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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:

Global Factor Premiums
Guido Baltussen, Laurens Swinkels, Pim van Vliet
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 24

Showing 24 citing articles:

Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
Adam Zaremba, Renatas Kizys, David Y. Aharon, et al.
Finance research letters (2021) Vol. 44, pp. 102042-102042
Open Access | Times Cited: 75
Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
Adam Zaremba, Renatas Kizys, David Y. Aharon
Finance research letters (2021) Vol. 43, pp. 102011-102011
Open Access | Times Cited: 64
Commodity financialisation and price co-movement: Lessons from two centuries of evidence
Adam Zaremba, Zaghum Umar, Mateusz Mikutowski
Finance research letters (2020) Vol. 38, pp. 101492-101492
Closed Access | Times Cited: 54
Seasonality in the Cross-Section of Cryptocurrency Returns
Huaigang Long, Adam Zaremba, Ender Demir, et al.
Finance research letters (2020) Vol. 35, pp. 101566-101566
Open Access | Times Cited: 45
The long-run reversal in the long run: Insights from two centuries of international equity returns
Adam Zaremba, Renatas Kizys, Muhammad Wajid Raza
Journal of Empirical Finance (2019) Vol. 55, pp. 177-199
Open Access | Times Cited: 36
Short-term momentum (almost) everywhere
Adam Zaremba, Huaigang Long, Andreas Karathanasopoulos
Journal of International Financial Markets Institutions and Money (2019) Vol. 63, pp. 101140-101140
Open Access | Times Cited: 31
Factor Premia and Factor Timing: A Century of Evidence
Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 30
The Cross Section of Country Equity Returns: A Review of Empirical Literature
Adam Zaremba
Journal of risk and financial management (2019) Vol. 12, Iss. 4, pp. 165-165
Open Access | Times Cited: 30
The Best Strategies for Inflationary Times
Henry Neville, Teun Draaisma, Ben Funnell, et al.
The Journal of Portfolio Management (2021) Vol. 47, Iss. 8, pp. 8-37
Closed Access | Times Cited: 26
Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio Construction
Petter N. Kolm, Gordon Ritter
The Journal of Portfolio Management (2020) Vol. 47, Iss. 2, pp. 113-126
Closed Access | Times Cited: 8
Term Spreads and the COVID-19 Pandemic: Evidence from International Sovereign Bond Markets
Adam Zaremba, Renatas Kizys, David Y. Aharon, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 8
Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence
Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis
Claudiu Tiberiu Albulescu, Eugenia Grecu
SSRN Electronic Journal (2021)
Open Access | Times Cited: 3
Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925
Andrew Clare, James Seaton, Peter N. Smith, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 2
Long-run reversal in commodity returns: Insights from seven centuries of evidence
Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski
Journal of Banking & Finance (2021) Vol. 133, pp. 106238-106238
Closed Access | Times Cited: 1
Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
Guido Baltussen, Martin Martens, Olaf Penninga
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
Investors’ Reactions to Extreme Events in the Hungarian Stock Market
Klaudia Rádóczy, Ákos Tóth-Pajor
Financial and Economic Review (2021) Vol. 20, Iss. 3, pp. 5-30
Open Access | Times Cited: 1
Az extrém eseményekre adott befektetői reakciók a magyar tőkepiacon
Klaudia Rádóczy, Ákos Tóth-Pajor
Hitelintézeti szemle (2021) Vol. 20, Iss. 3, pp. 5-30
Open Access | Times Cited: 1
Empirical Evidence of Overconfidence in Cross-Sectional Asset Returns
Soosung Hwang, Youngha Cho, Sanha Noh
SSRN Electronic Journal (2016)
Closed Access
Dynamic Portfolio Strategies in the European Corporate Bond Market
Mary Pieterse-Bloem, Willem F. C. Verschoor, Zhaowen Qian, et al.
SSRN Electronic Journal (2017)
Closed Access
Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios From 1925
Andrew Clare, James Seaton, Peter N. Smith, et al.
SSRN Electronic Journal (2019)
Open Access
Predicting Country Equity Returns: Data, Methods, and Empirical Evidence
Tomasz Miziołek, Ewa Feder‐Sempach, Adam Zaremba
Springer eBooks (2020), pp. 309-349
Closed Access
Review Papers for Journal of Risk and Financial Management (JRFM)

MDPI eBooks (2020)
Open Access
False Discoveries in the Anomaly Research: New Insights from the Stock Exchange of Melbourne (1927-1987)
Nusret Cakici, Adam Zaremba, Robert J. Bianchi, et al.
SSRN Electronic Journal (2021)
Open Access
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