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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:

. . . and the Cross-Section of Expected Returns
Campbell R. Harvey, Yan Liu, Heqing Zhu
(2014)
Open Access | Times Cited: 149

Showing 1-25 of 149 citing articles:

Does Academic Research Destroy Stock Return Predictability?
R. David McLean, Jeffrey Pontiff
The Journal of Finance (2015) Vol. 71, Iss. 1, pp. 5-32
Open Access | Times Cited: 1298
Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan Kelly, Dacheng Xiu
(2018)
Open Access | Times Cited: 351
Labor Mobility: Implications for Asset Pricing
Andrés Donangelo
The Journal of Finance (2014) Vol. 69, Iss. 3, pp. 1321-1346
Open Access | Times Cited: 252
The Cross‐Section of Credit Risk Premia and Equity Returns
Nils Friewald, Christian Wagner, Josef Zechner
The Journal of Finance (2014) Vol. 69, Iss. 6, pp. 2419-2469
Open Access | Times Cited: 185
What explains the dynamics of 100 anomalies?
Heiko Jacobs
Journal of Banking & Finance (2015) Vol. 57, pp. 65-85
Closed Access | Times Cited: 161
Size matters, if you control your junk
Clifford S. Asness, Andrea Frazzini, Ronen Israel, et al.
Journal of Financial Economics (2018) Vol. 129, Iss. 3, pp. 479-509
Open Access | Times Cited: 157
Dissecting Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
(2017)
Open Access | Times Cited: 134
Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns
Benjamin Moritz, Tom Zimmermann
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 120
Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets
I‐Hsuan Ethan Chiang, W. Keener Hughen, Jacob S. Sagi
The Journal of Finance (2014) Vol. 70, Iss. 2, pp. 769-804
Closed Access | Times Cited: 115
Corporate Culture: Evidence from the Field
John R. Graham, Campbell R. Harvey, Jillian Popadak, et al.
(2017)
Open Access | Times Cited: 96
Taming the Factor Zoo: A Test of New Factors
Guanhao Feng, Stefano Giglio, Dacheng Xiu
(2019)
Open Access | Times Cited: 71
Is There A Replication Crisis In Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
(2021)
Open Access | Times Cited: 54
Dissecting Investment Strategies in the Cross Section and Time Series
Jamil Baz, Nicolas Granger, Campbell R. Harvey, et al.
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 63
Dissecting Anomalies with a Five-Factor Model
Eugene F. Fama, Kenneth R. French
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 62
A Taxonomy of Anomalies and their Trading Costs
Robert Novy‐Marx, Mihail Velikov
(2014)
Open Access | Times Cited: 60
How Can 'Smart Beta' Go Horribly Wrong?
Robert D. Arnott, Noah Beck, Vitali Kalesnik, et al.
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 58
Factors that Fit the Time Series and Cross-Section of Stock Returns
Martin Lettau, Markus Pelger
(2018)
Open Access | Times Cited: 47
CAPM: An Absurd Model
Pablo Fernández
Business Valuation Review (2015) Vol. 34, Iss. 1, pp. 4-23
Closed Access | Times Cited: 44
Backtesting Strategies Based on Multiple Signals
Robert Novy‐Marx
(2015)
Open Access | Times Cited: 42
Conservative Tests under Satisficing Models of Publication Bias
Justin McCrary, Garret Christensen, Daniele Fanelli
PLoS ONE (2016) Vol. 11, Iss. 2, pp. e0149590-e0149590
Open Access | Times Cited: 42
Significance Testing: We Can Do Better
Thomas R. Dyckman
Abacus (2016) Vol. 52, Iss. 2, pp. 319-342
Closed Access | Times Cited: 41
Good‐Specific Habit Formation and the Cross‐Section of Expected Returns
Jules H. van Binsbergen
The Journal of Finance (2016) Vol. 71, Iss. 4, pp. 1699-1732
Open Access | Times Cited: 38
Capital Allocation and Delegation of Decision-Making Authority within Firms
John R. Graham, Campbell R. Harvey, Manju Puri
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 38
Inference on Risk Premia in the Presence of Omitted Factors
Stefano Giglio, Dacheng Xiu
(2017)
Open Access | Times Cited: 32
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
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