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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:

The Virtue of Complexity in Return Prediction
Bryan Kelly, Semyon Malamud, Kangying Zhou
The Journal of Finance (2023) Vol. 79, Iss. 1, pp. 459-503
Open Access | Times Cited: 83

Showing 1-25 of 83 citing articles:

Business News and Business Cycles
Leland Bybee, Bryan Kelly, Asaf Manela, et al.
The Journal of Finance (2024) Vol. 79, Iss. 5, pp. 3105-3147
Open Access | Times Cited: 39
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
Intraday Market Return Predictability Culled from the Factor Zoo
Saketh Aleti, Tim Bollerslev, Mathias Siggaard
Management Science (2025)
Closed Access | Times Cited: 1
Enhanced Forecasting of Equity Fund Returns Using Machine Learning
Fabiano Fernandes Bargos, Estaner Claro Romão
Mathematical and Computational Applications (2025) Vol. 30, Iss. 1, pp. 9-9
Open Access | Times Cited: 1
Machine learning goes global: Cross-sectional return predictability in international stock markets
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Journal of Economic Dynamics and Control (2023) Vol. 155, pp. 104725-104725
Open Access | Times Cited: 22
Machine learning and the cross-section of cryptocurrency returns
Nusret Cakici, Syed Jawad Hussain Shahzad, Barbara Będowska-Sójka, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103244-103244
Closed Access | Times Cited: 6
Expected Option Returns and Large Language Models
Mo Wang
(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
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
Joachim Grammig, Constantin Hanenberg, Christian Schlag, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Forecasting China's inflation rate: Evidence from machine learning methods
Xingfu Xu, Shufei Li, Wei‐Han Liu
International Review of Finance (2025) Vol. 25, Iss. 1
Closed Access
Domain Stabilization for Model-Free Option Implied Moment Estimation
Geul Lee, Doojin Ryu, Li Yang
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Is machine learning a necessity? A regression-based approach for stock return prediction
Tingting Cheng, Shan Jiang, Albert Bo Zhao, et al.
Journal of Empirical Finance (2025), pp. 101598-101598
Closed Access
A Test of the Efficiency of a Given Portfolio in High Dimensions
Mikhail Chernov, Bryan T. Kelly, Semyon Malamud, et al.
(2025)
Closed Access
Return Rate Prediction Model Using Traitor Feline Crow-Based Hybrid Long Short-Term Memory and Light Gradient-Boosting Machine Model
Salem Younes, Muri Wole Adedokun, Ahmad Alzubi
Research Square (Research Square) (2025)
Closed Access
Agnostic Fundamental Analysis via Machine Learning
Zhen Hai Long, Bin Li
Accounting and Finance (2025)
Closed Access
Optimal Factor Timing in a High-Dimensional Setting
Rob Lehnherr, Manan Mehta, Stefan Nagel
Financial Analysts Journal (2025), pp. 1-16
Open Access
Alpha Go Everywhere: Machine Learning and International Stock Returns
Darwin Choi, Wenxi Jiang, Chao Zhang
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 27
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: 8
How Many Firm Characteristics Drive US Stock Returns?
Yufeng Han, Ai He, David E. Rapach, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 24
Predicting Individual Corporate Bond Returns
Guanhao Feng, Xin He, Yanchu Wang, et al.
Journal of Banking & Finance (2024), pp. 107372-107372
Closed Access | Times Cited: 2
The Structure of Economic News
Leland Bybee, Bryan T. Kelly, Asaf Manela, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 20
Complexity in Factor Pricing Models
Antoine Didisheim, Shikun Ke, Bryan T. Kelly, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Market-Based Probability of Stock Returns
Victor Olkhov
SSRN Electronic Journal (2023)
Open Access | Times Cited: 5
Financial Machine Learning
Bryan Kelly, Dacheng Xiu
(2023)
Open Access | Times Cited: 5
Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control
Jann Spiess, Guido W. Imbens, Amar Venugopal
(2023)
Open Access | Times Cited: 5
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