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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:

An Augmented q-Factor Model with Expected Growth*
Kewei Hou, Haitao Mo, Xue Chen, et al.
Review of Finance (2020) Vol. 25, Iss. 1, pp. 1-41
Open Access | Times Cited: 339

Showing 1-25 of 339 citing articles:

Dissecting green returns
Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor
Journal of Financial Economics (2022) Vol. 146, Iss. 2, pp. 403-424
Open Access | Times Cited: 606
Duration‐Driven Returns
Niels Joachim Gormsen, Eben Lazarus
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1393-1447
Closed Access | Times Cited: 82
ChatGPT and Corporate Policies
Manish Jha, Jialin Qian, Michael Weber, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 46
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
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
Finding Anomalies in China
Kewei Hou, Fang Qiao, Xiaoyan Zhang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 30
Replicating and Digesting Anomalies in the Chinese A-Share Market
Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu, et al.
Management Science (2023) Vol. 70, Iss. 8, pp. 5066-5090
Closed Access | Times Cited: 25
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
Investor Regret and Stock Returns
Yakup Eser Arısoy, Turan G. Bali, Yi Tang
Management Science (2024) Vol. 70, Iss. 11, pp. 7537-7558
Closed Access | Times Cited: 13
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
Analyst recommendations and mispricing across the globe
Vitor Azevedo, Sebastian Müller
Journal of Banking & Finance (2024) Vol. 169, pp. 107296-107296
Open Access | Times Cited: 10
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
Local, Regional, or Global Asset Pricing?
Fabian Hollstein
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 1, pp. 291-320
Open Access | Times Cited: 49
A Comparison of Global Factor Models
Matthias X. Hanauer
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 45
Media sentiment and cross-sectional stock returns in the Chinese stock market
Hanyu Du, Jing Hao, Feng He, et al.
Research in International Business and Finance (2021) Vol. 60, pp. 101590-101590
Closed Access | Times Cited: 33
ESG investing in good and bad times: An international study
Huaigang Long, Mardy Chiah, Nusret Cakici, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101916-101916
Closed Access | Times Cited: 14
International factor models
Daniel Huber, Heiko Jacobs, Sebastian Müller, et al.
Journal of Banking & Finance (2023) Vol. 150, pp. 106819-106819
Closed Access | Times Cited: 13
Different Opinion or Information Asymmetry: Machine-based Measure and Consequences
Yang Liu, Kang Guo, Tianyu Wang
(2025)
Closed Access
Expected Option Returns and Large Language Models
Mo Wang
(2025)
Closed Access
A new test of factor model for asset returns: based on pleiotropy model
Qing Jiang, Xingwei Tong, Peng Wu, et al.
Quantitative Finance (2025), pp. 1-25
Closed Access
Smart Beta, “Smarter” Flows
Jie Cao, Jason C. Hsu, Linjia Song, et al.
Journal of Empirical Finance (2025), pp. 101580-101580
Closed Access
Accounting for Asset Pricing Factors
Stephen H. Penman, Xiao‐Jun Zhang
Journal of Business Finance & Accounting (2025)
Closed Access
Growing the efficient frontier on panel trees
Lin William Cong, Guanhao Feng, Jingyu He, et al.
Journal of Financial Economics (2025) Vol. 167, pp. 104024-104024
Open Access
Localized Risk Factors: Performance Differentials Between State-Level and US Factor Models
Oliver Budras, Maik Dierkes, Florian Sckade
SSRN Electronic Journal (2025)
Closed Access
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