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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:

Comparing Asset Pricing Models
Francisco Barillas, Jay Shanken
The Journal of Finance (2018) Vol. 73, Iss. 2, pp. 715-754
Open Access | Times Cited: 388

Showing 1-25 of 388 citing articles:

Size and value in China
Jianan Liu, Robert F. Stambaugh, Yu Yuan
Journal of Financial Economics (2019) Vol. 134, Iss. 1, pp. 48-69
Open Access | Times Cited: 605
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
Characteristics are covariances: A unified model of risk and return
Bryan T. Kelly, Seth Pruitt, Yinan Su
Journal of Financial Economics (2019) Vol. 134, Iss. 3, pp. 501-524
Closed Access | Times Cited: 545
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
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
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
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
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
Model Comparison with Transaction Costs
ANDREW DETZEL, ROBERT NOVY‐MARX, Mihail Velikov
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1743-1775
Closed Access | Times Cited: 53
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
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
Model Comparison with Sharpe Ratios
Francisco Barillas, Raymond Kan, Cesare Robotti, et al.
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 6, pp. 1840-1874
Closed Access | Times Cited: 123
Anomalies and False Rejections
Tarun Chordia, Amit Goyal, Alessio Saretto
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 2134-2179
Closed Access | Times Cited: 122
Market anomalies and disaster risk: Evidence from extreme weather events
Matthew Lanfear, Abraham Lioui, Mark Siebert
Journal of Financial Markets (2018) Vol. 46, pp. 100477-100477
Open Access | Times Cited: 113
Basis‐Momentum
Martijn Boons, Melissa Porras Prado
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 239-279
Closed Access | Times Cited: 111
Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics
Tarun Chordia, Amit Goyal, Jay Shanken
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 94
Understanding Systematic Risk: A High‐Frequency Approach
Markus Pelger
The Journal of Finance (2020) Vol. 75, Iss. 4, pp. 2179-2220
Closed Access | Times Cited: 90
Factors and risk premia in individual international stock returns
Ines Chaieb, Hugues Langlois, Olivier Scaillet
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 669-692
Open Access | Times Cited: 67
Are Intermediary Constraints Priced?
Wenxin Du, Benjamin Hébert, Amy Wang Huber
Review of Financial Studies (2022) Vol. 36, Iss. 4, pp. 1464-1507
Open Access | Times Cited: 44
Winners from Winners: A Tale of Risk Factors
Siddhartha Chib, Lingxiao Zhao, Guofu Zhou
Management Science (2023) Vol. 70, Iss. 1, pp. 396-414
Closed Access | Times Cited: 22
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
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
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
Information Illusion: Different Amounts of Information and Stock Price Estimates
A. Oehler, Matthias Horn, Stefan Wendt
Journal of Forecasting (2025)
Open Access | Times Cited: 1
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