Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Showing 1-25 of 47 citing articles:

Dissecting Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
Review of Financial Studies (2019) Vol. 33, Iss. 5, pp. 2326-2377
Open Access | Times Cited: 469
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
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
Estimating latent asset-pricing factors
Martin Lettau, Markus Pelger
Journal of Econometrics (2020) Vol. 218, Iss. 1, pp. 1-31
Closed Access | Times Cited: 140
Dissecting Characteristics Nonparametrically
Joachim Freyberger, Andreas Neuhierl, Michael Weber
(2017)
Open Access | Times Cited: 134
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
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
State-Varying Factor Models of Large Dimensions
Markus Pelger, Ruoxuan Xiong
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1315-1333
Open Access | Times Cited: 39
Projected estimation for large-dimensional matrix factor models
Long Yu, Yong He, Xinbing Kong, et al.
Journal of Econometrics (2021) Vol. 229, Iss. 1, pp. 201-217
Open Access | Times Cited: 32
Frequency dependent risk
Andreas Neuhierl, Rasmus T. Varneskov
Journal of Financial Economics (2021) Vol. 140, Iss. 2, pp. 644-675
Open Access | Times Cited: 29
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
SSRN Electronic Journal (2019)
Open Access | Times Cited: 26
The level, slope, and curve factor model for stocks
Charles Clarke
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 159-187
Closed Access | Times Cited: 21
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
Elena Andreou, Éric Ghysels
Journal of Econometrics (2020) Vol. 220, Iss. 2, pp. 366-398
Closed Access | Times Cited: 20
Persistence in factor-based supervised learning models
Guillaume Coqueret
The Journal of Finance and Data Science (2021) Vol. 8, pp. 12-34
Open Access | Times Cited: 12
Canonical correlation-based model selection for the multilevel factors
In Choi, Rui Lin, Yongcheol Shin
Journal of Econometrics (2021) Vol. 233, Iss. 1, pp. 22-44
Closed Access | Times Cited: 11
New and Old Sorts: Implications for Asset Pricing
Fahiz Baba Yara, Martijn Boons, Andrea Tamoni
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 11
A new unique information share measure with applications on cross-listed Chinese banks
Li Hong, Yanlin Shi
Journal of Banking & Finance (2021) Vol. 128, pp. 106141-106141
Closed Access | Times Cited: 10
Factor investing: A Bayesian hierarchical approach
Guanhao Feng, Jingyu He
Journal of Econometrics (2021) Vol. 230, Iss. 1, pp. 183-200
Open Access | Times Cited: 9
Return Dispersion and the Cross-Section of Stock Returns
Wei Liu, James W. Kolari, Jianhua Z. Huang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 7
Graph-based multi-factor asset pricing model
Bumho Son, Jaewook Lee
Finance research letters (2021) Vol. 44, pp. 102032-102032
Closed Access | Times Cited: 5
Behavioral Portfolio Management with Layered ESG Goals and Ai Estimation of Asset Returns
Gordon H. Dash, Nina Kajiji
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Searching the Factor Zoo
Soosung Hwang, Alexandre Rubesam
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
3D-PCA: Factor Models with Restrictions
Martin Lettau
(2024)
Open Access
Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks
Bohan Ma, Yushan Xue, Lu Yuan, et al.
(2024)
Open Access
Page 1 - Next Page

Scroll to top