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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:

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

Showing 1-25 of 527 citing articles:

Firm‐Level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1449-1498
Open Access | Times Cited: 501
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
Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan Kelly, Dacheng Xiu
(2018)
Open Access | Times Cited: 351
Autoencoder asset pricing models
Shihao Gu, Bryan Kelly, Dacheng Xiu
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 429-450
Closed Access | Times Cited: 312
Bond Risk Premiums with Machine Learning
Daniele Bianchi, Matthias Büchner, Andrea Tamoni
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 1046-1089
Open Access | Times Cited: 298
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 195
FinTech as a Game Changer: Overview of Research Frontiers
Terrence Hendershott, Xiaoquan Zhang, J. Leon Zhao, et al.
Information Systems Research (2021) Vol. 32, Iss. 1, pp. 1-17
Open Access | Times Cited: 144
ESG, liquidity, and stock returns
Di Luo
Journal of International Financial Markets Institutions and Money (2022) Vol. 78, pp. 101526-101526
Open Access | Times Cited: 127
A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
Khaled Obaid, Kuntara Pukthuanthong
Journal of Financial Economics (2021) Vol. 144, Iss. 1, pp. 273-297
Closed Access | Times Cited: 125
Short-term bitcoin market prediction via machine learning
Patrick Jaquart, David Dann, Christof Weinhardt
The Journal of Finance and Data Science (2021) Vol. 7, pp. 45-66
Open Access | Times Cited: 123
Market efficiency in the age of big data
Ian Martin, Stefan Nagel
Journal of Financial Economics (2021) Vol. 145, Iss. 1, pp. 154-177
Open Access | Times Cited: 104
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
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
The Economics of Non-Fungible Tokens
Nicola Borri, Yukun Liu, Aleh Tsyvinski
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 79
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
Democratizing Financial Knowledge with ChatGPT by OpenAI: Unleashing the Power of Technology
Thomas Yue, David Au, Chi Chung Au, et al.
SSRN Electronic Journal (2023)
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
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
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
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
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
Firm-level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 100
The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets
Adam Zaremba, Renatas Kizys, Panagiotis Tzouvanas, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 71, pp. 101284-101284
Open Access | Times Cited: 88
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan T. Kelly, Lasse Heje Pedersen
SSRN Electronic Journal (2021)
Open Access | Times Cited: 83
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