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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:

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

Showing 1-25 of 469 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
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
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: 263
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Alejandro Lopez-Lira, Yuehua Tang
SSRN Electronic Journal (2023)
Open Access | Times Cited: 221
Deep Learning in Asset Pricing
Luyang Chen, Markus Pelger, Jason Zhu
Management Science (2023) Vol. 70, Iss. 2, pp. 714-750
Open Access | Times Cited: 210
Scaled PCA: A New Approach to Dimension Reduction
Dashan Huang, Fuwei Jiang, Kunpeng Li, et al.
Management Science (2021) Vol. 68, Iss. 3, pp. 1678-1695
Open Access | Times Cited: 163
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
Cybersecurity Risk
Chris Florackis, Christodoulos Louca, Roni Michaely, et al.
Review of Financial Studies (2022) Vol. 36, Iss. 1, pp. 351-407
Closed Access | Times Cited: 119
Understanding momentum and reversal
Bryan T. Kelly, Tobias J. Moskowitz, Seth Pruitt
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 726-743
Closed Access | Times Cited: 110
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
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
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
The Virtue of Complexity in Return Prediction
Bryan Kelly, Semyon Malamud, Kangying Zhou
The Journal of Finance (2023) Vol. 79, Iss. 1, pp. 459-503
Open Access | Times Cited: 86
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
The Journal of Finance (2022) Vol. 78, Iss. 1, pp. 487-557
Open Access | Times Cited: 79
Chasing the ESG factor
Abraham Lioui, Andrea Tarelli
Journal of Banking & Finance (2022) Vol. 139, pp. 106498-106498
Closed Access | Times Cited: 69
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
Leland Bybee, Bryan Kelly, Yinan Su
Review of Financial Studies (2023) Vol. 36, Iss. 12, pp. 4759-4787
Closed Access | Times Cited: 60
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
Business News and Business Cycles
Leland Bybee, Bryan Kelly, Asaf Manela, et al.
The Journal of Finance (2024) Vol. 79, Iss. 5, pp. 3105-3147
Open Access | Times Cited: 39
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
Low‐Risk Anomalies?
Paul Schneider, Christian Wagner, Josef Zechner
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2673-2718
Open Access | Times Cited: 121
Arbitrage Portfolios
Soohun Kim, Robert A. Korajczyk, Andreas Neuhierl
Review of Financial Studies (2020) Vol. 34, Iss. 6, pp. 2813-2856
Closed Access | Times Cited: 70
Are disagreements agreeable? Evidence from information aggregation
Dashan Huang, Jiangyuan Li, Liyao Wang
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 83-101
Open Access | Times Cited: 68
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