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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:

Does Academic Research Destroy Stock Return Predictability?
R. David McLean, Jeffrey Pontiff
The Journal of Finance (2015) Vol. 71, Iss. 1, pp. 5-32
Open Access | Times Cited: 1298

Showing 1-25 of 1298 citing articles:

Digesting Anomalies: An Investment Approach
Kewei Hou, Xue Chen, Lu Zhang
Review of Financial Studies (2014) Vol. 28, Iss. 3, pp. 650-705
Open Access | Times Cited: 2254
… and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Caroline Zhu
Review of Financial Studies (2015) Vol. 29, Iss. 1, pp. 5-68
Open Access | Times Cited: 1721
Choosing factors
Eugene F. Fama, Kenneth R. French
Journal of Financial Economics (2018) Vol. 128, Iss. 2, pp. 234-252
Closed Access | Times Cited: 784
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
Mispricing Factors
Robert F. Stambaugh, Yu Yuan
Review of Financial Studies (2016) Vol. 30, Iss. 4, pp. 1270-1315
Open Access | Times Cited: 753
Disclosure processing costs, investors’ information choice, and equity market outcomes: A review
Elizabeth Blankespoor, Ed deHaan, Iván Marinovic
Journal of Accounting and Economics (2020) Vol. 70, Iss. 2-3, pp. 101344-101344
Closed Access | Times Cited: 752
A Taxonomy of Anomalies and Their Trading Costs
Robert Novy‐Marx, Mihail Velikov
Review of Financial Studies (2015) Vol. 29, Iss. 1, pp. 104-147
Closed Access | Times Cited: 576
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
Are US Industries Becoming More Concentrated?*
Gustavo Grullon, Yelena Larkin, Roni Michaely
Review of Finance (2019) Vol. 23, Iss. 4, pp. 697-743
Open Access | Times Cited: 568
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
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
Short interest and aggregate stock returns
David E. Rapach, Matthew C. Ringgenberg, Guofu Zhou
Journal of Financial Economics (2016) Vol. 121, Iss. 1, pp. 46-65
Closed Access | Times Cited: 502
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
Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
Tarun Chordia, Avanidhar Subrahmanyam, Qing Tong
Journal of Accounting and Economics (2014) Vol. 58, Iss. 1, pp. 41-58
Open Access | Times Cited: 443
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
Short- and Long-Horizon Behavioral Factors
Kent Daniel, David Hirshleifer, Lin Sun
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1673-1736
Closed Access | Times Cited: 376
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
Intraday online investor sentiment and return patterns in the U.S. stock market
Thomas Renault
Journal of Banking & Finance (2017) Vol. 84, pp. 25-40
Closed Access | Times Cited: 360
Interpreting Factor Models
Serhiy Kozak, Stefan Nagel, Shrihari Santosh
The Journal of Finance (2018) Vol. 73, Iss. 3, pp. 1183-1223
Closed Access | Times Cited: 318
Macro-Finance*
John H. Cochrane
Review of Finance (2017) Vol. 21, Iss. 3, pp. 945-985
Open Access | Times Cited: 295
Institutional investors and stock return anomalies
Roger M. Edelen, Ozgur Ince, Gregory B. Kadlec
Journal of Financial Economics (2016) Vol. 119, Iss. 3, pp. 472-488
Closed Access | Times Cited: 286
Cryptocurrency trading: a comprehensive survey
Fan Fang, Carmine Ventre, Michail Basios, et al.
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 286
Anomalies and News
Joseph Engelberg, R. David McLean, Jeffrey Pontiff
The Journal of Finance (2018) Vol. 73, Iss. 5, pp. 1971-2001
Closed Access | Times Cited: 281
Asset Pricing with Omitted Factors
Stefano Giglio, Dacheng Xiu
Journal of Political Economy (2021) Vol. 129, Iss. 7, pp. 1947-1990
Closed Access | Times Cited: 276
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