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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:

The Promises and Pitfalls of Factor Timing
Jennifer Bender, Xiaole Sun, Ric Thomas, et al.
The Journal of Portfolio Management (2018) Vol. 44, Iss. 4, pp. 79-92
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 551
Factor Timing in Asset Management: A Literature Review
Sebastian Hotze, Britta Hachenberg, Dirk Schiereck
Credit and Capital Markets – Kredit und Kapital (2025), pp. 1-50
Open Access
Optimal Timing and Tilting of Equity Factors
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, et al.
Financial Analysts Journal (2019) Vol. 75, Iss. 4, pp. 84-102
Closed Access | Times Cited: 40
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 27
Macroeconomic perceptions, financial constraints, and anomalies
Wei He, Zhiwei Su, Jianfeng Yu
Journal of Financial Economics (2024) Vol. 162, pp. 103952-103952
Closed Access | Times Cited: 2
Business Cycle–Related Timing of Alternative Risk Premia Strategies
Bernd Scherer, Matthias Apel
The Journal of Alternative Investments (2020) Vol. 22, Iss. 4, pp. 8-24
Closed Access | Times Cited: 13
Dynamic Factor Allocation Leveraging Regime-Switching Signals
Yizhan Shu, John M. Mulvey
(2024)
Closed Access | Times Cited: 1
Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing
Hidehiko Shimizu, Takayuki Shiohama
International Review of Financial Analysis (2019) Vol. 68, pp. 101438-101438
Closed Access | Times Cited: 11
Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)
Megan Czasonis, Mark Kritzman, David Turkington
The Journal of Portfolio Management (2020) Vol. 46, Iss. 8, pp. 98-107
Closed Access | Times Cited: 8
Smart Beta Investing: An Alternative Investment Paradigm in Emerging Indian Equity Market
Reema Monga, Deepti Aggrawal, Jagvinder Singh
Organizations and Markets in Emerging Economies (2022) Vol. 13, Iss. 1, pp. 209-237
Open Access | Times Cited: 5
How to build a factor portfolio: Does the allocation strategy matter?
Hubert Dichtl, Wolfgang Drobetz, Viktoria‐Sophie Wendt
European Financial Management (2020) Vol. 27, Iss. 1, pp. 20-58
Open Access | Times Cited: 7
Dynamic Factor Rotation Strategy: A Business Cycle Approach
Dohyoung Kwon
International Journal of Financial Studies (2022) Vol. 10, Iss. 2, pp. 46-46
Open Access | Times Cited: 4
The profitability effect: An evaluation of alternative explanations
Hsin‐Yi Yu, Li-Wen Chen, Chen Chang-yi
Pacific-Basin Finance Journal (2022) Vol. 72, pp. 101711-101711
Closed Access | Times Cited: 3
Multi-Factor Timing with Deep Learning
Paul Cotturo, Fred Liu, Robert Proner
SSRN Electronic Journal (2024)
Closed Access
Application of Explainable Artificial Intelligence to model the influence of firm-specific factors on stock performance in sub-Saharan Africa during COVID-19.
Mbongiseni Ncube, Mabutho Sibanda, Frank Ranganai Matenda
Research Square (Research Square) (2024)
Open Access
Dynamic Strategy Migration and the Evolution of Risk Premia
David E. Kuenzi
The Journal of Portfolio Management (2019) Vol. 46, Iss. 1, pp. 74-90
Closed Access | Times Cited: 3
Does the Value Premium Decline with Investor Interest in Value?
Günter Löffler
Journal of Behavioral Finance (2020) Vol. 21, Iss. 4, pp. 399-411
Closed Access | Times Cited: 3
Optimal Timing and Tilting of Equity Factors
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 2
Refined model of the covariance/correlation matrix between securities
Sébastien Valeyre
arXiv (Cornell University) (2020)
Open Access | Times Cited: 2
Dynamic Indexes: Equity Rotation and Factor Timing
Lars Kaiser
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 1
The COVID-19 Pandemic’s Impact on Stock Markets and Economy: Deep Neural Networks Driving the Alpha Factors Ranking
Badr Hirchoua, Brahim Ouhbi, Bouchra Frikh
EAI/Springer Innovations in Communication and Computing (2021), pp. 219-243
Closed Access | Times Cited: 2
Factor-Based Allocation: Is There a Superior Strategy?
Hubert Dichtl, Wolfgang Drobetz, Viktoria‐Sophie Wendt
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Investment factor timing: Harvesting the low-risk anomaly using artificial neural networks
Philipp Dirkx, Thomas Heil
Expert Systems with Applications (2021) Vol. 189, pp. 116093-116093
Closed Access | Times Cited: 1
Interactions in Asset Pricing
Guillaume Chevalier, Guillaume Coqueret, Thomas Raffinot
SSRN Electronic Journal (2023)
Closed Access
Investment Factor Timing: Harvesting The Low-Risk Anomaly Using Artificial Neural Networks
Philipp Dirkx, Thomas Heil
SSRN Electronic Journal (2020)
Closed Access
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