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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:

Asset Growth, Profitability, and Investment Opportunities
Ilan Cooper, Paulo F. Maio
Management Science (2018) Vol. 65, Iss. 9, pp. 3988-4010
Open Access | Times Cited: 57

Showing 1-25 of 57 citing articles:

Replicating and Digesting Anomalies in the Chinese A-Share Market
Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu, et al.
Management Science (2023) Vol. 70, Iss. 8, pp. 5066-5090
Closed Access | Times Cited: 25
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
Environmental information disclosure, environmental innovation, and firms' growth performances: The moderating role of media attention
Zhongju Liao, Ping Liu, Ping Bao
Sustainable Development (2023) Vol. 32, Iss. 1, pp. 425-437
Closed Access | Times Cited: 21
New Evidence on Conditional Factor Models
Ilan Cooper, Paulo F. Maio
Journal of Financial and Quantitative Analysis (2018) Vol. 54, Iss. 5, pp. 1975-2016
Open Access | Times Cited: 57
A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
Ilan Cooper, Andreea Mitrache, Richard Priestley
Journal of Financial and Quantitative Analysis (2020) Vol. 57, Iss. 1, pp. 1-30
Open Access | Times Cited: 39
Dispersed ownership and asset pricing: An unpriced premium associated with free float
Bruce Hearn, Igor Filatotchev, Marc Goergen
Journal of Corporate Finance (2025) Vol. 92, pp. 102763-102763
Closed Access
Time-varying state variable risk premia in the ICAPM
Pedro Barroso, Martijn Boons, Paul Karehnke
Journal of Financial Economics (2020) Vol. 139, Iss. 2, pp. 428-451
Open Access | Times Cited: 29
The cross-section of returns in frontier equity markets: Integrated or segmented pricing?
Adam Zaremba, Alina Maydybura
Emerging Markets Review (2019) Vol. 38, pp. 219-238
Closed Access | Times Cited: 26
Multifactor Models and Their Consistency with the APT
Ilan Cooper, Liang Ma, Paulo F. Maio, et al.
The Review of Asset Pricing Studies (2020) Vol. 11, Iss. 2, pp. 402-444
Open Access | Times Cited: 24
Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions
Panagiotis G. Artikis, Lydia Diamantopoulou, Georgios A. Papanastasopoulos, et al.
Journal of Corporate Finance (2022) Vol. 73, pp. 102193-102193
Closed Access | Times Cited: 14
Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties
Maher Khasawneh, David G. McMillan, Dimos S Kambouroudis
International Review of Financial Analysis (2024) Vol. 95, pp. 103333-103333
Open Access | Times Cited: 2
Neural Network-Based Predictive Models for Stock Market Index Forecasting
Karime Chahuán-Jiménez
Journal of risk and financial management (2024) Vol. 17, Iss. 6, pp. 242-242
Open Access | Times Cited: 2
RIM-based value premium and factor pricing using value-price divergence
Lin William Cong, Nathan Darden George, Guojun Wang
Journal of Banking & Finance (2023) Vol. 149, pp. 106812-106812
Closed Access | Times Cited: 6
Does Firm Growth Impede or Expedite Insolvency Risk? A Mediated Moderation Model of Leverage Maturity and Potential Fixed Collaterals
Xuezhou Wen, Rana Yassir Hussain, Anas A. Salameh, et al.
Frontiers in Environmental Science (2022) Vol. 10
Open Access | Times Cited: 10
What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments
Ilan Cooper, Liang Ma, Paulo F. Maio
Journal of money credit and banking (2021) Vol. 54, Iss. 1, pp. 73-118
Closed Access | Times Cited: 13
Commodity futures return predictability and intertemporal asset pricing
John Cotter, Emmanuel Eyiah-Donkor, Valerio Potì
Journal of commodity markets (2022) Vol. 31, pp. 100289-100289
Open Access | Times Cited: 9
Asset pricing implications of money: New evidence
Paulo F. Maio, André C. Silva
Journal of Banking & Finance (2020) Vol. 120, pp. 105956-105956
Open Access | Times Cited: 13
ICAPM and the Accruals Anomaly
Hui Guo, Paulo F. Maio
Quarterly Journal of Finance (2020) Vol. 10, Iss. 03, pp. 2050014-2050014
Closed Access | Times Cited: 13
Recessions and the stock market
Tim Alexander Kroencke
Journal of Monetary Economics (2022) Vol. 131, pp. 61-77
Open Access | Times Cited: 8
A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
Ilan Cooper, Andreea Mitrache, Richard Priestley
SSRN Electronic Journal (2016)
Open Access | Times Cited: 11
The q5 model and its consistency with the intertemporal CAPM
Qi Lin
Journal of Banking & Finance (2021) Vol. 127, pp. 106096-106096
Closed Access | Times Cited: 8
Understanding idiosyncratic momentum in the Chinese stock market
Qi Lin
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101469-101469
Closed Access | Times Cited: 6
Factors Affecting Investment Decisions in the Gig Economy in the City of Bandung
Dzulfiqar Alessandro Ardho, Oktofa Yudha Sudrajad
International Journal of Current Science Research and Review (2023) Vol. 06, Iss. 07
Open Access | Times Cited: 2
The Risk-Return Tradeoo Among Equity Factors

SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
Does the Stock Market Lead the Economy?
Paulo F. Maio
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 4
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