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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:

Factor Models, Machine Learning, and Asset Pricing
Stefano Giglio, Bryan Kelly, Dacheng Xiu
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 337-368
Closed Access | Times Cited: 97

Showing 26-50 of 97 citing articles:

Complexity in Factor Pricing Models
Antoine Didisheim, Shikun Ke, Bryan T. Kelly, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Financial Machine Learning
Bryan Kelly, Dacheng Xiu
(2023)
Open Access | Times Cited: 5
Time Series Variation in the Factor Zoo
Hendrik Bessembinder, Aaron Burt, Christopher M. Hrdlicka
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 12
Roughing up Risk Premia: A Robust Strategy for the Estimation of Continuous and Discontinuous Risk Prices
Matthias Buchta
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu, et al.
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Toward interpretable machine learning: evaluating models of heterogeneous predictions
Ruixun Zhang
Annals of Operations Research (2024)
Closed Access | Times Cited: 1
Currency Risk Premiums Redux?
Federico Nucera, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Drought and energy stock markets in the United States
Seong-Eun Kim, Jooyoung Jeon, Hyungjun Kim
Environmental Research Letters (2024) Vol. 19, Iss. 9, pp. 094012-094012
Open Access | Times Cited: 1
Essays on Empirical Asset Pricing
Kristoffer Halskov
(2024)
Open Access | Times Cited: 1
Instability of Factor Strength in Asset Returns*
Daniele Massacci
Journal of Business and Economic Statistics (2024), pp. 1-30
Closed Access | Times Cited: 1
Investor Sentiment and the Cross-Section of Corporate Bond Returns
Xu Guo, Hai Lin, Chunchi Wu, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 12
What matters in a characteristic?
Hugues Langlois
Journal of Financial Economics (2023) Vol. 149, Iss. 1, pp. 52-72
Open Access | Times Cited: 3
Portfolio Tail-Risk Protection With Non-linear Latent Factors
Bruno Spilak, Wolfgang Karl Härdle
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
The sources of portfolio volatility and mutual fund performance
Nima Vafai, David A. Rakowski
International Review of Financial Analysis (2023) Vol. 91, pp. 102985-102985
Closed Access | Times Cited: 3
Pricing Climate Risk
Glen Gostlow
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 8
Currency Risk Premia Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
Predicting Individual Corporate Bond Returns
Xin He, Guanhao Feng, Junbo Wang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 6
Large (and Deep) Factor Models
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Asset Pricing: Cross-section Predictability
Paolo Zaffaroni, Guofu Zhou
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Firm fundamentals and the cross-section of implied volatility shapes
Ding Chen, Biao Guo, Guofu Zhou
Journal of Financial Markets (2022) Vol. 63, pp. 100771-100771
Open Access | Times Cited: 4
Forecasting and Managing Correlation Risks
Tim Bollerslev, Sophia Zhengzi Li, Yushan Tang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
Joachim Grammig, Constantin Hanenberg, Christian Schlag, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 5
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Revisiting Asset Co-Movement: Does Network Topology Really Matter?
Huai-Long Shi, Huayi Chen
SSRN Electronic Journal (2024)
Closed Access

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