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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:

Dissecting Anomalies with a Five-Factor Model
Eugene F. Fama, Kenneth R. French
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 62

Showing 1-25 of 62 citing articles:

A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French
Journal of Financial Economics (2014) Vol. 116, Iss. 1, pp. 1-22
Closed Access | Times Cited: 6447
Volatility and mutual fund manager skill
Bradford D. Jordan, Timothy B. Riley
Journal of Financial Economics (2015) Vol. 118, Iss. 2, pp. 289-298
Open Access | Times Cited: 115
The Remarkable Multidimensionality in the Cross Section of Expected US Stock Returns
Jeremiah Green, John R. M. Hand, Frank Zhang
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 59
Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns
Ray Ball, Joseph Gerakos, Juhani T. Linnainmaa, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 36
The Value of Low Volatility
David Blitz
The Journal of Portfolio Management (2016) Vol. 42, Iss. 3, pp. 94-100
Closed Access | Times Cited: 21
Stock returns and economic forces—An empirical investigation of Chinese markets
Xiaoyu Chen, Thomas C. Chiang
Global Finance Journal (2016) Vol. 30, pp. 45-65
Closed Access | Times Cited: 20
Multi-Period Portfolio Optimization with Investor Views under Regime Switching
Razvan Oprisor, Roy H. Kwon
Journal of risk and financial management (2020) Vol. 14, Iss. 1, pp. 3-3
Open Access | Times Cited: 15
Firm Tax Uncertainty, Cash Holdings, and the Timing of Large Investment
Martin Jacob, Kelly Wentland, Scott Wentland
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 14
Extreme Dependence Structures and the Cross-Section of Expected Stock Returns
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 14
Capital Asset Pricing with a Stochastic Horizon
Michael J. Brennan, Yuzhao Zhang
SSRN Electronic Journal (2011)
Open Access | Times Cited: 11
Value, Momentum, and Short-Term Interest Rates
Paulo F. Maio, Pedro Santa‐Clara
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 10
Volatility and Mutual Fund Manager Skill
Bradford D. Jordan, Timothy B. Riley
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 10
Alphas of Betas: Testing Characteristics-Based Factor Models
Kerry Back, Nishad Kapadia, Barbara Ostdiek
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Skill and Persistence in Mutual Fund Returns: Evidence from a Six-Factor Model
Bradford D. Jordan, Timothy B. Riley
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 8
Mispricing Factors
Robert F. Stambaugh, Yu Yuan
(2015)
Open Access | Times Cited: 7
The Puzzle of Frequent and Large Issues of Debt and Equity
Rongbing Huang, Jay R. Ritter
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 7
Comparing Asset Pricing Models
Francisco Barillas, Jay Shanken
SSRN Electronic Journal (2015)
Open Access | Times Cited: 6
Modelo de Cinco Fatores de Risco: precificando carteiras setoriais no mercado acionário brasileiro
Matheus Duarte Valente Vieira, Vinícius Mothé Maia, Marcelo Cabús Klötzle, et al.
Revista Catarinense da Ciência Contábil (2017) Vol. 16, Iss. 48
Open Access | Times Cited: 6
Time-varying risk, mispricing attributes, and the accrual premium
Prodosh Simlai
International Review of Financial Analysis (2016) Vol. 48, pp. 150-161
Closed Access | Times Cited: 4
Accounting-Based Estimates of the Cost of Capital: A Third Way
Stephen H. Penman, Julie Zhu
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 4
The joint cross-sectional variation of equity returns and volatilities
Ana González‐Urteaga, Gonzalo Rubio
Journal of Banking & Finance (2016) Vol. 75, pp. 17-34
Open Access | Times Cited: 4
Predictors of Excess Return in a Green Energy Equity Portfolio: Market Risk, Market Return, Value-at-Risk and or Expected Shortfall?
Rebecca Abraham, Hani El-Chaarani, Zhi Tao
Journal of risk and financial management (2022) Vol. 15, Iss. 2, pp. 80-80
Open Access | Times Cited: 4
Event Studies in International Finance Research
Sadok El Ghoul, Omrane Guedhami, Sattar Mansi, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice
David Schumacher
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 4
Characteristic-Based Expected Returns and Corporate Events
Hendrik Bessembinder, Michael J. Cooper, Feng Zhang
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 4
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