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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:

Value Return Predictability across Asset Classes and Commonalities in Risk Premia
Fahiz Baba Yara, Martijn Boons, Andrea Tamoni
Review of Finance (2020) Vol. 25, Iss. 2, pp. 449-484
Open Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1980-2018
Closed Access | Times Cited: 65
Factor based commodity investing
Αθανάσιος Σάκκας, Nikolaos Tessaromatis
Journal of Banking & Finance (2020) Vol. 115, pp. 105807-105807
Open Access | Times Cited: 38
Commodity Futures Characteristics and Asset Pricing Models
Qin Yiyi, Jun Cai, Jie Zhu, et al.
Journal of Futures Markets (2025)
Closed Access
ESG Risk and Market Return Predictability: New Evidence From the Eurozone
Zhiyong Li, Zhuoran Li, Weiping Qin
European Financial Management (2025)
Open Access
Factor Premia and Factor Timing: A Century of Evidence
Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 30
Factor Timing with Portfolio Characteristics
Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte, et al.
The Review of Asset Pricing Studies (2023) Vol. 14, Iss. 1, pp. 84-118
Open Access | Times Cited: 9
Timing the Factor Zoo
Andreas Neuhierl, Otto Randl, Christoph Reschenhofer, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty
Zhiyong Li, Yifan Wan, Tianyi Wang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101782-101782
Closed Access | Times Cited: 4
Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain
Xi Dong, Namho Kang, Joël Peress
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 11
Extrapolators at the Gate: Market-wide Misvaluation and the Value Premium
Stefano Cassella, Zhaojing Chen, Huseyin Gulen, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5
Machine Learning and Return Predictability Across Firms, Time and Portfolios
Fahiz Baba Yara
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5
Global Equity Correlation in International Markets
Joon Woo Bae, Redouane Elkamhi
Management Science (2021) Vol. 67, Iss. 11, pp. 7262-7289
Closed Access | Times Cited: 5
Volatility Managed Multi-Factor Portfolios
Christoph Reschenhofer, Josef Zechner
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
The Time Varying Risk Puzzle
D. Kuvshinov
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Multi-Factor Timing with Deep Learning
Paul Cotturo, Fred Liu, Robert Proner
SSRN Electronic Journal (2024)
Closed Access
Commodity Futures Characteristics and Asset Pricing Models
Jun Cai, Yiyi Qin, Jie Zhu, et al.
SSRN Electronic Journal (2024)
Closed Access
A Portfolio-Level, Sum-of-the-Parts Approach to Return Predictability
Xu Hongyi, Dean Katselas, Jo Drienko
Journal of Empirical Finance (2024) Vol. 78, pp. 101525-101525
Closed Access
Time‐Series Variation in Factor Premia: The Influence of the Business Cycle
Christopher Polk, Mo Haghbin, Alessio de Longis
(2020), pp. 218-242
Closed Access | Times Cited: 3
Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
(2020)
Open Access | Times Cited: 3
Monetary Momentum
Andreas Neuhierl, Michael Weber
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 2
Macro Trends and Factor Timing
Carlo A. Favero, Alessandro Melone, Andrea Tamoni
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Structural innovation in state variables and expected stock returns
Prodosh Simlai
Managerial Finance (2021) Vol. 48, Iss. 2, pp. 289-312
Closed Access | Times Cited: 2
Asset Pricing vs Asset Expected Returning in Factor Models
Carlo A. Favero, Alessandro Melone, Andrea Tamoni
SSRN Electronic Journal (2019)
Open Access | Times Cited: 1
Out-of-Sample Performance of Factor Return Predictors
Du Nguyen
SSRN Electronic Journal (2023)
Closed Access
Anomaly Predictability with the Mean-Variance Portfolio
Carlo A. Favero, Alessandro Melone, Andrea Tamoni
SSRN Electronic Journal (2023)
Closed Access
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