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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:

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

Showing 1-25 of 767 citing articles:

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
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
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
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
Dissecting climate risks: Are they reflected in stock prices?
Renato Faccini, Rastin Matin, George Skiadopoulos
Journal of Banking & Finance (2023) Vol. 155, pp. 106948-106948
Closed Access | Times Cited: 153
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
On the stability of stablecoins
Klaus Grobys, Juha-Pekka Junttila, James W. Kolari, et al.
Journal of Empirical Finance (2021) Vol. 64, pp. 207-223
Open Access | Times Cited: 105
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
Reusing Natural Experiments
Davidson Heath, Matthew C. Ringgenberg, Mehrdad Samadi, et al.
The Journal of Finance (2023) Vol. 78, Iss. 4, pp. 2329-2364
Closed Access | Times Cited: 87
The Economics of Non-Fungible Tokens
Nicola Borri, Yukun Liu, Aleh Tsyvinski
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 79
Financial sustainability: measurement and empirical evidence
Werner Gleißner, Thomas Günther, Christian Walkshäusl
Journal of Business Economics (2022) Vol. 92, Iss. 3, pp. 467-516
Open Access | Times Cited: 71
Chasing the ESG factor
Abraham Lioui, Andrea Tarelli
Journal of Banking & Finance (2022) Vol. 139, pp. 106498-106498
Closed Access | Times Cited: 69
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
Nonstandard Errors
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, et al.
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2339-2390
Open Access | Times Cited: 33
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
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
Computational Reproducibility in Finance: Evidence from 1,000 Tests
Christophe Pérignon, Olivier Akmansoy, Christophe Hurlin, et al.
Review of Financial Studies (2024) Vol. 37, Iss. 11, pp. 3558-3593
Closed Access | Times Cited: 15
Audit Quality and Specialist Tenure
Jennifer J. Gaver, Steven Utke
The Accounting Review (2018) Vol. 94, Iss. 3, pp. 113-147
Closed Access | Times Cited: 146
COVID−19 and oil price risk exposure
Md Akhtaruzzaman, Sabri Boubaker, Mardy Chiah, et al.
Finance research letters (2020) Vol. 42, pp. 101882-101882
Open Access | Times Cited: 131
Informational role of social media: Evidence from Twitter sentiment
Chen Gu, Alexander Kurov
Journal of Banking & Finance (2020) Vol. 121, pp. 105969-105969
Closed Access | Times Cited: 122
Cryptocurrencies and momentum
Klaus Grobys, Niranjan Sapkota
Economics Letters (2019) Vol. 180, pp. 6-10
Open Access | Times Cited: 116
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