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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 Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
(2017)
Open Access | Times Cited: 134

Showing 1-25 of 134 citing articles:

Shrinking the cross-section
Serhiy Kozak, Stefan Nagel, Shrihari Santosh
Journal of Financial Economics (2019) Vol. 135, Iss. 2, pp. 271-292
Closed Access | Times Cited: 569
Short- and Long-Horizon Behavioral Factors
Kent Daniel, David Hirshleifer, Lin Sun
Review of Financial Studies (2019) Vol. 33, Iss. 4, pp. 1673-1736
Closed Access | Times Cited: 376
Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan Kelly, Dacheng Xiu
(2018)
Open Access | Times Cited: 351
Autoencoder asset pricing models
Shihao Gu, Bryan Kelly, Dacheng Xiu
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 429-450
Closed Access | Times Cited: 312
Bond Risk Premiums with Machine Learning
Daniele Bianchi, Matthias Büchner, Andrea Tamoni
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 1046-1089
Open Access | Times Cited: 298
Sparse Signals in the Cross‐Section of Returns
ALEX CHINCO, Adam D. Clark-Joseph, Mao Ye
The Journal of Finance (2018) Vol. 74, Iss. 1, pp. 449-492
Open Access | Times Cited: 239
Deep Learning in Asset Pricing
Luyang Chen, Markus Pelger, Jason Zhu
Management Science (2023) Vol. 70, Iss. 2, pp. 714-750
Open Access | Times Cited: 210
Cash flow duration and the term structure of equity returns
Michael Weber
Journal of Financial Economics (2018) Vol. 128, Iss. 3, pp. 486-503
Open Access | Times Cited: 168
Economic Predictions With Big Data: The Illusion of Sparsity
Domenico Giannone, Michèle Lenza, Giorgio E. Primiceri
Econometrica (2021) Vol. 89, Iss. 5, pp. 2409-2437
Open Access | Times Cited: 110
Understanding momentum and reversal
Bryan T. Kelly, Tobias J. Moskowitz, Seth Pruitt
Journal of Financial Economics (2021) Vol. 140, Iss. 3, pp. 726-743
Closed Access | Times Cited: 110
The Cross-Section of Risk and Returns
Kent Daniel, Lira Mota, Simon Rottke, et al.
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1927-1979
Open Access | Times Cited: 113
Time series momentum: Is it there?
Dashan Huang, Jiangyuan Li, Liyao Wang, et al.
Journal of Financial Economics (2019) Vol. 135, Iss. 3, pp. 774-794
Open Access | Times Cited: 112
Economic Predictions with Big Data: The Illusion of Sparsity
Domenico Giannone, Michèle Lenza, Giorgio E. Primiceri
SSRN Electronic Journal (2018)
Open Access | Times Cited: 84
Thousands of Alpha Tests
Stefano Giglio, Yuan Liao, Dacheng Xiu
Review of Financial Studies (2020) Vol. 34, Iss. 7, pp. 3456-3496
Closed Access | Times Cited: 77
Are disagreements agreeable? Evidence from information aggregation
Dashan Huang, Jiangyuan Li, Liyao Wang
Journal of Financial Economics (2021) Vol. 141, Iss. 1, pp. 83-101
Open Access | Times Cited: 68
Factors and risk premia in individual international stock returns
Ines Chaieb, Hugues Langlois, Olivier Scaillet
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 669-692
Open Access | Times Cited: 67
On LASSO for predictive regression
Ji Hyung Lee, Zhentao Shi, Zhan Gao
Journal of Econometrics (2021) Vol. 229, Iss. 2, pp. 322-349
Open Access | Times Cited: 66
Spectral factor models
Federico M. Bandi, Shomesh E. Chaudhuri, Andrew W. Lo, et al.
Journal of Financial Economics (2021) Vol. 142, Iss. 1, pp. 214-238
Closed Access | Times Cited: 62
Short- and Long-Horizon Behavioral Factors
Kent Daniel, David Hirshleifer, Lin Sun
(2017)
Open Access | Times Cited: 80
Characteristic-Based Benchmark Returns and Corporate Events
Hendrik Bessembinder, Michael J. Cooper, Feng Zhang
Review of Financial Studies (2018) Vol. 32, Iss. 1, pp. 75-125
Closed Access | Times Cited: 71
Industry Return Predictability: A Machine Learning Approach
David E. Rapach, Jack Strauss, Jun Tu, et al.
The Journal of Financial Data Science (2019) Vol. 1, Iss. 3, pp. 9-28
Closed Access | Times Cited: 71
A diagnostic criterion for approximate factor structure
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
Journal of Econometrics (2019) Vol. 212, Iss. 2, pp. 503-521
Open Access | Times Cited: 71
Monetary policy communication, policy slope, and the stock market
Andreas Neuhierl, Michael Weber
Journal of Monetary Economics (2019) Vol. 108, pp. 140-155
Closed Access | Times Cited: 68
Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform
Christophe Croux, Julapa Jagtiani, Tarunsai Korivi, et al.
Journal of Economic Behavior & Organization (2020) Vol. 173, pp. 270-296
Open Access | Times Cited: 66
New Methods for the Cross-Section of Returns
George Andrew Karolyi, Stijn Van Nieuwerburgh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1879-1890
Closed Access | Times Cited: 65
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