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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:

Taming the Factor Zoo: A Test of New Factors
Guanhao Feng, Stefano Giglio, Dacheng Xiu
(2019)
Open Access | Times Cited: 71

Showing 1-25 of 71 citing articles:

Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan Kelly, Dacheng Xiu
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 2223-2273
Open Access | Times Cited: 1399
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
A Survey of Fintech Research and Policy Discussion
Franklin Allen, Xian Gu, Julapa Jagtiani
Review of Corporate Finance (2021) Vol. 1, Iss. 3-4, pp. 259-339
Open Access | Times Cited: 223
Measuring weather exposure with annual reports
Venky Nagar, Jordan Schoenfeld
Review of Accounting Studies (2022) Vol. 29, Iss. 1, pp. 1-32
Closed Access | Times Cited: 45
A Survey of Fintech Research and Policy Discussion
Franklin Allen, Xian Gu, Julapa Jagtiani
Working paper (2020)
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
Autoencoder Asset Pricing Models
Shihao Gu, Bryan T. Kelly, Dacheng Xiu
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 60
Is There A Replication Crisis In Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
(2021)
Open Access | Times Cited: 54
Multimodal deep learning for finance: integrating and forecasting international stock markets
Sang Il Lee, Seong Joon Yoo
The Journal of Supercomputing (2019) Vol. 76, Iss. 10, pp. 8294-8312
Open Access | Times Cited: 51
Systematic Stewardship
Jeffrey N. Gordon
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 34
Complexity in Factor Pricing Models
Antoine Didisheim, Shikun Ke, Bryan Kelly, et al.
(2023)
Open Access | Times Cited: 14
Asset pricing with neural networks: Significance tests
Hasan Fallahgoul, Vincentius Franstianto, Xin Lin
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105574-105574
Open Access | Times Cited: 13
High-dimensional latent panel quantile regression with an application to asset pricing
Alexandre Belloni, Mingli Chen, Oscar Hernán Madrid Padilla, et al.
The Annals of Statistics (2023) Vol. 51, Iss. 1
Open Access | Times Cited: 9
A latent factor model for the Chinese stock market
Tian Ma, Wen Jun Leong, Fuwei Jiang
International Review of Financial Analysis (2023) Vol. 87, pp. 102555-102555
Closed Access | Times Cited: 9
Inference in Sparsity-Induced Weak Factor Models
Yoshimasa Uematsu, Takashi Yamagata
Journal of Business and Economic Statistics (2021) Vol. 41, Iss. 1, pp. 126-139
Open Access | Times Cited: 23
One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu, et al.
(2024)
Open Access | Times Cited: 2
Measurement of common risks in tails: A panel quantile regression model for financial returns
Jozef Baruník, František Čech
Journal of Financial Markets (2020) Vol. 52, pp. 100562-100562
Closed Access | Times Cited: 18
Machine-Learning the Skill of Mutual Fund Managers
Ron Kaniel, Zihan Lin, Markus Pelger, et al.
(2022)
Open Access | Times Cited: 11
Forecasting earnings and returns: A review of recent advancements
Jeremiah Green, Wanjia Zhao
The Journal of Finance and Data Science (2022) Vol. 8, pp. 120-137
Open Access | Times Cited: 11
Data snooping in equity premium prediction
Hubert Dichtl, Wolfgang Drobetz, Andreas Neuhierl, et al.
International Journal of Forecasting (2020) Vol. 37, Iss. 1, pp. 72-94
Closed Access | Times Cited: 17
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
M. Hashem Pesaran, Ron Smith
SSRN Electronic Journal (2023)
Open Access | Times Cited: 5
Financial Machine Learning
Bryan Kelly, Dacheng Xiu
(2023)
Open Access | Times Cited: 5
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
Lin William Cong, Guanhao Feng, Jingyu He, et al.
(2023)
Open Access | Times Cited: 4
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