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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:

Timing 'Smart Beta' Strategies? Of Course! Buy Low, Sell High!
Robert D. Arnott, Noah Beck, Vitali Kalesnik
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1980-2018
Closed Access | Times Cited: 65
A Backtesting Protocol in the Era of Machine Learning
Rob Arnott, Campbell R. Harvey, Harry M. Markowitz
The Journal of Financial Data Science (2019) Vol. 1, Iss. 1, pp. 64-74
Closed Access | Times Cited: 55
Contrarian Factor Timing is Deceptively Difficult
Clifford S. Asness, Swati Chandra, Antti Ilmanen, et al.
The Journal of Portfolio Management (2017) Vol. 43, Iss. 5, pp. 72-87
Closed Access | Times Cited: 55
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik, et al.
The Journal of Portfolio Management (2019) Vol. 45, Iss. 4, pp. 18-36
Closed Access | Times Cited: 50
The Impact of Crowding in Alternative Risk Premia Investing
Nick Baltas
Financial Analysts Journal (2019) Vol. 75, Iss. 3, pp. 89-104
Open Access | Times Cited: 23
A Backtesting Protocol in the Era of Machine Learning
Robert D. Arnott, Campbell R. Harvey, Harry M. Markowitz
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 16
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Adam Zaremba, Mehmet Umutlu
Applied Economics (2018) Vol. 50, Iss. 60, pp. 6529-6546
Closed Access | Times Cited: 14
Smart Beta Multifactor Construction Methodology: Mixing versus Integrating
Tzee-man Chow, Feifei Li, Yoseop Shim
The Journal of Index Investing (2018) Vol. 8, Iss. 4, pp. 47-60
Closed Access | Times Cited: 11
The Incredible Shrinking Factor Return
Robert D. Arnott, Vitali Kalesnik, Lillian Wu
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 10
Performance Persistence in Anomaly Returns: Evidence from Frontier Markets
Adam Zaremba
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 12, pp. 2852-2873
Closed Access | Times Cited: 10
Herding in Smart-Beta Investment Products
Eduard Krkoska, Klaus Reiner Schenk‐Hoppé
SSRN Electronic Journal (2019)
Open Access | Times Cited: 10
Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing
Adam Zaremba
Investment Analysts Journal (2020) Vol. 49, Iss. 4, pp. 322-341
Closed Access | Times Cited: 8
Can Momentum Investing Be Saved?
Robert D. Arnott, Vitali Kalesnik, Engin Kose, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 6
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
Nothing Lasts Forever (and Everywhere): Fundamental Indexation at the Global Level
Adam Zaremba, Tomasz Miziołek
The Journal of Index Investing (2017) Vol. 8, Iss. 3, pp. 6-20
Closed Access | Times Cited: 5
The Folly of Hiring Winners and Firing Losers
Rob Arnott, Vitali Kalesnik, Lillian Wu
The Journal of Portfolio Management (2018) Vol. 45, Iss. 1, pp. 71-84
Closed Access | Times Cited: 5
Forecasting Factor and Smart Beta Returns (Hint: History Is Worse than Useless)
Robert D. Arnott, Noah Beck, Vitali Kalesnik
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 3
Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
(2020)
Open Access | Times Cited: 3
I Was Blind, But Now I See: Bubbles in Academe
Jonathan Treussard, Robert D. Arnott
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 2
Regime-Based Tactical Allocation for Equity Factors and Balanced Portfolios
Emlyn Flint, Florence Chikurunhe, Anthony Seymour
SSRN Electronic Journal (2017)
Open Access | Times Cited: 1
Style Factor Timing
Yin Luo
Elsevier eBooks (2017), pp. 127-153
Closed Access | Times Cited: 1
Multi-Factor Portfolios: A New Factor? Limits of the Static Approach
Carmine De Franco, Bruno Monnier
The Journal of Investing (2019) Vol. 28, Iss. 1, pp. 97-111
Closed Access | Times Cited: 1
Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach
Anna Czapkiewicz, Adam Zaremba, Jan Jakub Szczygielski
Economic Research-Ekonomska Istraživanja (2019) Vol. 32, Iss. 1, pp. 3083-3099
Open Access | Times Cited: 1
Follow the smart money: Factor forecasting in China
Qinhua Chen, Yeguang Chi, Xiao Qiao
Pacific-Basin Finance Journal (2020) Vol. 62, pp. 101368-101368
Closed Access | Times Cited: 1
On the Risk Factor Timing Ability of Valuation Measures
Jan-Philip Schade
SSRN Electronic Journal (2017)
Closed Access
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