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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:

Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
M. Hashem Pesaran, Takashi Yamagata
Journal of Financial Econometrics (2023) Vol. 22, Iss. 2, pp. 407-460
Open Access | Times Cited: 18

Showing 18 citing articles:

A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors
M. Hashem Pesaran, Yimeng Xie
SSRN Electronic Journal (2021)
Open Access | Times Cited: 44
A Bias-Corrected Cd Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors
Yimeng Xie, M. Hashem Pesaran
SSRN Electronic Journal (2022)
Open Access | Times Cited: 37
Reflections on “Testing for unit roots in heterogeneous panels”
Kyung So Im, M. Hashem Pesaran, Yongcheol Shin
Journal of Econometrics (2023) Vol. 234, pp. 111-114
Open Access | Times Cited: 14
Validating cross-sectional dependence assumptions in a factor model
Longyu Chen, Huamao Huang, Lei Jiang, et al.
Empirical Economics (2025)
Closed Access
An adaptive approach for testing high-dimensional location parameters with structured correlations
Yanhong Liu, Ping Zhao, Long Feng, et al.
Journal of the Korean Statistical Society (2025)
Closed Access
Growing the efficient frontier on panel trees
Lin William Cong, Guanhao Feng, Jingyu He, et al.
Journal of Financial Economics (2025) Vol. 167, pp. 104024-104024
Open Access
Factor Models for Conditional Asset Pricing
Paolo Zaffaroni
Journal of Political Economy (2025)
Closed Access
A Test of the Efficiency of a Given Portfolio in High Dimensions
Mikhail Chernov, Bryan T. Kelly, Semyon Malamud, et al.
(2025)
Closed Access
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
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
Hui-Fang Ma, Long Feng, Zhaojun Wang, et al.
Journal of Business and Economic Statistics (2024) Vol. 42, Iss. 4, pp. 1356-1366
Open Access | Times Cited: 1
Asset Pricing with Panel Trees Under Global Split Criteria
Xin He, Lin William Cong, Guanhao Feng, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
LASSO-driven inference in time and space
Ning Wang, Chen Huang, Wolfgang H auml rdle, et al.
(2018)
Open Access | Times Cited: 4
Common factors in the returns on cryptocurrencies
Woosung Jung, Haerang Park
Finance research letters (2024) Vol. 65, pp. 105485-105485
Closed Access
Robust Inference in Large Panels and Markowitz Portfolios
David Ardia, Rosnel SESSINOU
(2024)
Closed Access
Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
M. Hashem Pesaran, Ron Smith
Journal of Financial Econometrics (2024)
Open Access
Anomaly or Risk Factor? A Stepwise Evaluation
Guanhao Feng, Lan Wei, Hansheng Wang, et al.
SSRN Electronic Journal (2023)
Closed Access
Maximum Conditional Alpha Test for Conditional Multi-Factor Models
Jun Zhang, Wei Lan, Xinyan Fan, et al.
Statistica Sinica (2023)
Open Access
High dimensional semiparametric moment restriction models
Oliver Linton, Jiti Gao, Chaohua Dong
(2018)
Open Access
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