learning the skill of mutual fund managers
Ron Kaniel, Zihan Lin, Markus Pelger, et al.
Journal of Financial Economics (2023) Vol. 150, Iss. 1, pp. 94-138
Closed Access | Times Cited: 55
Deep Learning in Characteristics-Sorted Factor Models
Guanhao Feng, Jingyu He, Nicholas G. Polson, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-36
Open Access | Times Cited: 48
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
Dissecting Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
(2017)
Open Access | Times Cited: 134
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
On the performance of volatility-managed portfolios
Scott Cederburg, Michael S. O’Doherty, Feifei Wang, et al.
Journal of Financial Economics (2020) Vol. 138, Iss. 1, pp. 95-117
Closed Access | Times Cited: 106
Security analysts and capital market anomalies
Li Guo, Frank Weikai Li, K.C. John Wei
Journal of Financial Economics (2020) Vol. 137, Iss. 1, pp. 204-230
Open Access | Times Cited: 96
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