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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:

Local, Regional, or Global Asset Pricing?
Fabian Hollstein
Journal of Financial and Quantitative Analysis (2021) Vol. 57, Iss. 1, pp. 291-320
Open Access | Times Cited: 49

Showing 1-25 of 49 citing articles:

Do Anomalies Really Predict Market Returns? New Data and New Evidence
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Review of Finance (2023) Vol. 28, Iss. 1, pp. 1-44
Open Access | Times Cited: 24
Tail risk transmission in technology-driven markets
Muhammad Abubakr Naeem, Mohammad Rahim Shahzad, Sitara Karim, et al.
Global Finance Journal (2023) Vol. 57, pp. 100855-100855
Closed Access | Times Cited: 17
International factor models
Daniel Huber, Heiko Jacobs, Sebastian Müller, et al.
Journal of Banking & Finance (2023) Vol. 150, pp. 106819-106819
Closed Access | Times Cited: 13
Localized Risk Factors: Performance Differentials Between State-Level and US Factor Models
Oliver Budras, Maik Dierkes, Florian Sckade
SSRN Electronic Journal (2025)
Closed Access
Global Integration, Culture and Cross-Market Factor Momentum
Tian Ma, Yuejie Wang
Emerging Markets Finance and Trade (2025), pp. 1-13
Closed Access
Localized risk factors: Performance differentials between state-level and US factor models
Oliver Budras, Maik Dierkes, Florian Sckade
Economic Modelling (2025), pp. 107067-107067
Closed Access
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
Nusret Cakici, Adam Zaremba
Journal of Banking & Finance (2023) Vol. 149, pp. 106760-106760
Closed Access | Times Cited: 8
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
Nusret Cakici, Adam Zaremba
Journal of International Financial Markets Institutions and Money (2021) Vol. 72, pp. 101333-101333
Open Access | Times Cited: 20
Global Financial Market Integration: A Literature Survey
Sama Haddad
Journal of risk and financial management (2023) Vol. 16, Iss. 12, pp. 495-495
Open Access | Times Cited: 7
The world of anomalies: Smaller than we think?
Fabian Hollstein
Journal of International Money and Finance (2022) Vol. 129, pp. 102741-102741
Closed Access | Times Cited: 12
Estimating beta: The international evidence
Fabian Hollstein
Journal of Banking & Finance (2020) Vol. 121, pp. 105968-105968
Closed Access | Times Cited: 18
Risk factors in the Indonesian stock market
Nanqi Li, Chishen Wei, Linti Zhang
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102175-102175
Closed Access | Times Cited: 6
How Global is Predictability? The Power of Financial Transfer Learning
Oliver Hellum, Lasse Heje Pedersen, Anders Rønn-Nielsen
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Probability Distortions, Collectivism, and International Stock Prices
Fabian Hollstein, Vulnet Sejdiu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 12
The Value of Active Share and Conditioning Information in Global Equity Funds
Markus S. Broman, Jon A. Fulkerson
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Factor Momentum Versus Price Momentum: Insights from International Markets
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Journal of Banking & Finance (2024) Vol. 170, pp. 107332-107332
Closed Access | Times Cited: 1
Taming the Global Factor Zoo *
Jian Chen, Yufeng Han, Guohao Tang, et al.
(2024)
Closed Access | Times Cited: 1
Probability distortions, collectivism, and international stock prices
Fabian Hollstein, Vulnet Sejdiu
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100836-100836
Closed Access | Times Cited: 3
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Mustafa Çağlayan, Yuting Gong, Wenjun Xue
European Journal of Finance (2023) Vol. 30, Iss. 11, pp. 1212-1238
Closed Access | Times Cited: 3
International Corporate Bond Market: Uncovering Risks Using Machine Learning
Delong Li, Lei Lü, Zhen Qi, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds
Markus S. Broman, Michael Densmore, Pauline Shum
The Review of Asset Pricing Studies (2022) Vol. 13, Iss. 2, pp. 343-374
Closed Access | Times Cited: 5
Factor Momentum Versus Stock Price Momentum: A Revisit
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
No One-Size-Fits-All Tale: The Diversity and Complexity in Asset Pricing across Global Markets
Kuntara Pukthuanthong, Zhuo Qiao, Yan Wang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
The World of Anomalies: Smaller Than We Think?
Fabian Hollstein
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 5
Empirical Validity of Asset-Pricing Models: Evaluation at the Optimal Significance Level
Jae H. Kim, Abul Shamsuddin
(2024)
Closed Access
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